Armour Stock Market Value

ARR
 Stock
  

USD 5.89  0.13  2.26%   

Armour Residential's market value is the price at which a share of Armour Residential stock trades on a public exchange. It measures the collective expectations of Armour Residential R investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Armour Residential R and determine expected loss or profit from investing in Armour Residential over a given investment horizon. Please continue to Armour Residential Correlation, Armour Residential Volatility and Armour Residential Alpha and Beta module to complement your research on Armour Residential.
Symbol


Is Armour Residential'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 Armour Residential. If investors know Armour 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 Armour Residential 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
(0.58) 
Market Capitalization
778.3 M
Quarterly Revenue Growth YOY
(0.34) 
Return On Assets
(0.0365) 
Return On Equity
(0.28) 
The market value of Armour Residential is measured differently than its book value, which is the value of Armour that is recorded on the company's balance sheet. Investors also form their own opinion of Armour Residential's value that differs from its market value or its book value, called intrinsic value, which is Armour Residential'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 Armour Residential's market value can be influenced by many factors that don't directly affect Armour Residential'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 Armour Residential's value and its price as these two are different measures arrived at by different means. Investors typically determine Armour Residential value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Armour Residential'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.

Armour Residential '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 Armour Residential'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 Armour Residential.
0.00
12/07/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
11/27/2022
0.00
If you would invest  0.00  in Armour Residential on December 7, 2020 and sell it all today you would earn a total of 0.00 from holding Armour Residential R or generate 0.0% return on investment in Armour Residential over 720 days. Armour Residential is related to or competes with Annaly Capital, Agnc Investment, Agnc Investment, Agnc Investment, Starwood Property, Agnc Investment, and Agnc Investment. ARMOUR Residential REIT, Inc. invests in residential mortgage-backed securities in the United States More

Armour Residential 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 Armour Residential'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 Armour Residential R upside and downside potential and time the market with a certain degree of confidence.

Armour Residential Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Armour Residential's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Armour Residential's standard deviation. In reality, there are many statistical measures that can use Armour Residential historical prices to predict the future Armour Residential's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Armour Residential'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. Please use the tools below to analyze the current value of Armour Residential in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
2.315.879.43
Details
Intrinsic
Valuation
LowReal ValueHigh
3.507.0610.62
Details
Naive
Forecast
LowNext ValueHigh
2.355.919.48
Details
2 Analysts
Consensus
LowTarget PriceHigh
11.0011.0011.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Armour Residential. Your research has to be compared to or analyzed against Armour Residential's peers to derive any actionable benefits. When done correctly, Armour Residential's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Armour Residential.

Armour Residential Backtested Returns

Armour Residential secures Sharpe Ratio (or Efficiency) of -0.047, which signifies that the company had -0.047% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Armour Residential R exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Armour Residential risk adjusted performance of (0.06), and Mean Deviation of 2.36 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.3391, which signifies a somewhat significant risk relative to the market. 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. Even though it is essential to pay attention to Armour Residential historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Armour Residential R exposes twenty-one different technical indicators, which can help you to evaluate its performance. Armour Residential has an expected return of -0.17%. Please be advised to confirm Armour Residential downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Armour Residential performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

Armour Residential R has insignificant reverse predictability. Overlapping area represents the amount of predictability between Armour Residential time series from 7th of December 2020 to 2nd of December 2021 and 2nd of December 2021 to 27th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Armour Residential price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Armour Residential price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test0.09
Residual Average0.0
Price Variance1.12

Armour Residential lagged returns against current returns

Autocorrelation, which is Armour Residential 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 Armour Residential's stock expected returns. We can calculate the autocorrelation of Armour Residential returns to help us make a trade decision. For example, suppose you find that Armour Residential stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       Timeline  

Armour Residential 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 Armour Residential stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Armour Residential stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Armour Residential stock over time.
   Current vs Lagged Prices   
Share
       Timeline  

Armour Residential Lagged Returns

When evaluating Armour Residential's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Armour Residential stock have on its future price. Armour Residential 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, Armour Residential autocorrelation shows the relationship between Armour Residential stock current value and its past values and can show if there is a momentum factor associated with investing in Armour Residential R.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Armour Residential without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Armour Residential

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 Armour Residential 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 Armour Residential will appreciate offsetting losses from the drop in the long position's value.

Moving together with Armour Residential

+0.99NLYAnnaly Capital Management Potential GrowthPairCorr
The ability to find closely correlated positions to Armour Residential could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Armour Residential 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 Armour Residential - 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 Armour Residential R to buy it.
The correlation of Armour Residential 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 Armour Residential moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Armour Residential 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 Armour Residential 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 Armour Residential Correlation, Armour Residential Volatility and Armour Residential Alpha and Beta module to complement your research on Armour Residential. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for analysis

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...