Arbor Piotroski F Score

ABR
 Stock
  

USD 14.59  0.05  0.34%   

This module uses fundamental data of Arbor Realty to approximate its Piotroski F score. Arbor Realty F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of Arbor Realty Trust. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Arbor Realty financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Please continue to Arbor Realty Altman Z Score, Arbor Realty Correlation, Arbor Realty Valuation, as well as analyze Arbor Realty Alpha and Beta and Arbor Realty Hype Analysis.
  
As of 11/28/2022, Total Debt is likely to grow to about 13.1 B. Also, Issuance Repayment of Debt Securities is likely to grow to about 6.7 B. Arbor Realty Quick Ratio is relatively stable at the moment as compared to the past year. Arbor Realty reported last year Quick Ratio of 0.08. As of 11/28/2022, Asset Turnover is likely to grow to 0.07, while Cash and Equivalents Turnover is likely to drop 2.04.
At this time, it appears that Arbor Realty's Piotroski F Score is Poor. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
4.0
Piotroski F Score - Poor
1
Current Return On AssetsPositiveFocus
2
Change in Return on AssetsDecreasedFocus
3
Cash Flow Return on AssetsPositiveFocus
4
Current Quality of Earnings (accrual)DecreasingFocus
5
Asset Turnover GrowthIncreaseFocus
6
Current Ratio ChangeIncreaseFocus
7
Long Term Debt Over Assets ChangeHigher LeverageFocus
8
Change In Outstending SharesIncreaseFocus
9
Change in Gross MarginNo ChangeFocus

Arbor Realty Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Arbor Realty is to make sure Arbor is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Arbor Realty's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Arbor Realty's financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Weighted Average Shares Diluted168.4 M156.1 M
Significantly Up
Increasing
Slightly volatile
Weighted Average Shares148.7 M137.8 M
Significantly Up
Increasing
Slightly volatile
Return on Average Assets2.722.9848
Significantly Down
Increasing
Stable
Net Cash Flow from Operations234 M216.8 M
Significantly Up
Increasing
Stable
Current LiabilitiesB4.6 B
Significantly Up
Increasing
Slightly volatile
Total Liabilities13.7 B12.7 B
Significantly Up
Increasing
Slightly volatile
Gross Margin65.6573.474
Moderately Down
Increasing
Slightly volatile
Total Debt13.1 B12.2 B
Significantly Up
Increasing
Slightly volatile
Asset Turnover0.07080.0703
Slightly Up
Increasing
Slightly volatile
Current Assets961.6 M891.3 M
Significantly Up
Increasing
Slightly volatile
Total Assets16.3 B15.1 B
Significantly Up
Increasing
Slightly volatile

Arbor Realty Trust F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Arbor Realty's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Arbor Realty in a much-optimized way.

About Arbor Realty Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Weighted Average Shares

148.71 Million

Arbor Realty Weighted Average Shares is relatively stable at the moment as compared to the past year. Arbor Realty reported last year Weighted Average Shares of 137.83 Million

Arbor Realty Current Valuation Drivers

We derive many important indicators used in calculating different scores of Arbor Realty from analyzing Arbor Realty's financial statements. These drivers represent accounts that assess Arbor Realty's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Arbor Realty's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee273.32 K385.12 K241.78 K326.59 K586.01 K767.33 K
Revenue Per Employee779.02 K1.04 M1.01 M1.15 M1.38 M2.03 M
Average Assets3.13 B4.27 B5.46 B6.92 B11.11 B11.99 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA173.09 M221.45 M220.88 M220.22 M452.87 M488.62 M
Earnings Before Interest Taxes and Depreciation Amortization USD141.34 M181.17 M199.85 M268.2 M451.42 M487.05 M
Earnings before Tax86.75 M125.6 M143.66 M211.34 M385.58 M416.03 M
Average Equity661.96 M794.29 M1.03 B1.18 B1.95 B2.1 B
Enterprise Value2.39 B3.9 B5.1 B6.46 B11.38 B12.28 B
Free Cash Flow459.03 M(38.1 M)(227.01 M)63.9 M216.85 M233.97 M
Invested Capital5.89 B7.55 B10.32 B12.93 B26.24 B28.31 B
Invested Capital Average4.96 B7.05 B8.99 B11.71 B19.01 B20.51 B
Market Capitalization533.11 M762.15 M1.4 B1.65 B2.62 B2.83 B
Tangible Asset Value3.5 B4.5 B6.13 B7.56 B14.97 B16.16 B

About Arbor Realty Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Arbor Realty Trust's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Arbor Realty using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Arbor Realty Trust based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Arbor Realty Trust, Inc. invests in a diversified portfolio of structured finance assets in the multifamily, single-family rental, and commercial real estate markets in the United States. Arbor Realty Trust, Inc. was incorporated in 2003 and is headquartered in Uniondale, New York. Arbor Realty operates under REITMortgage classification in the United States and is traded on New York Stock Exchange. It employs 579 people.

Arbor Realty Investors Sentiment

The influence of Arbor Realty's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Arbor. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Arbor Realty's public news can be used to forecast risks associated with investment in Arbor. The trend in average sentiment can be used to explain how an investor holding Arbor can time the market purely based on public headlines and social activities around Arbor Realty Trust. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Arbor Realty's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Arbor Realty's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Arbor Realty's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Arbor Realty.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Arbor Realty in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Arbor Realty's short interest history, or implied volatility extrapolated from Arbor Realty options trading.

Pair Trading with Arbor Realty

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Arbor Realty position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Arbor Realty will appreciate offsetting losses from the drop in the long position's value.

Moving against Arbor Realty

-0.62AZPNAspen Technology Sell-off TrendPairCorr
The ability to find closely correlated positions to Arbor Realty could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Arbor Realty when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Arbor Realty - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Arbor Realty Trust to buy it.
The correlation of Arbor Realty is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arbor Realty moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arbor Realty Trust moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Arbor Realty can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Arbor Realty Altman Z Score, Arbor Realty Correlation, Arbor Realty Valuation, as well as analyze Arbor Realty Alpha and Beta and Arbor Realty Hype Analysis. 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 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 Arbor Realty Trust 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 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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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 YOY
(0.28) 
Market Capitalization
2.5 B
Quarterly Revenue Growth YOY
(0.05) 
Return On Assets
0.025
Return On Equity
0.15
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 Arbor Realty value 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.