Is Ellington Residential (USA Stocks:EARN) ready for a correction?

Ellington Residential (NYSE: EARN), a player in the Mortgage Real Estate Investment Trusts (REITs) sector, has been under the microscope lately. With a net asset value of $945.69M and an enterprise value of $764.4M, the company's financial health is worth examining. Despite a net income of $4.6M and an EBITDA of $49.81M, the company reported a net interest income loss of $634K, which may raise eyebrows among investors. Moreover, the company's current ratio stands at 0.17X, indicating a potential liquidity risk. With a high beta of 1.88, the stock is more volatile than the market, which could be a concern for risk-averse investors. The probability of bankruptcy is also high at 77.58%, further adding to the potential risk. However, the company's forward dividend yield of 0.1356 and a rate of $0.96 may be attractive to income-focused investors. Additionally, with shares owned by institutions standing at 20.09%, it suggests a certain level of confidence in the company's future prospects. In conclusion, while Ellington Residential has some positive aspects, the potential market adjustment could be influenced by its financial health and market volatility. Investors should carefully consider these factors before making a decision. Many millennials are steering clear of mortgage real estate investment trusts (REITs), making it worthwhile to delve deeper into Ellington Residential Mortgage and understand its current market trends. We will assess why recent price movements in Ellington Residential suggest a potential rebound in June. Is the company's valuation sustainable? In this analysis, I will provide a perspective on Ellington's valuation to help you make an informed decision about investing in this stock.
Published over three months ago
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Reviewed by Rifka Kats

From a valuation perspective, Ellington Residential (USA Stocks: EARN) seems to be undervalued. The company's current Price to Earnings ratio stands at 2.40X, which is significantly lower than the industry average, suggesting that the stock could be undervalued. Furthermore, the company's Book Value Per Share is 7.32X, while its Price Book ratio is only 0.9616, indicating that the market may not be fully pricing in the company's assets. However, the company's high Debt to Equity ratio of 8.04% could be a cause for concern. Despite these mixed signals, the company's undervaluation could make it a potential candidate for a market adjustment.

Important Points

Ellington Residential presently has liabilities worth 729.54M, with a Debt to Equity (D/E) ratio of 8.04, suggesting potential challenges in generating sufficient cash to meet its financial obligations. Its current ratio stands at 0.17, signaling a negative working capital and potential difficulties in meeting financial obligations when due. While debt can aid Ellington Residential, failure to settle it could result in shareholders losing their investment. A common scenario is the company selling additional shares at low prices, diluting existing shareholders' value. However, debt can also be an effective tool for investing in high-return growth. Ellington's use of debt should always be considered alongside cash and equity. We offer trading advice to supplement the current expert consensus on Ellington Residential, using a multidimensional algorithm to analyze the company's growth potential based on all available technical and fundamental data.
We determine the current worth of Ellington Residential Mortgage using both absolute as well as relative valuation methodologies to arrive at its intrinsic value. In general, an absolute valuation paradigm, as applied to this company, attempts to find the value of Ellington Residential based exclusively on its fundamental and basic technical indicators. By analyzing Ellington Residential's financials, quarterly and monthly indicators, and related drivers such as dividends, operating cash flow, and various types of growth rates, we attempt to find the most accurate representation of Ellington Residential's intrinsic value. In some cases, mostly for established, large-cap companies, we also incorporate more traditional valuation methods such as dividend discount, discounted cash flow, or asset-based models. As compared to an absolute model, our relative valuation model uses a comparative analysis of Ellington Residential. We calculate exposure to Ellington Residential's market risk, different technical and fundamental indicators, relevant financial multiples and ratios, and then comparing them to Ellington Residential's related companies.

Ellington Residential Investment Alerts

Ellington investment alerts and warnings help investors to get more proficient at understanding not only critical technical and fundamental signals but also the significant portfolio-centered indicators. These indicators include beta, alpha, and other risk-related measures that will help you in monitoring Ellington Residential Mortgage performance across your portfolios.Please check all investment alerts for Ellington

Ellington Residential Valuation Ratios as Compared to Competition

Our valuation model uses many indicators to compare Ellington value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Ellington Residential competition to find correlations between indicators driving the intrinsic value of Ellington.

Ellington Residential Gross Profit

Ellington Residential Gross Profit growth is one of the most critical measures in evaluating the company. The Gross Profit growth rate is calculated simply by comparing Ellington Residential previous period's values with its current period's values. Each time period you're measuring should be of equal lengths the increase or decrease, in a company's Gross Profit between two periods. Here we show Ellington Residential Gross Profit growth over the last 10 years. Please check Ellington Residential's gross profit and other fundamental indicators for more details.

A Deeper Perspective

The recent roll up in Ellington Residential short term price appreciation could raise concerns from investors as the firm is trading at a share price of 7.17 on very low momentum in volume. The company executives have successfully maneuvered the firm at convenient times to take advantage of all market conditions in April. The stock standard deviation of daily returns for 90 days investing horizon is currently 1.47. The below-average Stock volatility is a good sign for longer-term investment options and for buy-and-hold investors.

Margins Breakdown

Ellington profit margins show the degree to which it makes money. Margin indicators are used not only by investors but also by creditors or Ellington Residential itself as indicators of financial health and management effectiveness.
Please look more closely at the different varieties of Ellington Residential profit margins.
0.93
Gross Profit Margin
0.33
Net Profit Margin
0.33
Pretax Profit Margin
Pretax Profit Margin0.33
Operating Profit Margin4.02
Net Profit Margin0.33
Gross Profit Margin0.93
Ellington Residential Market Cap is very stable at the moment. Also, Ellington Residential Dividend Yield is very stable at the moment. As the saying goes, "Don't put all your eggs in one basket," and this rings true when considering Ellington Residential (EARN). With a market capitalization of $140.32M and a current valuation of $764.38M, the company's financial health appears robust. However, the company's high probability of bankruptcy at 77.58% and a negative net interest income of $634K suggest potential financial instability. Despite a forward dividend yield of 0.1356 and a five-year return of 12.31%, the company's high debt to equity ratio of 8.04% and a negative skewness of -0.73 indicate potential market adjustment. Therefore, investors should exercise caution and diversify their portfolio to mitigate potential risks..

Ellington is expecting lower volatility in June

Ellington Residential Mortgage's recent Jensen Alpha of 0.37 suggests a positive risk-adjusted performance, indicating the company has generated higher returns than expected for its risk level. However, the company anticipates lower volatility in June, possibly due to stable interest rates or reduced market uncertainty. Lower volatility often equates to less risk, potentially making this stock an attractive investment. Ellington Residential Mortgage's relatively low volatility, with a skewness of -0.73 and kurtosis of 1.52, is noteworthy. Understanding market volatility trends can help investors time the market.
Volatility indicators allow traders to measure Ellington Residential's stock risk against market volatility during bullish and bearish trends. Bear markets' heightened volatility can impact Ellington Residential's stock price, causing investor stress and prompting portfolio rebalancing.In conclusion, the outlook for Ellington Residential (EARN) appears optimistic, with the analyst overall consensus being a 'Buy'. With a valuation market value of $7.17, there is potential for significant upside as the analyst target price estimated value stands at $9.13. Despite some analysts holding reservations, with four holds on the stock, the lowest estimated target price still stands at a promising $8.31. Therefore, based on the available data, it is less likely that Ellington Residential will slide back in June. However, investors should always consider the possible downside price of $5.82 when making their decisions..

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