Arbor Z Score
ABR  Stock  USD 14.77 0.04 0.27% 
Arbor  Z Score 
Arbor Z Score Analysis
Arbor Realty's ZScore is a simple linear, multifactor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..2019  2020  2021  2022 (projected)  
Long Term Debt to Equity  2.48  2.67  3.13  3.65 
Interest Coverage  21.83  21.47  50.85  54.86 
Z Score  =  Sum Of   5 Factors 
 
 
 
 

Arbor Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for Arbor Realty is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Arbor Realty's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Arbor Realty's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Arbor Realty's interrelated accounts and indicators.
Click cells to compare fundamentals
To calculate ZScore one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. ZScore can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with ZScores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a socalled 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition 
In accordance with the company's disclosures, Arbor Realty Trust has a Z Score of 0.0. This is 100.0% lower than that of the Mortgage Real Estate Investment Trusts (REITs) sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.
Arbor Z Score Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Arbor Realty's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Arbor Realty could also be used in its relative valuation, which is a method of valuing Arbor Realty by comparing valuation metrics of similar companies.Arbor Realty is currently under evaluation in z score category among related companies.
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.
2017  2018  2019  2020  2021  2022 (projected)  
Net Income Per Employee  273.32 K  385.12 K  241.78 K  326.59 K  586.01 K  767.33 K  
Revenue Per Employee  779.02 K  1.04 M  1.01 M  1.15 M  1.38 M  2.03 M  
Average Assets  3.13 B  4.27 B  5.46 B  6.92 B  11.11 B  11.99 B  
Earnings Before Interest Taxes and Depreciation Amortization EBITDA  173.09 M  221.45 M  220.88 M  220.22 M  452.87 M  488.62 M  
Earnings Before Interest Taxes and Depreciation Amortization USD  141.34 M  181.17 M  199.85 M  268.2 M  451.42 M  487.05 M  
Earnings before Tax  86.75 M  125.6 M  143.66 M  211.34 M  385.58 M  416.03 M  
Average Equity  661.96 M  794.29 M  1.03 B  1.18 B  1.95 B  2.1 B  
Enterprise Value  2.39 B  3.9 B  5.1 B  6.46 B  11.38 B  12.28 B  
Free Cash Flow  459.03 M  (38.1 M)  (227.01 M)  63.9 M  216.85 M  233.97 M  
Invested Capital  5.89 B  7.55 B  10.32 B  12.93 B  26.24 B  28.31 B  
Invested Capital Average  4.96 B  7.05 B  8.99 B  11.71 B  19.01 B  20.51 B  
Market Capitalization  533.11 M  762.15 M  1.4 B  1.65 B  2.62 B  2.83 B  
Tangible Asset Value  3.5 B  4.5 B  6.13 B  7.56 B  14.97 B  16.16 B 
Arbor Realty Institutional Holders
Institutional Holdings refers to the ownership stake in Arbor Realty that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Arbor Realty's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in highprofile magazines, and presentations at investor conferences help move the stock higher, increasing Arbor Realty's value.Security Type  Shares  Value  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  16.2 K  187 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  16.2 K  213 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  16 K  274 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  16 K  294 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  11.1 K  206 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  11.1 K  198 K  
Zurcher Kantonalbank Zurich Cantonalbank  Common Shares  13 K  206 K 
Arbor Fundamentals
Return On Equity  0.15 %  
Return On Asset  0.025 %  
Profit Margin  0.53 %  
Operating Margin  0.67 %  
Current Valuation  9.81 B  
Shares Outstanding  171.52 M  
Shares Owned by Insiders  2.23 %  
Shares Owned by Institutions  44.26 %  
Number of Shares Shorted  7.15 M  
Price to Earning  10.40 X  
Price to Book  1.15 X  
Price to Sales  3.90 X  
Revenue  590.92 M  
Gross Profit  615.21 M  
EBITDA  663.42 M  
Net Income  339.3 M  
Cash and Equivalents  404.58 M  
Cash per Share  2.04 X  
Total Debt  7.58 B  
Debt to Equity  4.92 %  
Current Ratio  3.91 X  
Book Value Per Share  12.75 X  
Cash Flow from Operations  216.85 M  
Short Ratio  3.05 X  
Earnings Per Share  1.90 X  
Price to Earnings To Growth  1.20 X  
Target Price  16.6  
Number of Employees  579  
Beta  1.88  
Market Capitalization  2.53 B  
Total Asset  15.07 B  
Retained Earnings  (65.73 M)  
Annual Yield  0.11 %  
Five Year Return  9.04 %  
Net Asset  15.07 B  
Last Dividend Paid  1.54 
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, singlefamily 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 decisionmaking process regarding taking a position in Arbor. The overall investor sentiment generally increases the direction of a stock movement in a oneyear 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.The ability to find closely correlated positions to Arbor Realty could be a great tool in your taxloss harvesting strategies, allowing investors a quick way to find a similarenough 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 riskadjusted return on your portfolios.Please continue to Arbor Realty Piotroski F Score and Arbor Realty Valuation 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 Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Complementary Tools for Arbor Stock analysis
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.