Arlington Asset Buy or Sell Recommendation

Macroaxis provides Arlington Asset Investment Corp buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Arlington Asset positions. The advice algorithm takes into account all of Arlington Asset Investment Corp available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Arlington Asset buy-and-hold prospective. Check also Arlington Asset Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
Arlington Asset Investment Corp -- USA Stock  

USD 11.60  0.01  0.0861%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Arlington Asset Investment Corp is 'Strong Hold'.
For the selected time horizon Arlington Asset Investment Corp has a risk adjusted performance of 0.107, jensen alpha of 0.0949, total risk alpha of 0.3883, sortino ratio of 0.1953 and treynor ratio of 0.84
This buy or sell advice tool can be used to cross verify current analyst consensus on Arlington Asset Inve and to analyze the company potential to grow in the current economic cycle. To make sure Arlington Asset is not overpriced, please confirm all Arlington Asset Inve fundamentals including its Gross Profit, Current Ratio and the relationship between Price to Book and Cash per Share . Given that Arlington Asset Inve has Number of Shares Shorted of 1.79 M, we suggest you validate Arlington Asset Investment Corp market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.14Value At Risk1.86
Potential Upside1.68Standard Deviation1.30
 Return Density 

Institutional Investors

Security TypeSharesValue
American Financial Group IncCommon Shares1.4 M16.5 M
Invesco LtdCommon Shares1.4 M16.2 M
Blackrock IncCommon Shares1.3 M15.3 M
Vanguard Group IncCommon Shares1.2 M13.8 M
Wolverine Asset Management LlcCommon Shares858.9 K10.1 M
State Street CorpCommon Shares591.7 K7 M
Citadel Advisors LlcCommon Shares547.8 K6.5 M
Crow Point Partners LlcDebt100 K2.5 M

Arlington Asset Greeks

Alpha over DOW
Beta against DOW=0.15
Overall volatility
Information ratio =0.25

Arlington Asset Volatility Alert

Arlington Asset Investment Corp has relatively low volatility with skewness of -1.08 and kurtosis of 1.59. However, we advise all investors to independently investigate Arlington Asset Investment Corp to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
 Better Than Average     
 Worse Than Average Compare Arlington Asset to competition
FundamentalsArlington AssetPeer Average
Return On Equity4.68 % (15.17) %
Return On Asset0.42 % (15.64) %
Profit Margin23.06 % (5.50) %
Operating Margin75.44 % (10.91) %
Current Valuation514.69 K152.14 B
Shares Outstanding28.2 M1.43 B
Shares Owned by Insiders2.08 % 6.91 %
Shares Owned by Institutions41.50 % 18.37 %
Number of Shares Shorted1.79 M3.24 M
Price to Earning17.85 times40.69 times
Price to Book0.87 times14.44 times
Price to Sales4.39 times17.81 times
Revenue75.61 M9.85 B
Gross Profit69.73 M21.75 B
Net Income17.18 M517.71 M
Cash and Equivalents4.08 B3.89 B
Cash per Share144.88 times5.17 times
Total Debt3.75 B7.36 B
Debt to Equity969.60 % 0.72 %
Current Ratio1.12 times3.30 times
Book Value Per Share13.48 times13.64 times
Cash Flow from Operations88.03 M1.25 B
Short Ratio3.55 times2.09 times
Earnings Per Share0.66 times2.30 times
Price to Earnings To Growth2.12 times1.22 times
Number of Employees1210.67 K
Market Capitalization332.2 M29.78 B
Total Asset4.2 B126.86 B
Retained Earnings(1.43 B)38.24 B
Working Capital(2.81 B)3.58 B
Current Asset48.92 M36.8 B
Current Liabilities2.86 B33.34 B
Strong Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Arlington Asset exotic insider transaction detected [view details]
Risk Adjusted Performance0.107
Market Risk Adjusted Performance0.83
Mean Deviation0.9793
Semi Deviation1.43
Downside Deviation1.68
Coefficient Of Variation960.06
Standard Deviation1.3
Information Ratio0.253
Jensen Alpha0.0949
Total Risk Alpha0.3883
Sortino Ratio0.1953
Treynor Ratio0.84
Maximum Drawdown4.5
Value At Risk1.86
Potential Upside1.68
Downside Variance2.83
Semi Variance2.05
Expected Short fall1.03

Current Valuation

Arlington Asset Current Valuation Analysis
Arlington Asset Investment Corp is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Trading industry is presently estimated at about 59.3 Billion. Arlington Asset adds roughly 514,690 in current valuation claiming only tiny portion of equities listed under Trading industry.