Annaly Capital Management Stock Performance
| NLY Stock | USD 18.33 0.10 0.55% |
The firm shows a Beta (market volatility) of 1.5, 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 -0.0413%. 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.
Risk-Adjusted Performance
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Over the last 90 days Annaly Capital Management has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong essential indicators, Annaly Capital is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Actual Historical Performance (%)
One Day Return 1.1 | Five Day Return 3.31 | Year To Date Return (4.31) | Ten Year Return (59.62) | All Time Return (63.50) |
Forward Dividend Yield 0.1426 | Payout Ratio 0.9059 | Last Split Factor 1:4 | Forward Dividend Rate 2.6 | Dividend Date 2024-04-30 |
| Annaly Capital dividend paid on 31st of January 2024 | 01/31/2024 |
1 | Annaly Capital Management Full Year 2023 Earnings Misses Expectations | 02/09/2024 |
2 | Disposition of 13042 shares by Anthony Green of Annaly Capital at 18.88 subject to Rule 16b-3 | 02/15/2024 |
3 | Acquisition by Serena Wolfe of 5675 shares of Annaly Capital subject to Rule 16b-3 | 02/20/2024 |
4 | Annaly Capital Management, Inc. Announces 1st Quarter 2024 Common Stock Dividend of 0.65 per Share | 03/14/2024 |
5 | Annaly Capital Management Rises As Market Takes a Dip Key Facts | 03/25/2024 |
6 | Annaly Capital Management Stock Dips While Market Gains Key Facts | 03/27/2024 |
7 | Dont Fall for These 2 Dividend Stocks Cuts Are Coming | 03/28/2024 |
8 | Annaly Capital Management Stock Moves -0.72 percent What You Should Know | 04/02/2024 |
9 | May 24th Options Now Available For Annaly Capital Management - Nasdaq | 04/04/2024 |
10 | Annaly Capital Management Advances But Underperforms Market Key Facts | 04/05/2024 |
11 | Arizona State Retirement System Buys 1005 Shares of Annaly Capital Management, Inc. - Defense World | 04/11/2024 |
| Begin Period Cash Flow | 1.6 B |
Annaly |
Annaly Capital Relative Risk vs. Return Landscape
If you would invest 1,881 in Annaly Capital Management on January 24, 2024 and sell it today you would lose (58.00) from holding Annaly Capital Management or give up 3.08% of portfolio value over 90 days. Annaly Capital Management is generating negative expected returns assuming volatility of 1.3591% on return distribution over 90 days investment horizon. In other words, 12% of stocks are less volatile than Annaly, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Annaly Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Annaly Capital Management, and traders can use it to determine the average amount a Annaly Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0304
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| Negative Returns | NLY |
Estimated Market Risk
| 1.36 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Annaly Capital is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Annaly Capital by adding Annaly Capital to a well-diversified portfolio.
Annaly Capital Fundamentals Growth
Annaly Stock prices reflect investors' perceptions of the future prospects and financial health of Annaly Capital, and Annaly Capital fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Annaly Stock performance.
| Return On Equity | -0.14 | ||||
| Return On Asset | -0.0187 | ||||
| Operating Margin | 1.12 % | ||||
| Current Valuation | 88.15 B | ||||
| Shares Outstanding | 500.44 M | ||||
| Price To Earning | 2.82 X | ||||
| Price To Book | 0.95 X | ||||
| Price To Sales | 2.27 X | ||||
| Revenue | (1.91 B) | ||||
| Gross Profit | 1.97 B | ||||
| EBITDA | (1.6 B) | ||||
| Net Income | (1.64 B) | ||||
| Cash And Equivalents | 1.58 B | ||||
| Cash Per Share | 4.80 X | ||||
| Total Debt | 13.2 B | ||||
| Debt To Equity | 5.82 % | ||||
| Current Ratio | 0.25 X | ||||
| Book Value Per Share | 19.43 X | ||||
| Cash Flow From Operations | 2.37 B | ||||
| Earnings Per Share | (3.61) X | ||||
| Market Capitalization | 9.12 B | ||||
| Total Asset | 93.23 B | ||||
| Retained Earnings | (12.62 B) | ||||
About Annaly Capital Performance
To evaluate Annaly Capital Management Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Annaly Capital generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Annaly Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Annaly Capital Management market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Annaly's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | -7 K | -7.4 K | |
| Return On Tangible Assets | (0.02) | (0.02) | |
| Return On Capital Employed | (0.02) | (0.02) | |
| Return On Assets | (0.02) | (0.02) | |
| Return On Equity | (0.15) | (0.14) |
Things to note about Annaly Capital Management performance evaluation
Checking the ongoing alerts about Annaly Capital for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Annaly Capital Management help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Annaly Capital generated a negative expected return over the last 90 days | |
| The company has 13.2 B in debt with debt to equity (D/E) ratio of 5.82, demonstrating that the company may be unable to create cash to meet all of its financial commitments. Annaly Capital Management has a current ratio of 0.25, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Annaly Capital until it has trouble settling it off, either with new capital or with free cash flow. So, Annaly Capital's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Annaly Capital Management sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Annaly to invest in growth at high rates of return. When we think about Annaly Capital's use of debt, we should always consider it together with cash and equity. | |
| Reported Net Loss for the year was (1.64 B) with profit before taxes, overhead, and interest of 1.97 B. | |
| Latest headline from MacroaxisInsider: Acquisition by Serena Wolfe of 5675 shares of Annaly Capital subject to Rule 16b-3 |
- Analyzing Annaly Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Annaly Capital's stock is overvalued or undervalued compared to its peers.
- Examining Annaly Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Annaly Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Annaly Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Annaly Capital's stock. These opinions can provide insight into Annaly Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Annaly Capital Management. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Complementary Tools for Annaly Stock analysis
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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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.