Arbor Stock Performance

ABR
 Stock
  

USD 14.46  0.31  2.10%   

Arbor Realty has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.4461, which signifies a somewhat significant risk relative to the market. Let's try to break down what Arbor'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, Arbor Realty will likely underperform. Although it is important to respect Arbor Realty Trust historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Arbor Realty Trust technical indicators, you can presently evaluate if the expected return of 0.0707% will be sustainable into the future. Arbor Realty Trust right now shows a risk of 2.85%. Please confirm Arbor Realty Trust value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall to decide if Arbor Realty Trust will be following its price patterns.
  
Arbor Performance
1 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Arbor Realty Trust are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable fundamental drivers, Arbor Realty is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.11
Payout Ratio
0.82
Last Split Factor
10:1
Forward Annual Dividend Rate
1.6
Dividend Date
2022-11-30
Ex Dividend Date
2022-11-17

Arbor Price Channel

Begin Period Cash Flow536998000.00
Total Cashflows From Investing Activities-6750254000.00

Arbor Realty Relative Risk vs. Return Landscape

If you would invest  1,419  in Arbor Realty Trust on September 6, 2022 and sell it today you would earn a total of  29.25  from holding Arbor Realty Trust or generate 2.06% return on investment over 90 days. Arbor Realty Trust is generating 0.0707% of daily returns assuming volatility of 2.8453% on return distribution over 90 days investment horizon. In other words, 24% of stocks are less volatile than Arbor, and above 99% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Arbor Realty is expected to generate 0.23 times more return on investment than the market. However, the company is 4.4 times less risky than the market. It trades about 0.02 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.11 per unit of risk.

Arbor Realty Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbor Realty's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Arbor Realty Trust, and traders can use it to determine the average amount a Arbor Realty's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0248

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
ABRHigh
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 2.85
  actual daily
 
 24 %
of total potential
 
2424
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Arbor Realty is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Arbor Realty by adding it to a well-diversified portfolio.

About Arbor Realty Performance

To evaluate Arbor Realty Trust Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Arbor Realty generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Arbor Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Arbor Realty Trust market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Arbor's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Return on Investment 3.60  3.88 
Return on Average Assets 2.98  2.72 
Return on Average Equity 18.04  19.05 
Return on Invested Capital 0.02  0.0186 
Return on Sales 0.66  0.55 

Things to note about Arbor Realty Trust

Checking the ongoing alerts about Arbor Realty for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Arbor Realty Trust help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Arbor Realty Alerts

Equity Alerts and Improvement Suggestions

Arbor Realty Trust has a poor financial position based on the latest SEC disclosures
On 30th of November 2022 Arbor Realty paid $ 0.4 per share dividend to its current shareholders
Latest headline from news.google.com: 7 Top-Tier Dividend Stocks to Buy for 2023 - Nasdaq
Please continue to Trending Equities. 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 Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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.
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Go
Price Transformation
Use Price Transformation models to analyze depth of different equity instruments across global markets
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Go
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
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.