Annaly Capital Management Stock Market Value
| NLY Stock | USD 18.64 0.31 1.69% |
| Symbol | Annaly |
Annaly Capital Management Price To Book Ratio
Is Annaly Capital's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Annaly Capital. If investors know Annaly will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Annaly Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.88) | Dividend Share 2.6 | Earnings Share (3.61) | Revenue Per Share (2.83) | Quarterly Revenue Growth (0.81) |
The market value of Annaly Capital Management is measured differently than its book value, which is the value of Annaly that is recorded on the company's balance sheet. Investors also form their own opinion of Annaly Capital's value that differs from its market value or its book value, called intrinsic value, which is Annaly Capital's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Annaly Capital's market value can be influenced by many factors that don't directly affect Annaly Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Annaly Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Annaly Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Annaly Capital's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Annaly Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Annaly Capital's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Annaly Capital.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Annaly Capital on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Annaly Capital Management or generate 0.0% return on investment in Annaly Capital over 90 days. Annaly Capital is related to or competes with ARMOUR Residential, Two Harbors, Arbor Realty, Chimera Investment, Orchid Island, Invesco Mortgage, and New York. Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market ... More
Annaly Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Annaly Capital's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Annaly Capital Management upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.19 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 1.82 |
Annaly Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Annaly Capital's standard deviation. In reality, there are many statistical measures that can use Annaly Capital historical prices to predict the future Annaly Capital's volatility.| Risk Adjusted Performance | 6.0E-4 | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Annaly Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Annaly Capital Management Backtested Returns
Annaly Capital Management secures Sharpe Ratio (or Efficiency) of -0.015, which signifies that the company had a -0.015% return per unit of risk over the last 3 months. Annaly Capital Management exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Annaly Capital's Mean Deviation of 0.9893, risk adjusted performance of 6.0E-4, and Standard Deviation of 1.32 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.49, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Annaly Capital will likely underperform. Annaly Capital Management has an expected return of -0.0207%. Please make sure to confirm Annaly Capital Management jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if Annaly Capital Management performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.39 |
Poor reverse predictability
Annaly Capital Management has poor reverse predictability. Overlapping area represents the amount of predictability between Annaly Capital time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Annaly Capital Management price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Annaly Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Annaly Capital Management lagged returns against current returns
Autocorrelation, which is Annaly Capital stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Annaly Capital's stock expected returns. We can calculate the autocorrelation of Annaly Capital returns to help us make a trade decision. For example, suppose you find that Annaly Capital has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Annaly Capital regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Annaly Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Annaly Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Annaly Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Annaly Capital Lagged Returns
When evaluating Annaly Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Annaly Capital stock have on its future price. Annaly Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Annaly Capital autocorrelation shows the relationship between Annaly Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Annaly Capital Management.
Regressed Prices |
| Timeline |
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When running Annaly Capital's price analysis, check to measure Annaly Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Annaly Capital is operating at the current time. Most of Annaly Capital's value examination focuses on studying past and present price action to predict the probability of Annaly Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Annaly Capital's price. Additionally, you may evaluate how the addition of Annaly Capital to your portfolios can decrease your overall portfolio volatility.
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