Annaly Capital Management Stock Probability of Future Stock Price Finishing Under 5.09
| NLY Stock | USD 18.02 0.42 2.28% |
Closest to current price Annaly long CALL Option Payoff at Expiration
Annaly |
Annaly Capital Target Price Odds to finish below 5.09
The tendency of Annaly Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to drop to $ 5.09 or more in 90 days |
| 18.02 | 90 days | 5.09 | near 1 |
Based on a normal probability distribution, the odds of Annaly Capital to drop to $ 5.09 or more in 90 days from now is near 1 (This Annaly Capital Management probability density function shows the probability of Annaly Stock to fall within a particular range of prices over 90 days) . Probability of Annaly Capital Management price to stay between $ 5.09 and its current price of $18.02 at the end of the 90-day period is about 6.5 .
Considering the 90-day investment horizon the stock has the beta coefficient of 1.48 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Annaly Capital will likely underperform. Additionally Annaly Capital Management has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the NYSE Composite. Annaly Capital Price Density |
| Price |
Predictive Modules for Annaly Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Annaly Capital Management. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Annaly Capital's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Annaly Capital Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Annaly Capital is not an exception. The market had few large corrections towards the Annaly Capital's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Annaly Capital Management, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Annaly Capital within the framework of very fundamental risk indicators.α | Alpha over NYSE Composite | -0.15 | |
β | Beta against NYSE Composite | 1.48 | |
σ | Overall volatility | 0.47 | |
Ir | Information ratio | -0.09 |
Annaly Capital Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Annaly Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Annaly Capital Management can help investors quickly react to important events or material 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 news.google.com: Private Trust Co. NA Lowers Stake in Annaly Capital Management, Inc. - Defense World |
Annaly Capital Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Annaly Stock often depends not only on the future outlook of the current and potential Annaly Capital's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Annaly Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 494.5 M | |
| Cash And Short Term Investments | 1.4 B |
Annaly Capital Technical Analysis
Annaly Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Annaly Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Annaly Capital Management. In general, you should focus on analyzing Annaly Stock price patterns and their correlations with different microeconomic environments and drivers.
Annaly Capital Predictive Forecast Models
Annaly Capital's time-series forecasting models is one of many Annaly Capital's stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Annaly Capital's historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Annaly Capital Management
Checking the ongoing alerts about Annaly Capital for important developments is a great way to find new opportunities for your next move. Our 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 news.google.com: Private Trust Co. NA Lowers Stake in Annaly Capital Management, Inc. - Defense World |
Check out Annaly Capital Backtesting, Annaly Capital Valuation, Annaly Capital Correlation, Annaly Capital Hype Analysis, Annaly Capital Volatility, Annaly Capital History as well as Annaly Capital Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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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.