Annaly Capital Probability of Target Price Finishing Over 8.4

NLY -- USA Stock  

Quarterly Earning Report: October 30, 2019  

Annaly Capital probability of target price tool provides mechanism to make assumptions about upside and downside potential of Annaly Capital Management performance during a given time horizon utilizing its historical volatility. Please specify Annaly Capital time horizon, a valid symbol (red box) and a target price (blue box) you would like Annaly Capital odds to be computed. Please see also 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.
Horizon     30 Days    Login   to change
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Annaly Capital Target Price Odds to finish over 8.4

Current PriceHorizonTarget PriceOdds to stay above $ 8.40  in 30 days
 8.65 30 days 8.40 
about 89.31
Based on normal probability distribution, the odds of Annaly Capital to stay above $ 8.40  in 30 days from now is about 89.31 (This Annaly Capital Management probability density function shows the probability of Annaly Capital Stock to fall within a particular range of prices over 30 days) . Probability of Annaly Capital Manag price to stay between $ 8.40  and its current price of $8.65 at the end of the 30-day period is about 16.02 .
Considering 30-days investment horizon, Annaly Capital has beta of 0.7022 indicating as returns on market go up, Annaly Capital average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Annaly Capital Management will be expected to be much smaller as well. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Annaly Capital Manag is significantly underperforming DOW.
 Annaly Capital Price Density 
Alpha over DOW
Beta against DOW=0.70
Overall volatility
Information ratio =0.06

Annaly Capital Alerts and Suggestions

Annaly Capital Manag generates negative expected return over the last 30 days
Annaly Capital Manag has high likelihood to experience some financial distress in the next 2 years
Annaly Capital Manag has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
The company has 114.34 B in debt with debt to equity (D/E) ratio of 727.9 . This implies that the company may be unable to create cash to meet all of its financial commitments. Annaly Capital Manag has Current Ratio of 0.09 suggesting that it has not enough short term capital to pay financial commitments when the payables are due.
Reported Net Loss for the year was (4.62 B) with profit before taxes, overhead, and interest of 442.86 M.
ANNALY CAPITAL MA has about 293.44 M in cash with (1.35 B) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.2.
Latest headline from Recent Valuation Annaly Capital Management, Inc., - News Planets

Annaly CapitalPrice Density Drivers

Shares Percent Shares Out2.36%
Trailing Annual Dividend Rate1.15
Short Percent Of Float2.39%
Float Shares1.45B
Shares Short Prior Month25.5M
Average Daily Volume Last 10 Day8.67M
Average Daily Volume In Three Month14.19M
Date Short InterestSeptember 30, 2019
Trailing Annual Dividend Yield13.29%