Annaly Capital Management Preferred Stock Performance
| NLY-PI Preferred Stock | USD 25.45 0.01 0.04% |
Annaly Capital has a performance score of 14 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0373, 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 0.34%. 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.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Annaly Capital Management are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, Annaly Capital is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
Actual Historical Performance (%)
One Day Return 0.0393 | Five Day Return 0.83 | Year To Date Return 4.05 | Ten Year Return 2.91 | All Time Return 2.91 |
| Begin Period Cash Flow | 1.3 B |
Annaly |
Annaly Capital Relative Risk vs. Return Landscape
If you would invest 2,449 in Annaly Capital Management on March 21, 2024 and sell it today you would earn a total of 96.00 from holding Annaly Capital Management or generate 3.92% return on investment over 90 days. Annaly Capital Management is generating 0.0616% of daily returns assuming 0.336% volatility of returns over the 90 days investment horizon. Simply put, 2% of all preferred stocks have less volatile historical return distribution than Annaly Capital, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Annaly Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Annaly Capital Management, and traders can use it to determine the average amount a Annaly Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1834
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Estimated Market Risk
| 0.34 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Annaly Capital is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Annaly Capital by adding it to a well-diversified portfolio.
Annaly Capital Fundamentals Growth
Annaly Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Annaly Capital, and Annaly Capital fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Annaly Preferred Stock performance.
| Return On Equity | 0.14 | ||||
| Return On Asset | 0.0218 | ||||
| Profit Margin | 0.86 % | ||||
| Operating Margin | 0.90 % | ||||
| Current Valuation | 104.13 B | ||||
| Revenue | 1.95 B | ||||
| EBITDA | 2.97 B | ||||
| Cash And Equivalents | 1.34 B | ||||
| Cash Per Share | 0.96 X | ||||
| Total Debt | 8.8 B | ||||
| Debt To Equity | 5.16 % | ||||
| Book Value Per Share | 20.79 X | ||||
| Cash Flow From Operations | 3.08 B | ||||
| Earnings Per Share | 1.77 X | ||||
| Total Asset | 85.41 B | ||||
About Annaly Capital Performance
To evaluate Annaly Capital Management Preferred Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Annaly Capital generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Annaly Preferred Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Annaly Capital Management market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Annaly's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Annaly Capital Management, Inc., a diversified capital manager, invests in and finances residential and commercial assets. Annaly Capital Management, Inc. was founded in 1996 and is based in New York, New York. Annaly Capital operates under REITMortgage classification in the United States and is traded on New York Stock Exchange. It employs 10 people.Things to note about Annaly Capital Management performance evaluation
Checking the ongoing alerts about Annaly Capital for important developments is a great way to find new opportunities for your next move. Preferred 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 Management has accumulated 8.8 B in total debt with debt to equity ratio (D/E) of 5.16, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Annaly Capital Management has a current ratio of 0.21, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become 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. |
- Analyzing Annaly Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Annaly Capital's stock is overvalued or undervalued compared to its peers.
- Examining Annaly Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Annaly Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Annaly Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Annaly Capital's preferred stock. These opinions can provide insight into Annaly Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Annaly Preferred Stock analysis
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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