Mfa Financial Stock Alpha and Beta Analysis
| MFA Stock | USD 10.89 0.26 2.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MFA Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in MFA Financial over a specified time horizon. Remember, high MFA Financial's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to MFA Financial's market risk premium analysis include:
Beta 0.72 | Alpha 0.11 | Risk 1.6 | Sharpe Ratio 0.0449 | Expected Return 0.0718 |
MFA Financial Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
MFA |
MFA Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MFA Financial market risk premium is the additional return an investor will receive from holding MFA Financial long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in MFA Financial. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate MFA Financial's performance over market.| α | 0.11 | β | 0.72 |
MFA Financial expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of MFA Financial's Buy-and-hold return. Our buy-and-hold chart shows how MFA Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MFA Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how MFA Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MFA Financial shares will generate the highest return on investment. By understating and applying MFA Financial stock market price indicators, traders can identify MFA Financial position entry and exit signals to maximize returns.
MFA Financial Return and Market Media
The median price of MFA Financial for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 10.39 with a coefficient of variation of 2.9. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 10.36, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3244 shares by Michael Roper of MFA Financial at 11.47 subject to Rule 16b-3 | 01/03/2025 |
2 | Acquisition by Natasha Seemungal of 148 shares of MFA Financial subject to Rule 16b-3 | 01/08/2025 |
3 | Acquisition by Laurie Goodman of 3153 shares of MFA Financial subject to Rule 16b-3 | 01/17/2025 |
4 | MFA Financial, Inc. Receives Consensus Rating of Buy from Analysts - MarketBeat | 01/27/2025 |
| MFA Financial dividend paid on 31st of January 2025 | 01/31/2025 |
5 | Pixalates January 2025 United Kingdom Publisher Rankings Top Mobile Gaming Apps For Programmatic Advertising Traffic Quality in the Apple App Store and Google P... | 02/10/2025 |
6 | MFA Financial Inc Declares Dividends on Preferred Stocks | 02/19/2025 |
7 | Q4 2024 MFA Financial Inc Earnings Call Transcript | 02/20/2025 |
8 | Beyond Password123 Secure Your Digital Life In The Age Of AI Risks | 03/04/2025 |
9 | Acquisition by Samuels Lori R of 5751 shares of MFA Financial subject to Rule 16b-3 | 03/05/2025 |
10 | MFA Financial, Inc. Announces Dividend Increase to 0.36 per Share | 03/06/2025 |
11 | Institutional investors control 66 percent of MFA Financial, Inc. and were rewarded last week after stock increased 4.7 | 03/10/2025 |
12 | Disposition of 21787 shares by Bryan Wulfsohn of MFA Financial subject to Rule 16b-3 | 03/13/2025 |
About MFA Financial Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including MFA or other stocks. Alpha measures the amount that position in MFA Financial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2024 | 2025 (projected) | PTB Ratio | 0.51 | 0.57 | 0.88 | Dividend Yield | 0.21 | 0.0311 | 0.0296 |
MFA Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of MFA Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MFA Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MFA Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MFA Financial. Please utilize our Beneish M Score to check the likelihood of MFA Financial's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MFA Financial
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Check out MFA Financial Backtesting, MFA Financial Valuation, MFA Financial Correlation, MFA Financial Hype Analysis, MFA Financial Volatility, MFA Financial History and analyze MFA Financial Performance. For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
MFA Financial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.