Annaly Capital Price Prediction and Hype Density Breakdown

NLY -- USA Stock  

Quarterly Earning Report: October 30, 2019  

We analyze noise-free headlines and recent hype associated with Annaly Capital Management which may create opportunities for some arbitrage if properly timed. With Annaly Capital hype-based prediction module you can estimate the value of Annaly Capital Management from the prospective of Annaly Capital 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 Annaly Capital over a specific investment horizon. Please see also Annaly Capital Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

Annaly Capital After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

Annaly Capital Estimiated After-Hype Price Volatility

October 19, 2019
8.65
Current Value
8.78
After-hype Price
12.47
Upside
Annaly Capital is somewhat reliable asset. Analysis and calculation of next after-hype price of Annaly Capital Manag is based on 3 months time horizon.

Annaly Capital Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.11  1.23% 0.00   0.13  10 Events / Month7 Events / MonthIn about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
8.658.780.00 
3,075

Annaly Capital Hype Timeline

On 19 of October Annaly Capital Manag is traded for 8.65. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.13. Annaly Capital Management is estimated not to react to the next headline with price going to stay at about the same level and average media hype impact volatility of 3075.0%. The immediate return on the next news is estimated to be very small where as daily expected return is now at -0.11%. The volatility of relative hype elasticity to Annaly Capital is about 103.19%%. The volatility of related hype on Annaly Capital is about 103.19% with expected price after next announcement by competition of 8.78. About 54.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.96. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Annaly Capital Manag recorded loss per share of 3.44. The entity last dividend was issued on 2019-09-27. Considering 30-days investment horizon, the next estimated press release will be in about 10 days.
Please see also Annaly Capital Basic Forecasting Models to cross-verify your projections.

Annaly Capital Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Great Ajax Corp 0.20 6 per month 0.51  0.26  2.41 (1.16)  4.99 
Empire State Realty OP L P Se 0.15 7 per month 0.48  0.12  1.07 (0.69)  4.62 
Anworth Mortgage Asset Corporat 0.00 10 per month 0.00 (0.11)  2.04 (2.34)  8.66 
FIRST REAL ESTATE INV TST N JER(0.70) 9 per month 0.00 (0.0026)  4.23 (3.98)  19.14 
Essential Properties Realty Trust(0.14) 10 per month 1.11  0.16  1.89 (1.62)  7.28 
Empire State Realty Trust 0.05 9 per month 0.00 (0.0146)  1.80 (3.09)  5.18 
Armada Hoffler Properties(0.16) 10 per month 0.70  0.18  1.28 (0.95)  4.14 
Apollo Commercial Real Estate F(0.1) 9 per month 0.98  0.06  1.34 (1.60)  4.48 
Arbor Realty Trust 0.03 9 per month 0.82  0.24  1.33 (1.14)  8.08 
Equinix 12.59 8 per month 1.13  0.15  2.54 (1.66)  6.98 
Please see also Annaly Capital Basic Forecasting Models to cross-verify your projections. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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