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Mortgage Reits Stocks$94.04
0.67%4:00PM 01/14/2021
The list of companies include MITT-AG Mortgage Investment Trust Inc, DX-Dynex Capital, Inc., IVR-Invesco Mortgage Capital Inc, CLNC-Colony Credit Real Estate Inc, TWO-Two Harbors Investment Corp, AGNC-AGNC Investment Corp, ARR-ARMOUR Residential REIT Inc, CMO-Capstead Mortgage Corp., NLY-Annaly Capital Management Inc, NYMT-New York Mortgage Trust Inc, CIM-Chimera Investment Corp, WMC-Western Asset Mortgage Capital Corp, ANH-Anworth Mortgage Asset 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, BRG-Bluerock Residential Growth REIT Inc, BRT-BRT Apartments Corp, BXMT-Blackstone Mortgage Trust Inc, CHMI-Cherry Hill Mortgage Investment Corporation, DS-Drive Shack Inc, EARN-Ellington Residential Mortgage REIT, LADR-Ladder Capital Corp, NRZ-New Residential Investment Corp, HCFT-Hunt Companies Finance Trust Inc, XAN-Exantas Capital Corp, RWT-Redwood Trust Inc.
Latest intraday update before market close @ 16:45:23 PM 01/15/2021

Aggregated price index

Aggregated price index with volume information

Summary:

  • Mortgage Reits stocks up 0.7% on average while median return up 0.6% in a day
  • Mortgage Reits stocks up 0.5% on average while median return up 1.1% in a week
  • Mortgage Reits stocks up 1.7% on average while median return up 0.5% 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 (click on ticker for detail)
Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price To Book
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days percentage price oscillator
20 Days Volume ZScore
ACGL-1.10%
-2.80%
4.40%
13.185.361.256.80%14.6B0.93%89.72%-0.360.651.49%-0.83
ACRE0.30%
1.60%
3.40%
32.95-5.060.8465.20%400.6M1.51%57.25%-0.100.650.70%-0.34
AGNC0.60%
1.20%
2.00%
-32.43-1200.928.5B2.72%58.58%1.240.810.45%-1.42
ANH-0.40%
-3.10%
0.80%
-2.43-1.650.88253.5M3.50%48.96%-1.520.551.84%-0.72
ARI2.50%
3.80%
3.60%
55.08150.570.6969.60%1.6B3.00%73.79%1.260.970.98%-0.68
ARR-0.40%
1.60%
0.30%
-3.44-2.770.78716.4M9.90%57.21%1.350.990.93%-0.38
BRG-2.00%
-2.80%
6.60%
-8.42-0.967.85-92.50%278.1M3.87%54.85%-0.910.742.62%-0.71
BRT1.30%
-2.70%
1.20%
-24.261.42255.1M0.78%50.37%-0.400.731.28%-0.77
BXMT1.70%
1.00%
-4.20%
27.67-4.341.0420.00%3.9B4.28%60.13%-0.550.13-0.51%-0.32
CHMI0.00%
-1.00%
-7.60%
-2.64-2.060.76151.9M1.99%46.59%-0.98-0.97-1.36%-0.20
CIM1.60%
2.80%
-1.20%
-7.43-13.40.64245.50%2.4B1.86%51.44%0.240.29-0.32%-0.97
CLNC1.50%
-2.10%
6.60%
-3.870.571B1.01%68.25%0.780.922.80%-0.93
CMO2.30%
-1.00%
-3.60%
-3.820.870.85809.90%542.2M4.96%81.51%-0.55-0.21-0.86%0.85
DS0.40%
1.60%
-2.70%
-1.87-0.23168.4M2.71%35.69%-0.490.682.56%-0.72
DUK0.10%
2.00%
0.10%
32.487.511.53-2.80%67.4B0.78%64.65%1.71-0.23-0.35%-0.31
DX1.20%
0.90%
-1.60%
2.32-1.060.96407.3M8.03%52.52%0.530.31-0.08%-0.33
EARN-0.20%
-3.90%
0.60%
-1.150.99117.70%151.9M3.14%66.11%-1.410.010.23%-0.63
EFC0.50%
0.90%
1.70%
-1.710.90178.40%669M1.49%63.43%1.150.950.98%-0.59
ESNT0.60%
3.00%
12.00%
11.3817.681.30-13.90%5.4B4.68%100.64%1.562.132.44%-0.76
FR-0.40%
-0.20%
0.80%
25.234.052.95-54.10%5.3B1.12%98.05%-0.62-1.00-0.36%-1.17
  • 1M winners are : Winners for past month are $PW 27.0%, $MTG 12.5%, $ESNT 12.0%, $RDN 10.6%, $XLF 10.5%
  • 1M losers are : Losers for past month are $BXMT -4.2%, $MITT -5.6%, $CHMI -7.6%, $NRO -9.2%, $WMC -10.0%
  • 1W winners are : Winners for past week are $DRN 4.9%, $JRS 4.1%, $XAN 3.8%, $ARI 3.8%, $LADR 3.6%
  • 1W losers are : Losers for past week are $WMC -3.2%, $PCH -3.4%, $EARN -3.9%, $DRV -5.5%, $PW -13.8%
Pick two stocks to compare:

Correlation Analysis

Index correlation analysis

Correlation for the past month is 40.7%, for the past 3 months is 42.4%

In the past month for a 5 days rolling window, the highest corrrelation is 59.8%, the lowest correlation is 12.4%, the latest correlation is 41.7%

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 99.1% between ICF and IYR

The lowest correlation is -99.6% between DRN and DRV

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