Annaly Capital Stock Forecast - Simple Regression
| NLY Stock | USD 18.33 0.10 0.55% |
The Simple Regression forecasted value of Annaly Capital Management on the next trading day is expected to be 18.86 with a mean absolute deviation of 0.45 and the sum of the absolute errors of 27.17. Annaly Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Annaly Capital stock prices and determine the direction of Annaly Capital Management's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Annaly Capital's historical fundamentals, such as revenue growth or operating cash flow patterns. Although Annaly Capital's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Annaly Capital's systematic risk associated with finding meaningful patterns of Annaly Capital fundamentals over time.
Check out Historical Fundamental Analysis of Annaly Capital to cross-verify your projections. Annaly |
Open Interest Against 2024-04-26 Annaly Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Annaly Capital's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Annaly Capital's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Annaly Capital stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Annaly Capital's open interest, investors have to compare it to Annaly Capital's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Annaly Capital is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Annaly. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Annaly Capital cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Annaly Capital's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Annaly Capital's price structures and extracts relationships that further increase the generated results' accuracy.
Simple Regression model is a single variable regression model that attempts to put a straight line through Annaly Capital price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X. Annaly Capital Simple Regression Price Forecast For the 24th of April
Given 90 days horizon, the Simple Regression forecasted value of Annaly Capital Management on the next trading day is expected to be 18.86 with a mean absolute deviation of 0.45, mean absolute percentage error of 0.26, and the sum of the absolute errors of 27.17.Please note that although there have been many attempts to predict Annaly Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Annaly Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Annaly Capital Stock Forecast Pattern
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Annaly Capital Forecasted Value
In the context of forecasting Annaly Capital's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Annaly Capital's downside and upside margins for the forecasting period are 17.50 and 20.22, respectively. We have considered Annaly Capital's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Annaly Capital stock data series using in forecasting. Note that when a statistical model is used to represent Annaly Capital stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 116.7569 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.4454 |
| MAPE | Mean absolute percentage error | 0.0239 |
| SAE | Sum of the absolute errors | 27.1679 |
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.
Other Forecasting Options for Annaly Capital
For every potential investor in Annaly, whether a beginner or expert, Annaly Capital's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Annaly Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Annaly. Basic forecasting techniques help filter out the noise by identifying Annaly Capital's price trends.Annaly Capital Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Annaly Capital stock to make a market-neutral strategy. Peer analysis of Annaly Capital could also be used in its relative valuation, which is a method of valuing Annaly Capital by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Annaly Capital Management Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Annaly Capital's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Annaly Capital's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Annaly Capital Market Strength Events
Market strength indicators help investors to evaluate how Annaly Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Annaly Capital shares will generate the highest return on investment. By undertsting and applying Annaly Capital stock market strength indicators, traders can identify Annaly Capital Management entry and exit signals to maximize returns.
Annaly Capital Risk Indicators
The analysis of Annaly Capital's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Annaly Capital's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting annaly stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.9893 | |||
| Standard Deviation | 1.32 | |||
| Variance | 1.75 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
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Try AI Portfolio ArchitectCheck out Historical Fundamental Analysis of Annaly Capital to cross-verify your projections. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
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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.