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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Arlington Asset Investment Corp -- USA Stock  

USD 12.67  0.09  0.71%

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 (0.053797), jensen alpha of (0.32), total risk alpha of (0.81), sortino ratio of 0.0 and treynor ratio of (0.33)
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 Shares Owned by Institutions, Gross Profit, Book Value Per Share, as well as the relationship between Price to Book and Cash per Share . Given that Arlington Asset Inve has Number of Shares Shorted of 3.11 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 Return-0.2Value At Risk-0.9412
Potential Upside0.3934Standard Deviation0.8842
 Return Density 
      Distribution 

Arlington Asset Greeks

α
Alpha over DOW
=0.32
βBeta against DOW=0.62
σ
Overall volatility
=0.89
 IrInformation ratio =0.44

Arlington Asset Volatility Alert

Arlington Asset Investment Corp exhibits very low volatility with skewness of -3.43 and kurtosis of 13.67. However, we advise investors to further study Arlington Asset Investment Corp technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Arlington Asset to competition
FundamentalsArlington AssetPeer Average
Return On Equity(8.97) % (15.17) %
Return On Asset(0.85) % (15.64) %
Profit Margin(77.74) % (5.5) %
Operating Margin60.73 % (10.91) %
Current Valuation3.74 B152.14 B
Shares Outstanding25.95 M1.43 B
Shares Owned by Insiders2.13 % 6.91 %
Shares Owned by Institutions40.39 % 18.37 %
Number of Shares Shorted3.11 M3.24 M
Price to Earning(8.47) times40.69 times
Price to Book0.94 times14.44 times
Price to Sales7.27 times17.81 times
Revenue45.4 M9.85 B
Gross Profit76.11 M21.75 B
Net Income(35.33 M)517.71 M
Cash and Equivalents4.26 B3.89 B
Cash per Share164.31 times5.17 times
Total Debt3.99 B7.36 B
Current Ratio1.1 times3.3 times
Book Value Per Share13.53 times13.64 times
Cash Flow from Operations88.01 M1.25 B
Short Ratio6.38 times2.09 times
Earnings Per Share(1.5) times2.3 times
Price to Earnings To Growth(0.59) times1.22 times
Number of Employees1110.67 K
Beta1.00.34
Market Capitalization330.09 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
Five Year Return16.45 %
SellBuy
Strong Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Sale by Eric Billings of 7266 shares of Arlington Asset [view details]
Risk Adjusted Performance(0.053797)
Market Risk Adjusted Performance(0.32)
Mean Deviation0.4951
Coefficient Of Variation(446.46)
Standard Deviation0.8842
Variance0.7818
Information Ratio(0.44)
Jensen Alpha(0.32)
Total Risk Alpha(0.81)
Treynor Ratio(0.33)
Maximum Drawdown4.08
Value At Risk(0.94)
Potential Upside0.3934
Skewness(3.43)
Kurtosis13.67

Current Valuation

Arlington Asset Current Valuation Analysis
Arlington Asset Investment Corp is rated third in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Trading industry is presently estimated at about 63.97 Billion. Arlington Asset holds roughly 3.74 Billion in current valuation claiming about 6% of equities listed under Trading industry.