MFA Financial Correlations

MFA Stock

USD 9.74 0.03 0.31%

The current 90-days correlation between MFA Financial and Lifeway Foods is 0.3 (i.e., Weak diversification). The correlation of MFA Financial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

MFA Financial Correlation With Market

Poor diversification

The correlation between MFA Financial and DJI is 0.65 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MFA Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MFA Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFA Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.

Moving together with MFA Stock

0.65	LU	Lufax Holding	Pair Corr
0.62	LX	Lexinfintech Holdings	Pair Corr
0.68	TW	Tradeweb Markets	Pair Corr
0.61	ECPG	Encore Capital Group	Pair Corr
0.69	FDUS	Fidus Investment Corp	Pair Corr
0.69	PWP	Perella Weinberg Partners	Pair Corr
0.83	PFLT	PennantPark Floating Rate	Pair Corr
0.73	PNNT	PennantPark Investment	Pair Corr
0.66	SLRC	SLR Investment Corp	Pair Corr
0.65	BBDC	Barings BDC	Pair Corr
0.84	TRTX	TPG RE Finance	Pair Corr
0.9	DX	Dynex Capital	Pair Corr

Related Correlations Analysis

	SWX	LWAY	SFD	AM	TGS	STKL	SYY	FTLF
SWX		0.49	0.41	0.28	0.01	0.17	0.49	0.29	SWX
LWAY	0.49		0.2	0.02	-0.36	0.04	0.65	-0.19	LWAY
SFD	0.41	0.2		0.85	0.56	0.88	0.59	0.54	SFD
AM	0.28	0.02	0.85		0.72	0.91	0.55	0.44	AM
TGS	0.01	-0.36	0.56	0.72		0.7	0.23	0.42	TGS
STKL	0.17	0.04	0.88	0.91	0.7		0.53	0.42	STKL
SYY	0.49	0.65	0.59	0.55	0.23	0.53		-0.09	SYY
FTLF	0.29	-0.19	0.54	0.44	0.42	0.42	-0.09		FTLF
	SWX	LWAY	SFD	AM	TGS	STKL	SYY	FTLF

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

STKL	+ 0.91	AM
STKL	+ 0.88	SFD
AM	+ 0.85	SFD
TGS	+ 0.72	AM
STKL	+ 0.7	TGS
SYY	+ 0.65	LWAY

High negative correlations

TGS	- 0.36	LWAY
FTLF	- 0.19	LWAY
FTLF	- 0.09	SYY

Risk-Adjusted Indicators

There is a big difference between MFA Stock performing well and MFA Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MFA Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SWX	1.36	0.02	(0.02)	0.13	2.07	(1.36)	2.85	(2.81)	12.35
LWAY	1.34	0.03	(0.01)	0.19	1.83	(1.56)	3.50	(2.74)	11.98
SFD	1.43	0.25	0.13	0.46	1.37	(1.61)	4.46	(2.33)	11.05
AM	1.26	(0.03)	(0.03)	0.05	2.32	(1.17)	2.22	(2.64)	10.60
TGS	2.54	(0.05)	(0.01)	0.07	3.11	(2.80)	4.26	(5.35)	16.53
STKL	3.07	0.31	0.10	0.32	3.05	(3.72)	7.64	(4.88)	33.17
SYY	1.10	0.00	(0.03)	0.10	1.42	(1.11)	2.00	(2.10)	6.74
FTLF	2.69	0.20	0.06	0.32	3.05	(3.07)	7.91	(5.59)	18.72

MFA Financial Corporate Management

Michael Roper	Senior Vice President Chief Accounting Officer	Profile
Lisa Polsky	Independent Director	Profile
Francis Oelerich	Independent Director	Profile
Natasha Seemungal	Senior CoController	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC