Armour Stock Alpha and Beta Analysis

ARR
 Stock
  

USD 7.73  0.01  0.13%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Armour Residential R. It also helps investors analyze the systematic and unsystematic risks associated with investing in Armour Residential over a specified time horizon. Remember, high Armour Residential's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please continue to Armour Residential Backtesting, Armour Residential Valuation, Armour Residential Correlation, Armour Residential Hype Analysis, Armour Residential Volatility, Armour Residential History and analyze Armour Residential Performance.
  
Please note that although Armour Residential alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Armour Residential did 0.09  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Armour Residential R stock's relative risk over its benchmark. Armour Residential has a beta of 1.24  . Let's try to break down what Armour's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Armour Residential will likely underperform.
Armour Residential Book Value per Share is relatively stable at the moment as compared to the past year. Armour Residential reported last year Book Value per Share of 14.39. As of 08/11/2022, Enterprise Value over EBIT is likely to grow to 293.47, while Price to Book Value is likely to drop 0.73.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Armour Residential Quarterly Book Value per Share

9.132

Armour Residential Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Armour Residential market risk premium is the additional return an investor will receive from holding Armour Residential long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Armour Residential. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Armour Residential's performance over market.
α0.09   β1.24
90 days against DJI

Armour Residential expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Armour Residential's Buy-and-hold return. Our buy-and-hold chart shows how Armour Residential performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Armour Residential Market Price Analysis

Market price analysis indicators help investors to evaluate how Armour Residential stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Armour Residential shares will generate the highest return on investment. By understating and applying Armour Residential stock market price indicators, traders can identify Armour Residential position entry and exit signals to maximize returns.

Armour Residential Return and Market Media

The median price of Armour Residential for the period between Fri, May 13, 2022 and Thu, Aug 11, 2022 is 7.15 with a coefficient of variation of 6.47. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 7.11, and mean deviation of 0.33. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Financial Statements05/13/2022
2
Exercise or conversion by Jeffrey Zimmer of 18540 shares of ...05/23/2022
3
Exercise or conversion by Gordon Harper of 3000 shares of Ar...05/25/2022
4
Is First Trust Mid Cap Value AlphaDEX ETF a Strong ETF Right...06/03/2022
5
Financial Statements06/09/2022
6
Financial Statements06/10/2022
7
Financial Statements06/24/2022
8
EPS Estimate06/30/2022
9
Financial Statements07/01/2022
10
Acquisition by Carolyn Downey of 2343 shares of Armour Resid...07/05/2022
11
Financial Statements07/15/2022
12
Financial Statements07/26/2022
13
EPS Reported07/27/2022

About Armour Residential Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Armour Residential has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2017 2018 2021 2022 (projected)
Accounts Payable Turnover60.8725.9929.8834.42
Receivables Turnover4.280.670.60.62

Armour Residential Upcoming Company Events

As portrayed in its financial statements, the presentation of Armour Residential's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Armour Residential's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Armour Residential's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Armour Residential. Please utilize our Beneish M Score to check the likelihood of Armour Residential's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Financial Report20th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Armour Residential

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Please continue to Armour Residential Backtesting, Armour Residential Valuation, Armour Residential Correlation, Armour Residential Hype Analysis, Armour Residential Volatility, Armour Residential History and analyze Armour Residential Performance. Note that the Armour Residential information on this page should be used as a complementary analysis to other Armour Residential'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

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When running Armour Residential price analysis, check to measure Armour Residential'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 Armour Residential is operating at the current time. Most of Armour Residential's value examination focuses on studying past and present price action to predict the probability of Armour Residential's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Armour Residential's price. Additionally, you may evaluate how the addition of Armour Residential to your portfolios can decrease your overall portfolio volatility.
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Armour Residential 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.
A focus of Armour Residential technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Armour Residential trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...