Mfa Financial Stock Market Value
| MFA Stock | USD 10.79 0.20 1.89% |
| Symbol | MFA |
MFA Financial Price To Book Ratio
Is MFA Financial's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MFA Financial. If investors know MFA will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MFA Financial listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.008 | Dividend Share 1.4 | Earnings Share 0.46 | Revenue Per Share 2.29 | Quarterly Revenue Growth 2.907 |
The market value of MFA Financial is measured differently than its book value, which is the value of MFA that is recorded on the company's balance sheet. Investors also form their own opinion of MFA Financial's value that differs from its market value or its book value, called intrinsic value, which is MFA Financial's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MFA Financial's market value can be influenced by many factors that don't directly affect MFA Financial's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MFA Financial's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFA Financial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MFA Financial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 04/02/2024 |
| 05/02/2024 |
If you would invest 0.00 in MFA Financial on April 2, 2024 and sell it all today you would earn a total of 0.00 from holding MFA Financial or generate 0.0% return on investment in MFA Financial over 30 days. MFA Financial is related to or competes with Chimera Investment, ARMOUR Residential, Orchid Island, Invesco Mortgage, New York, Two Harbors, and Annaly Capital. MFA Financial, Inc., together with its subsidiaries, operates as a real estate investment trust in the United States More
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 upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.21 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 2.38 |
MFA Financial Market Risk Indicators
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.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MFA Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MFA Financial Backtested Returns
We consider MFA Financial not too volatile. MFA Financial retains Efficiency (Sharpe Ratio) of 0.0109, which conveys that the firm had a 0.0109% return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for MFA Financial, which you can use to evaluate the volatility of the firm. Please verify MFA Financial's Market Risk Adjusted Performance of (0.03), standard deviation of 1.67, and Mean Deviation of 1.31 to check out if the risk estimate we provide is consistent with the expected return of 0.018%. The company owns a Beta (Systematic Risk) of 1.81, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MFA Financial will likely underperform. MFA Financial at this time owns a risk of 1.65%. Please verify MFA Financial standard deviation, potential upside, day typical price, as well as the relationship between the jensen alpha and daily balance of power , to decide if MFA Financial will be following its current price history.
Auto-correlation | -0.5 |
Modest reverse predictability
MFA Financial has modest reverse predictability. Overlapping area represents the amount of predictability between MFA Financial time series from 2nd of April 2024 to 17th of April 2024 and 17th of April 2024 to 2nd of May 2024. 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 price movement. The serial correlation of -0.5 indicates that about 50.0% of current MFA Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
MFA Financial 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.
Regressed Prices |
| Timeline |
MFA Financial Investors Sentiment
The influence of MFA Financial's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in MFA. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to MFA Financial's public news can be used to forecast risks associated with an investment in MFA. The trend in average sentiment can be used to explain how an investor holding MFA can time the market purely based on public headlines and social activities around MFA Financial. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
MFA Financial's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for MFA Financial's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average MFA Financial's news discussions. The higher the estimated score, the more favorable is the investor's outlook on MFA Financial.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MFA Financial in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MFA Financial's short interest history, or implied volatility extrapolated from MFA Financial options trading.
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Try AI Portfolio ArchitectCheck out MFA Financial Correlation, MFA Financial Volatility and MFA Financial Alpha and Beta module to complement your research on MFA Financial. For information on how to trade MFA Stock refer to our How to Trade MFA Stock guide.Note that the MFA Financial information on this page should be used as a complementary analysis to other MFA Financial's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for MFA Stock analysis
When running MFA Financial's price analysis, check to measure MFA Financial's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MFA Financial is operating at the current time. Most of MFA Financial's value examination focuses on studying past and present price action to predict the probability of MFA Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MFA Financial's price. Additionally, you may evaluate how the addition of MFA Financial to your portfolios can decrease your overall portfolio volatility.
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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.