Agnc Investment Corp Preferred Stock Z Score
| AGNCO Preferred Stock | USD 24.21 0.07 0.29% |
AGNC |
AGNC Investment Corp Company Z Score Analysis
AGNC Investment's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
Current AGNC Investment Z Score | 59.4 |
Most of AGNC Investment's fundamental indicators, such as Z Score, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, AGNC Investment Corp is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
| |||||||
| |||||||
| |||||||
| |||||||
|
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
In accordance with the company's disclosures, AGNC Investment Corp has a Z Score of 59. This is much higher than that of the Real Estate sector and significantly higher than that of the REIT—Mortgage industry. The z score for all United States preferred stocks is notably lower than that of the firm.
AGNC Z Score Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses AGNC Investment's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the preferred stocks which would be a good addition to a portfolio. Peer analysis of AGNC Investment could also be used in its relative valuation, which is a method of valuing AGNC Investment by comparing valuation metrics of similar companies.AGNC Investment is currently under evaluation in z score category among related companies.
AGNC Fundamentals
| Return On Equity | -0.13 | ||||
| Return On Asset | -0.0199 | ||||
| Operating Margin | 1.07 % | ||||
| Current Valuation | 50.36 B | ||||
| Shares Owned By Institutions | 27.07 % | ||||
| Number Of Shares Shorted | 12.46 K | ||||
| Price To Earning | 3.84 X | ||||
| Revenue | (1.12 B) | ||||
| Gross Profit | (1.12 B) | ||||
| EBITDA | 824 M | ||||
| Net Income | (1.19 B) | ||||
| Cash And Equivalents | 9.4 B | ||||
| Cash Per Share | 16.45 X | ||||
| Total Debt | 95 M | ||||
| Debt To Equity | 5.76 % | ||||
| Current Ratio | 0.23 X | ||||
| Book Value Per Share | 10.85 X | ||||
| Cash Flow From Operations | 1.54 B | ||||
| Short Ratio | 0.31 X | ||||
| Earnings Per Share | (1.86) X | ||||
| Number Of Employees | 10 | ||||
| Beta | 1.2 | ||||
| Market Capitalization | 9.46 B | ||||
| Total Asset | 51.75 B | ||||
| Z Score | 59.4 | ||||
| Annual Yield | 0.07 % | ||||
| Net Asset | 51.75 B | ||||
| Last Dividend Paid | 1.44 |
About AGNC Investment Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze AGNC Investment Corp's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of AGNC Investment using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of AGNC Investment Corp based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with AGNC Investment
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AGNC Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AGNC Investment will appreciate offsetting losses from the drop in the long position's value.Moving together with AGNC Preferred Stock
| 0.76 | MITT-PA | AG Mortgage Investment | PairCorr |
| 0.74 | MITT-PC | AG Mortgage Investment | PairCorr |
| 0.76 | NREF-PA | NexPoint Real Estate | PairCorr |
Moving against AGNC Preferred Stock
| 0.65 | ECRO | Ecc Cap Corp | PairCorr |
| 0.63 | GPMT | Granite Point Mortgage Financial Report 14th of May 2024 | PairCorr |
| 0.59 | MRTI | Maxus Realty Trust | PairCorr |
| 0.47 | KREF | KKR Real Estate Earnings Call This Week | PairCorr |
The ability to find closely correlated positions to AGNC Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AGNC Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AGNC Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AGNC Investment Corp to buy it.
The correlation of AGNC Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AGNC Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AGNC Investment Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AGNC Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AGNC Investment Corp. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in main economic indicators. Note that the AGNC Investment Corp information on this page should be used as a complementary analysis to other AGNC Investment's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for AGNC Preferred Stock analysis
When running AGNC Investment's price analysis, check to measure AGNC Investment'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 AGNC Investment is operating at the current time. Most of AGNC Investment's value examination focuses on studying past and present price action to predict the probability of AGNC Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGNC Investment's price. Additionally, you may evaluate how the addition of AGNC Investment to your portfolios can decrease your overall portfolio volatility.
| CEOs Directory Screen CEOs from public companies around the world | |
| AI Investment Finder Use AI to screen and filter profitable investment opportunities | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Idea Breakdown Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance |