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Anworth Mortgage Asset (Anworth Mortgage Asset) Momentum Rank : 0 (As of May. 25, 2024)


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What is Anworth Mortgage Asset Momentum Rank?

Anworth Mortgage Asset has the Momentum Rank of 0.

For Momentum Rank, we considered the residual momentum concept that was widely studied by Blitz and his colleagues as well as by Nobel Prize laureates Fama and French. However, we did not find any significant differences in the performances of stocks with different ranks of residual momentum. Therefore, we use traditional momentum instead.

Momentum Rank is determined using the standardized momentum ratio and other momentum indicators. The standardized momentum ratio is the average of the performances from 12 months ago to 1 month ago and 6 months ago to 1 month ago, divided by the beta of the stock over the past 12 months. To calculate the momentum ratio today, we would use the average of the two performance numbers.

For momentum, we found that stock price performance does not have a monotonic correlation with the momentum ratio. The stocks with the highest momentum ratios perform worse than those at about the 70th percentile. Therefore, for the momentum rank, we ranked the stocks at about the 70th percentile of the momentum ratio as the highest at 10.

Please click GF Score to see more details on the GF Score's 5 Key Aspects of Analysis.


Anworth Mortgage Asset Momentum Rank Related Terms

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Anworth Mortgage Asset (Anworth Mortgage Asset) Business Description

Traded in Other Exchanges
N/A
Address
1299 Ocean Avenue, Second Floor, Santa Monica, CA, USA, 90401
Anworth Mortgage Asset Corp is engaged in the business of investment, financing, & management of a leveraged portfolio of residential mortgage-backed securities & residential mortgage loans which includes different types of investments such as Agency mortgage-backed securities, Non-agency mortgage-backed securities, & Residential mortgage loans through consolidated securitization trusts. Agency MBS include residential mortgage pass-through certificates or CMOs in which the principal and interest payments are guaranteed by a government-sponsored enterprise. Non-Agency MBS are issued by companies that are not guaranteed by federally sponsored enterprises, and the company finances its residential mortgage loans through asset-backed securities issued by the consolidated securitization trusts.
Executives
Dominique Mielle director C/O ANWORTH MORTGAGE ASSET CORPORATION, 1299 OCEAN AVENUE, SECOND FLOOR, SANTA MONICA CA 90401
Mark S Maron director C/O TRUE RELIGION APPAREL, INC., 1525 RIO VISTA AVENUE, LOS ANGELES CA 90023
Anworth Mortgage Asset Corp director 1299 OCEAN AVENUE, SECOND FLOOR, SANTA MONICA CA 90401
Joe E Davis director 3436 CARIBETH DR, ENCINO CA 91436
Robert Craig Davis director ANWORTH MORTGAGE ASSET CORPORATION, 1299 OCEAN AVE., SUITE 250, SANTA MONICA CA 90401
Charles Black director 525 ALMA REAL DRIVE, PACIFIC PALASADES CA 90272
Claus H Lund officer: Chief Executive Officer
Russell J Thompson officer: Chief Financial Officer 500 SANSOME STREET, 8TH FLOOR, SAN FRANCISCO CA 94111
Charles Jay Siegel officer: Senior Vice President 1299 OCEAN AVENUE, SUITE 250, SANTA MONICA CA 90401
Joseph Lloyd Mcadams director, officer: Chairman, President and CEO 1299 OCEAN AVE., SUITE 250, SANTA MONICA CA 90401
Heather U Baines officer: Executive Vice President 1299 OCEAN AVE., SUITE 250, SANTA MONICA CA 90401
Bistra Pashamova officer: Vice President
Ault Lee A Iii director
Joseph E Mcadams director, officer: Chief Investment Officer, EVP 1299 OCEAN AVE., SUITE 250, SANTA MONICA CA 90401
Evangelos Karagiannis officer: Vice President 1299 OCEAN AVE., SUITE 250, SANTA MONICA CA 90401

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