Aggregated price index
Aggregated price index with volume information
- Mortgage Reits stocks up 0.3% on average while median return up 0.2% in a day
- Mortgage Reits stocks up 2.3% on average while median return up 2.8% in a week
- Mortgage Reits stocks up 2.5% on average while median return up 1.9% in a month
- When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.
Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.
Click on + to show price series and click on ticker for stock detail page
* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.
* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.
* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.
- 1M winners are : Winners for past month are $MITT 17.5%, $BRG 16.4%, $NMIH 11.5%, $ESNT 10.0%, $RWT 9.7%
- 1M losers are : Losers for past month are $RNP -2.8%, $DRV -3.7%, $STAR -5.4%, $LOAN -6.0%, $CMO -6.6%
- 1W winners are : Winners for past week are $BRG 16.3%, $DRN 10.6%, $PLD 8.4%, $URE 7.6%, $FR 6.3%
- 1W losers are : Losers for past week are $DS -2.5%, $ARR -3.9%, $CMO -5.8%, $SRS -7.2%, $DRV -10.0%
Index correlation analysis
Correlation for the past month is 29.2%, for the past 3 months is 34.3%
In the past month for a 5 days rolling window, the highest corrrelation is 47.0%, the lowest correlation is -0.8%, the latest correlation is 31.4%
When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.
Among pairwise correlation, the highest correlation is 99.4% between DRN and IYR
The lowest correlation is -99.5% between DRN and DRV
NEW YORK, October 18, 2021--Chimera Investment Corporation (NYSE: CIM) (the "Company") announced today that it plans to release its financial results for the third quarter ended September 30, 2021 on Wednesday, November 3, 2021 prior to 7:00 a.m. EDT. The Company will conduct a conference call and audio webcast to discuss the results on Wednesday, November 3, 2021 at 8:30 a.m. EDT.
NEW YORK, October 18, 2021--Two Harbors Investment Corp. Announces Earnings Release and Conference Call for Third Quarter 2021 Financial Results
VERO BEACH, Fla., October 18, 2021--Orchid Island Capital, Inc. (NYSE:ORC) ("Orchid" or the "Company"), a real estate investment trust ("REIT"), today announced that it will release results for the third quarter of 2021 following the close of trading on the New York Stock Exchange on Thursday, October 28, 2021.
OLD GREENWICH, Conn., October 18, 2021--Ellington Financial Announces Release Date of Third Quarter 2021 Earnings, Conference Call, and Investor Presentation
NEW YORK, October 18, 2021--New Residential Investment Corp. Schedules Third Quarter 2021 Earnings Release and Conference Call
OLD GREENWICH, Conn., October 18, 2021--Ellington Residential Mortgage REIT Announces Release Date of Third Quarter 2021 Earnings, Conference Call, and Investor Presentation
Invesco Mortgage Capital Inc. (NYSE: IVR) will announce its third quarter 2021 results Wednesday, November 3, 2021 after market close. A conference call and audio webcast to review third quarter 2021 results will be held on Thursday, November 4, 2021, at 9:00 a.m. ET. Scheduled to speak are John Anzalone, Chief Executive Officer; Lee Phegley, Chief Financial Officer; Brian Norris, Chief Investment Officer; Kevin Collins, President; and David Lyle, Chief Operating Officer.
MFA Financial, Inc. (NYSE: MFA) plans to host a live audio webcast of its investor conference call on Friday, November 5, 2021, at 10:00 a.m. (Eastern Time) to discuss its third quarter 2021 financial results, which are scheduled to be announced earlier that day.
Some have more dollars than sense, they say, so even companies that have no revenue, no profit, and a record of falling...
AGNC Investment (AGNC) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.