MFA FINANCIAL's market value is the price at which a share of MFA FINANCIAL trades on a public exchange. It measures the collective expectations of MFA FINANCIAL NEW investors about its performance. MFA FINANCIAL is trading at 7.88 as of the 21st of July 2025. This is a 1.13% down since the beginning of the trading day. The stock's lowest day price was 7.84. With this module, you can estimate the performance of a buy and hold strategy of MFA FINANCIAL NEW and determine expected loss or profit from investing in MFA FINANCIAL over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
MFA
MFA FINANCIAL 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MFA FINANCIAL's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MFA FINANCIAL.
0.00
04/22/2025
No Change 0.00
0.0
In 3 months and 1 day
07/21/2025
0.00
If you would invest 0.00 in MFA FINANCIAL on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding MFA FINANCIAL NEW or generate 0.0% return on investment in MFA FINANCIAL over 90 days.
MFA FINANCIAL Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MFA FINANCIAL's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MFA FINANCIAL NEW upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFA FINANCIAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MFA FINANCIAL's standard deviation. In reality, there are many statistical measures that can use MFA FINANCIAL historical prices to predict the future MFA FINANCIAL's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MFA FINANCIAL. Your research has to be compared to or analyzed against MFA FINANCIAL's peers to derive any actionable benefits. When done correctly, MFA FINANCIAL's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MFA FINANCIAL NEW.
MFA FINANCIAL NEW Backtested Returns
At this point, MFA FINANCIAL is not too volatile. MFA FINANCIAL NEW retains Efficiency (Sharpe Ratio) of 0.0209, which conveys that the firm had a 0.0209 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MFA FINANCIAL, which you can use to evaluate the volatility of the firm. Please verify MFA FINANCIAL's Mean Deviation of 1.1, downside deviation of 1.93, and Market Risk Adjusted Performance of (2.08) to check out if the risk estimate we provide is consistent with the expected return of 0.0308%. MFA FINANCIAL has a performance score of 1 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of -0.0496, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MFA FINANCIAL are expected to decrease at a much lower rate. During the bear market, MFA FINANCIAL is likely to outperform the market. MFA FINANCIAL NEW at this time owns a risk of 1.47%. Please verify MFA FINANCIAL NEW mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if MFA FINANCIAL NEW will be following its current price history.
Auto-correlation
-0.09
Very weak reverse predictability
MFA FINANCIAL NEW has very weak reverse predictability. Overlapping area represents the amount of predictability between MFA FINANCIAL time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MFA FINANCIAL NEW price movement. The serial correlation of -0.09 indicates that less than 9.0% of current MFA FINANCIAL price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.09
Spearman Rank Test
0.32
Residual Average
0.0
Price Variance
0.01
MFA FINANCIAL NEW lagged returns against current returns
Autocorrelation, which is MFA FINANCIAL stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MFA FINANCIAL's stock expected returns. We can calculate the autocorrelation of MFA FINANCIAL returns to help us make a trade decision. For example, suppose you find that MFA FINANCIAL has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
MFA FINANCIAL regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MFA FINANCIAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MFA FINANCIAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MFA FINANCIAL stock over time.
Current vs Lagged Prices
Timeline
MFA FINANCIAL Lagged Returns
When evaluating MFA FINANCIAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MFA FINANCIAL stock have on its future price. MFA FINANCIAL autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MFA FINANCIAL autocorrelation shows the relationship between MFA FINANCIAL stock current value and its past values and can show if there is a momentum factor associated with investing in MFA FINANCIAL NEW.