Last close
$17.30
Both lenses score −3 to +3, in different senses: on Market Lens, +3 is strongly supportive conditions; on Valuation Lens, +3 is very cheap against modeled fair value.
Market Lens
- Trend
- Downtrend
- Volatility
- Elevated
- Vs trend
- Oversold
Real Estate asset-class score
-0.9
Cautious
Mortgage REITs are in an oversold downtrend with elevated volatility and the deepest discounts in the class, and lagged on 16 October. Their strongest related force is 7.40% mortgage rates, which slow origination and widen spreads.
Full evidence →Valuation Lens
—Unavailable
- Median fair value
- —market = 100
- 1y modeled return
- —
Mortgage REITs are valued on book value and spread income rather than property cap rates; not modeled separately.
Full distribution →Risk profile
- Annualised volatility
- 23.7%
- Max drawdown
- -43.3%
- 5y return (CAGR)
- -6.6%
SatellitePortfolio eligible
Realized statistics from five years of monthly total returns. Historical risk is context, not a forecast.
Technical
Supporting and opposing conditions
Supportive
- None recorded.
Opposing
- Deepest fifty-day and two-hundred-day discounts in the class
- Highest ATR in the class at 2.45%