MARKET COMPOSITE
Mortgage Reits Stocks14-00-2024 20:00:00 PM
Price
$101.69
-0.01%
The list of companies include MITT-AG Mortgage Investment Trust Inc, DX-Dynex Capital, Inc., IVR-Invesco Mortgage Capital Inc, TWO-Two Harbors Investment Corp, AGNC-AGNC Investment Corp, ARR-ARMOUR Residential REIT Inc, NLY-Annaly Capital Management Inc, NYMT-New York Mortgage Trust Inc, CIM-Chimera Investment Corp, WMC-Western Asset Mortgage Capital Corp, ORC-Orchid Island Capital Inc, PMT-Pennymac Mortgage Investment Trust, EFC-Ellington Financial Inc, MFA-MFA Financial Inc, ACRE-Ares Commercial Real Estate Corp, ARI-Apollo Commercial Real Estate Finance Inc, BRT-BRT Apartments Corp, BXMT-Blackstone Mortgage Trust Inc, CHMI-Cherry Hill Mortgage Investment Corporation, EARN-Ellington Residential Mortgage REIT, LADR-Ladder Capital Corp, RWT-Redwood Trust Inc., RC-Ready Capital Corp, STAR-iStar Inc, STWD-Starwood Property Trust Inc, RQI-Cohen & Steers Quality Income Realty Fund, Inc., RNP-Cohen & Steers REIT & Preferred Income Fund, Inc., RFI-Cohen & Steers Total Return Realty Fund Inc, NRO-Neuberger Berman Real Estate Securities Income Fund Inc, JRS-Nuveen Real Estate Income Fund.
* Latest intraday update before market close @ 19:45:49 PM 06/14/2024
Summary
:
Average return is down -0.1%
Median return is down -0.3%
19 out of 60 stocks are up (limited to those with intraday pricing feeds).
Top Movers
:
MTG -2.5%RDN -2.0%ACGL -2.0%ESNT -2.0%JRS -1.8%NMIH -1.3%BRT -1.1%BXMT -0.8%FR -0.8%LADR -0.8%ACRE -0.8%PLD -0.8%IVR -0.8%AGNC -0.8%DRN -0.6%

Aggregated price index with volume information

Summary:

  • Mortgage Reits stocks down 0.0% on average while median return down 0.1% in a day
  • Mortgage Reits stocks up 0.5% on average while median return up 1.0% in a week
  • Mortgage Reits stocks up 2.1% on average while median return up -1.5% 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.

Related Stocks
Ticker
1d
7d
30d
PE Ratio
PE/G
P/B (mrq)
P/S (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
RSI
Price Pattern
Resist Support
Days Since Channel Change
Channel Slope (daily rate %)
CIM7.5%
10.3%
182.6%
24.24-3.90.963.283.1B3%50%78\/\-Above resistance2280.0%
CHMI1.9%
3.8%
5.8%
-7.82-3.30.913.76115.3M4%41%65\-\228-0.2%
MITT1.5%
1.2%
-1.3%
-0.51-0.080.882.20202.8M2%32%60/\/3910.0%
PMT1.2%
1.1%
-7.9%
11.211.950.991.691.2B4%72%47\/\/2280.1%
DUK1.1%
-0.3%
-1.0%
25.723.891.663.246%79B1%64%53/\/1850.1%
NRO0.9%
2.8%
1.2%
1.2423.30-51%158.5M7%/\/At resistance80.6%
STWD0.8%
1.6%
-7.5%
14.052.461.6210.176.1B1%50%48\/\-2280.0%
EARN0.6%
1.3%
-2.2%
-1.680.976.07141.7M7%60%54\-\/940.2%
LOAN0.6%
-0.6%
0.1%
10.242.0211.729%58.2M0%12%47\/Below support520.1%
MFA0.5%
3.6%
-1.1%
-484.82-0.390.804.101.1B2%64%55/\-/1610.0%
ARI0.3%
0.3%
-2.4%
-12.29154.860.986.731.4B2%71%46\/\-456-0.0%
NLY0.3%
2.4%
-0.8%
-20.83-2.461.011.9610.1B1%44%60\/1370.0%
DX0.1%
1.5%
-5.5%
9.8-1.250.951.41761.5M2%50%45\/At support1540.0%
NYMT0.0%
3.8%
-3.7%
-3.251.450.974.23551.9M3%54%48\-\114-0.2%
RQI0.0%
-0.8%
-1.5%
1.1630.3366%1.5B0%17%51/\/1660.1%
FR-0.1%
2.1%
-1.4%
21.884.163.4814.8853%6.3B2%100%53-/\-456-0.0%
PLD-0.1%
1.9%
2.1%
33.72-9.22.7718.11-25%104B2%97%58/\-228-0.0%
RFI-0.1%
-0.7%
-4.3%
1.2142.1928%299.2M0%22%46-\/\At resistance53-0.1%
WY-0.1%
-1.2%
-7.5%
26.362.112.683.01354%21.1B1%85%32/\/At support2280.0%
ARR-0.2%
-0.1%
1.8%
-26.46-4.650.762.74952.6M7%52%55/\-860.0%
* 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.
Detail Performance Summary
  • 1M winners are : Winners for past month are $CIM 182.6%, $CHMI 5.8%, $ACRE 4.4%, $DRV 3.5%, $SRS 2.3%
  • 1M losers are : Losers for past month are $BXMT -6.1%, $STWD -7.5%, $WY -7.5%, $PMT -7.9%, $PCH -9.3%
  • 1W winners are : Winners for past week are $CIM 10.3%, $DRN 4.1%, $CHMI 3.8%, $NYMT 3.8%, $MFA 3.6%
  • 1W losers are : Losers for past week are $NMIH -2.9%, $RDN -3.1%, $ACGL -3.3%, $PCH -3.4%, $DRV -3.9%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 44.4%, for the past 3 months is 42.5%

In the past month for a 5 days rolling window, the highest corrrelation is 74.1%, the lowest correlation is 18.3%, the latest correlation is 42.8%

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 99.5% between ICF and IYR

The lowest correlation is -99.7% between DRN and DRV

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