Arbor Realty Trust Stock Market Value
| ABR Stock | USD 12.76 0.14 1.11% |
| Symbol | Arbor |
Arbor Realty Trust Price To Book Ratio
Is Arbor Realty'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 Arbor Realty. If investors know Arbor 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 Arbor Realty 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 (0.03) | Dividend Share 1.71 | Earnings Share 1.75 | Revenue Per Share 3.894 | Quarterly Revenue Growth (0.07) |
The market value of Arbor Realty Trust is measured differently than its book value, which is the value of Arbor that is recorded on the company's balance sheet. Investors also form their own opinion of Arbor Realty's value that differs from its market value or its book value, called intrinsic value, which is Arbor Realty'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 Arbor Realty's market value can be influenced by many factors that don't directly affect Arbor Realty'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 Arbor Realty's value and its price as these two are different measures arrived at by different means. Investors typically determine if Arbor Realty is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Arbor Realty'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.
Arbor Realty '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 Arbor Realty'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 Arbor Realty.
| 03/23/2024 |
| 04/22/2024 |
If you would invest 0.00 in Arbor Realty on March 23, 2024 and sell it all today you would earn a total of 0.00 from holding Arbor Realty Trust or generate 0.0% return on investment in Arbor Realty over 30 days. Arbor Realty is related to or competes with Starwood Property, Ready Capital, Two Harbors, AGNC Investment, Annaly Capital, ARMOUR Residential, and Chimera Investment. Arbor Realty Trust, Inc. invests in a diversified portfolio of structured finance assets in the multifamily, single-fami... More
Arbor Realty 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 Arbor Realty'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 Arbor Realty Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 11.62 | |||
| Value At Risk | (4.14) | |||
| Potential Upside | 3.45 |
Arbor Realty Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Realty's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbor Realty's standard deviation. In reality, there are many statistical measures that can use Arbor Realty historical prices to predict the future Arbor Realty's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arbor Realty'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.
Arbor Realty Trust Backtested Returns
Arbor Realty Trust secures Sharpe Ratio (or Efficiency) of -0.033, which signifies that the company had a -0.033% return per unit of standard deviation over the last 3 months. Arbor Realty Trust exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arbor Realty's risk adjusted performance of (0.02), and Mean Deviation of 1.76 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.85, which signifies 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, Arbor Realty will likely underperform. Arbor Realty Trust has an expected return of -0.076%. Please make sure to confirm Arbor Realty Trust treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Arbor Realty Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.27 |
Weak reverse predictability
Arbor Realty Trust has weak reverse predictability. Overlapping area represents the amount of predictability between Arbor Realty time series from 23rd of March 2024 to 7th of April 2024 and 7th of April 2024 to 22nd of April 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 Arbor Realty Trust price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Arbor Realty price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Arbor Realty Trust lagged returns against current returns
Autocorrelation, which is Arbor Realty 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 Arbor Realty's stock expected returns. We can calculate the autocorrelation of Arbor Realty returns to help us make a trade decision. For example, suppose you find that Arbor Realty 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 |
Arbor Realty 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 Arbor Realty stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbor Realty stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbor Realty stock over time.
Current vs Lagged Prices |
| Timeline |
Arbor Realty Lagged Returns
When evaluating Arbor Realty's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbor Realty stock have on its future price. Arbor Realty 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, Arbor Realty autocorrelation shows the relationship between Arbor Realty stock current value and its past values and can show if there is a momentum factor associated with investing in Arbor Realty Trust.
Regressed Prices |
| Timeline |
When determining whether Arbor Realty Trust is a strong investment it is important to analyze Arbor Realty's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Arbor Realty's future performance. For an informed investment choice regarding Arbor Stock, refer to the following important reports:
Check out Arbor Realty Correlation, Arbor Realty Volatility and Arbor Realty Alpha and Beta module to complement your research on Arbor Realty. Note that the Arbor Realty Trust information on this page should be used as a complementary analysis to other Arbor Realty'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Arbor Stock analysis
When running Arbor Realty's price analysis, check to measure Arbor Realty'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 Arbor Realty is operating at the current time. Most of Arbor Realty's value examination focuses on studying past and present price action to predict the probability of Arbor Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbor Realty's price. Additionally, you may evaluate how the addition of Arbor Realty to your portfolios can decrease your overall portfolio volatility.
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Arbor Realty 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.