AGNC Investment Price Prediction and Hype Density Breakdown

AGNC -- USA Stock  

Quarterly Earning Report: October 30, 2019  

We analyze noise-free headlines and recent hype associated with AGNC Investment Corp which may create opportunities for some arbitrage if properly timed. With AGNC Investment hype-based prediction module you can estimate the value of AGNC Investment Corp from the prospective of AGNC Investment response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on AGNC Investment over a specific investment horizon. Check also AGNC Investment Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

AGNC Investment After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

AGNC Investment Estimiated After-Hype Price Volatility

October 19, 2019
16.42
Current Value
16.42
After-hype Price
19.72
Upside
AGNC Investment is not too volatile asset. Analysis and calculation of next after-hype price of AGNC Investment Corp is based on 3 months time horizon.

AGNC Investment Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.06  1.10% 0.00   0.01  11 Events / Month8 Events / MonthIn about 11 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
16.4216.420.00 
1,375

AGNC Investment Hype Timeline

AGNC Investment Corp is presently traded for16.42. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. AGNC Investment Corp is projected not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 1375.0%. The immediate return on the next news is projected to be very small where as daily expected return is presently at -0.06%. The volatility of relative hype elasticity to AGNC Investment is about 802.92%%. The volatility of related hype on AGNC Investment is about 802.92% with expected price after next announcement by competition of 16.43. About 70.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 0.93. Some equities with similar Price to Book (P/B) outperform the market in the long run. AGNC Investment Corp recorded loss per share of 1.58. The entity last dividend was issued on 2019-10-29. Given the investment horizon of 30 days, the next projected press release will be in about 11 days.
Check also AGNC Investment Basic Forecasting Models to cross-verify your projections.

AGNC Investment Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
BRT Apartments Corp(0.71) 9 per month 1.38  0.19  3.16 (2.23)  9.73 
American Campus Communities 0.23 7 per month 0.96  0.07  1.11 (1.38)  4.00 
American Homes 4 Rent 0.09 8 per month 0.94  0.05  1.62 (1.58)  3.70 
Apartment Investment And Manage 0.07 7 per month 0.94  0.15  1.52 (1.40)  4.59 
AvalonBay Communities 1.35 7 per month 0.94  0.10  1.33 (1.60)  3.79 
Capstead Mortgage Corporation 0.14 7 per month 0.00 (0.15)  1.65 (3.24)  6.41 
ARMOUR Residential REIT 0.12 6 per month 0.00 (0.09)  1.92 (1.57)  4.66 
Dynex Capital(0.06) 9 per month 0.00 (0.10)  1.69 (1.90)  6.83 
Bluerock Residential Growth REI 0.08 9 per month 1.54  0.07  1.81 (2.65)  5.39 
Ellington Residential Mortgage 0.06 9 per month 0.00 (0.0241)  1.58 (2.41)  6.24 
Check also AGNC Investment Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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