As of 19 of January AGNC Investment shows Semi Deviation of 0.7455, Mean Deviation of 0.6607 and Risk Adjusted Performance of 0.1622. 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 Corp Treynor 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 18.01 per share. Given that AGNC Investment has Jensen Alpha of 0.0804, we suggest you validate AGNC Investment Corp prevailing market performance to make sure the company can sustain itself in the future.
|Horizon||30 Days Login to change|
AGNC Investment Corp Technical Analysis
AGNC Investment Corp Trend AnalysisUse 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 LineThe 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 0.007617 % which means AGNC Investment Corp will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.57, which is the sum of squared deviations for the predicted AGNC Investment price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add AGNC Investment Corp to your portfolio
|Risk Adjusted Performance||0.1622|
|Market Risk Adjusted Performance||1.29|
|Coefficient Of Variation||1129.51|
|Total Risk Alpha||0.1059|
|Value At Risk||(1.44)|
|Expected Short fall||(0.78)|