As of 21 of May AGNC Investment shows Mean Deviation of 0.5292 and Risk Adjusted Performance of (0.09). AGNC Investment Corp technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for AGNC Investment Corp which can be compared to its rivals. Please confirm AGNC Investment CorpTreynor Ratio, and the relationship between Variance and Potential Upside to decide if AGNC Investment Corp is priced adequately providing market reflects its regular price of 17.0 per share. Given that AGNC Investment has Jensen Alpha of (0.10), we suggest you validate AGNC Investment Corp prevailing market performance to make sure the company can sustain itself in the future.
The output start index for this execution was twelve with a total number of output elements of twenty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of AGNC Investment Corp volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
AGNC Investment Corp Trend Analysis
Use this graph to draw trend lines for AGNC Investment Corp. You can use it to identify possible trend reversals for AGNC Investment as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual AGNC Investment price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
AGNC Investment Best Fit Change Line
The following chart estimates an ordinary least squares regression model for AGNC Investment Corp applied against its price change over selected period. The best fit line has a slop of 0.03 % which may suggest that AGNC Investment Corp market price will keep on failing further. It has 78 observation points and a regression sum of squares at 6.81, which is the sum of squared deviations for the predicted AGNC Investment price change compared to its average price change.