Arlington Asset Investment Corp shows Downside Deviation of 2.06, Risk Adjusted Performance of 0.2776 and Mean Deviation of 1.1. Arlington Asset Inve technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Arlington Asset Investment Corp which can be compared to its rivals. Please confirm Arlington Asset Inve Treynor Ratio, and the relationship between Variance and Potential Upside to decide if Arlington Asset Inve is priced correctly providing market reflects its regular price of 11.59 per share. Given that Arlington Asset has Jensen Alpha of 0.3383, we suggest you validate Arlington Asset Investment Corp prevailing market performance to make sure the company can sustain itself at future point.
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Arlington Asset Inve Technical Analysis
Arlington Asset Inve Trend AnalysisUse this graph to draw trend lines for Arlington Asset Investment Corp. You can use it to identify possible trend reversals for Arlington Asset as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Arlington Asset price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Arlington Asset Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Arlington Asset Investment Corp applied against its price change over selected period. The best fit line has a slop of 0.049926 % which suggests that Arlington Asset Investment Corp will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 2.03, which is the sum of squared deviations for the predicted Arlington Asset price change compared to its average price change.
Arlington Asset Investment Corp is rated fourth in mean deviation category among related companies. It is rated third in standard deviation category among related companies creating about 1.36 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Arlington Asset Investment Corp is roughly 1.36