AGNC Investment Probability of Target Price Finishing Over 16.6

AGNC -- USA Stock  

USD 16.21  0.31  1.95%

AGNC Investment probability of target price tool provides mechanism to make assumptions about upside and downside potential of AGNC Investment Corp performance during a given time horizon utilizing its historical volatility. Please specify AGNC Investment time horizon, a valid symbol (red box) and a target price (blue box) you would like AGNC Investment odds to be computed. Check also AGNC Investment Backtesting, AGNC Investment Valuation, AGNC Investment Correlation, AGNC Investment Hype Analysis, AGNC Investment Volatility, AGNC Investment History as well as AGNC Investment Performance.
Horizon     30 Days    Login   to change
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AGNC Investment Target Price Odds to finish over 16.6

Current PriceHorizonTarget PriceOdds to move over $ 16.60  or more in 30 days
 16.21 30 days 16.60 
ABOUT 78.84%
Based on normal probability distribution, the odds of AGNC Investment to move over $ 16.60  or more in 30 days from now is about 78.84% (This AGNC Investment Corp probability density function shows the probability of AGNC Investment Stock to fall within a particular range of prices over 30 days) . Probability of AGNC Investment Corp price to stay between its current price of $ 16.21  and $ 16.60  at the end of the 30-day period is about 16.74%.
Given the investment horizon of 30 days, AGNC Investment has beta of 0.6555 . This suggests as returns on market go up, AGNC Investment average returns are expected to increase less than the benchmark. However during bear market, the loss on holding AGNC Investment Corp will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. AGNC Investment Corp is significantly underperforming DOW.
 AGNC Investment Price Density 
      Price 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.66
σ
Overall volatility
=0.43
Ir
Information ratio =0.1

AGNC Investment Alerts and Suggestions

AGNC Investment Corp generates negative expected return over the last 30 days
AGNC Investment Corp has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
The company currently holds 86.58B in liabilities with Debt to Equity (D/E) ratio of 836.8 indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. AGNC Investment Corp has Current Ratio of 0.12 indicating that it has a negative working capital and may not be able to pay financial obligations when they are due.
The entity reported previous year revenue of (664M). Net Loss for the year was (808M) with profit before overhead, payroll, taxes, and interest of 229M.
About 70.0% of AGNC Investment shares are held by institutions such as insurance companies

AGNC InvestmentPrice Density Drivers

Shares Percent Shares Out2.23%
Trailing Annual Dividend Rate2.12
Short Percent Of Float2.29%
Float Shares544.9M
Shares Short Prior Month17.08M
Average Daily Volume Last 10 Day4.92M
Average Daily Volume In Three Month5M
Date Short InterestJuly 15, 2019
Trailing Annual Dividend Yield12.42%
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