Annaly Capital Management Preferred Stock Market Value

NLY-PF Preferred Stock  USD 25.11  0.01  0.04%   
Annaly Capital's market value is the price at which a share of Annaly Capital trades on a public exchange. It measures the collective expectations of Annaly Capital Management investors about its performance. Annaly Capital is trading at 25.11 as of the 17th of April 2024. This is a 0.04 percent up since the beginning of the trading day. The preferred stock's lowest day price was 25.06.
With this module, you can estimate the performance of a buy and hold strategy of Annaly Capital Management and determine expected loss or profit from investing in Annaly Capital over a given investment horizon. Check out Annaly Capital Correlation, Annaly Capital Volatility and Annaly Capital Alpha and Beta module to complement your research on Annaly Capital.
Symbol

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.

Annaly Capital 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Annaly Capital's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Annaly Capital.
0.00
03/18/2024
No Change 0.00  0.0 
In 30 days
04/17/2024
0.00
If you would invest  0.00  in Annaly Capital on March 18, 2024 and sell it all today you would earn a total of 0.00 from holding Annaly Capital Management or generate 0.0% return on investment in Annaly Capital over 30 days. Annaly Capital is related to or competes with AGNC Investment, AGNC Investment, Annaly Capital, MFA Financial, Annaly Capital, AGNC Investment, and AGNC Investment. Annaly Capital Management, Inc., a diversified capital manager, invests in and finances residential and commercial asset... More

Annaly Capital Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Annaly Capital's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Annaly Capital Management upside and downside potential and time the market with a certain degree of confidence.

Annaly Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Annaly Capital's standard deviation. In reality, there are many statistical measures that can use Annaly Capital historical prices to predict the future Annaly Capital's volatility.
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.
Hype
Prediction
LowEstimatedHigh
24.8725.1125.35
Details
Intrinsic
Valuation
LowRealHigh
24.8225.0625.30
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Annaly Capital. Your research has to be compared to or analyzed against Annaly Capital's peers to derive any actionable benefits. When done correctly, Annaly Capital's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Annaly Capital Management.

Annaly Capital Management Backtested Returns

We consider Annaly Capital very steady. Annaly Capital Management secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Annaly Capital Management, which you can use to evaluate the volatility of the firm. Please confirm Annaly Capital's Risk Adjusted Performance of 0.0735, mean deviation of 0.1706, and Downside Deviation of 0.2179 to double-check if the risk estimate we provide is consistent with the expected return of 0.034%. Annaly Capital has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0078, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Annaly Capital are expected to decrease at a much lower rate. During the bear market, Annaly Capital is likely to outperform the market. Annaly Capital Management right now shows a risk of 0.24%. Please confirm Annaly Capital Management treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Annaly Capital Management will be following its price patterns.

Auto-correlation

    
  -0.8  

Almost perfect reverse predictability

Annaly Capital Management has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Annaly Capital time series from 18th of March 2024 to 2nd of April 2024 and 2nd of April 2024 to 17th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Annaly Capital Management price movement. The serial correlation of -0.8 indicates that around 80.0% of current Annaly Capital price fluctuation can be explain by its past prices.
Correlation Coefficient-0.8
Spearman Rank Test-0.59
Residual Average0.0
Price Variance0.01

Annaly Capital Management lagged returns against current returns

Autocorrelation, which is Annaly Capital preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Annaly Capital's preferred stock expected returns. We can calculate the autocorrelation of Annaly Capital returns to help us make a trade decision. For example, suppose you find that Annaly Capital has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Annaly Capital regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Annaly Capital preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Annaly Capital preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Annaly Capital preferred stock over time.
   Current vs Lagged Prices   
       Timeline  

Annaly Capital Lagged Returns

When evaluating Annaly Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Annaly Capital preferred stock have on its future price. Annaly Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Annaly Capital autocorrelation shows the relationship between Annaly Capital preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Annaly Capital Management.
   Regressed Prices   
       Timeline  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Annaly Capital in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Annaly Capital's short interest history, or implied volatility extrapolated from Annaly Capital options trading.

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Check out Annaly Capital Correlation, Annaly Capital Volatility and Annaly Capital Alpha and Beta module to complement your research on Annaly Capital.
You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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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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Annaly Capital technical preferred stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, preferred stock market cycles, or different charting patterns.
A focus of Annaly Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Annaly Capital trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...