Agnc Investment Corp Stock Market Value
| AGNCL Stock | USD 25.15 0.01 0.04% |
| Symbol | AGNC |
AGNC Investment Corp Price To Book Ratio
Is Asset Management & Custody Banks space 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 AGNC Investment. If investors know AGNC 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 AGNC Investment 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 (0.40) | Dividend Share 1.44 | Revenue Per Share 1.723 | Quarterly Revenue Growth (0.23) | Return On Assets 0.0145 |
The market value of AGNC Investment Corp is measured differently than its book value, which is the value of AGNC that is recorded on the company's balance sheet. Investors also form their own opinion of AGNC Investment's value that differs from its market value or its book value, called intrinsic value, which is AGNC Investment'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 AGNC Investment's market value can be influenced by many factors that don't directly affect AGNC Investment'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 AGNC Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGNC Investment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGNC Investment'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.
AGNC Investment '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 AGNC Investment's 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 AGNC Investment.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in AGNC Investment on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding AGNC Investment Corp or generate 0.0% return on investment in AGNC Investment over 30 days. AGNC Investment is related to or competes with AGNC Investment, AGNC Investment, AGNC Investment, Annaly Capital, and Rithm Capital. AGNC Investment Corp. operates as a real estate investment trust in the United States More
AGNC Investment 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 AGNC Investment's 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 AGNC Investment Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3964 | |||
| Information Ratio | 0.0267 | |||
| Maximum Drawdown | 2.07 | |||
| Value At Risk | (0.52) | |||
| Potential Upside | 0.7149 |
AGNC Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGNC Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGNC Investment's standard deviation. In reality, there are many statistical measures that can use AGNC Investment historical prices to predict the future AGNC Investment's volatility.| Risk Adjusted Performance | 0.1774 | |||
| Jensen Alpha | 0.0878 | |||
| Total Risk Alpha | 0.0475 | |||
| Sortino Ratio | 0.0294 | |||
| Treynor Ratio | 0.8947 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AGNC Investment'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.
AGNC Investment Corp Backtested Returns
As of now, AGNC Stock is very steady. AGNC Investment Corp secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% return per unit of return volatility over the last 3 months. We have found twenty-eight technical indicators for AGNC Investment Corp, which you can use to evaluate the volatility of the firm. Please confirm AGNC Investment's Mean Deviation of 0.3281, risk adjusted performance of 0.1774, and Downside Deviation of 0.3964 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. AGNC Investment has a performance score of 18 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AGNC Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGNC Investment is expected to be smaller as well. AGNC Investment Corp at this time shows a risk of 0.44%. Please confirm AGNC Investment Corp sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if AGNC Investment Corp will be following its price patterns.
Auto-correlation | -0.82 |
Excellent reverse predictability
AGNC Investment Corp has excellent reverse predictability. Overlapping area represents the amount of predictability between AGNC Investment time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 AGNC Investment Corp price movement. The serial correlation of -0.82 indicates that around 82.0% of current AGNC Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AGNC Investment Corp lagged returns against current returns
Autocorrelation, which is AGNC Investment 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 AGNC Investment's stock expected returns. We can calculate the autocorrelation of AGNC Investment returns to help us make a trade decision. For example, suppose you find that AGNC Investment has exhibited high autocorrelation historically, and you observe that the 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 |
AGNC Investment 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 AGNC Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGNC Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGNC Investment stock over time.
Current vs Lagged Prices |
| Timeline |
AGNC Investment Lagged Returns
When evaluating AGNC Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGNC Investment stock have on its future price. AGNC Investment 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, AGNC Investment autocorrelation shows the relationship between AGNC Investment stock current value and its past values and can show if there is a momentum factor associated with investing in AGNC Investment Corp.
Regressed Prices |
| Timeline |
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AGNC Investment technical 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, stock market cycles, or different charting patterns.