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 113.39 as of the 10th of January 2025, a 0.51% up since the beginning of the trading day. The stock's open price was 112.81. 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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
Symbol
Annaly
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 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
12/11/2024
No Change 0.00
0.0
In 30 days
01/10/2025
0.00
If you would invest 0.00 in Annaly Capital on December 11, 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 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 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.
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.
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 Manag.
Annaly Capital Manag Backtested Returns
At this point, Annaly Capital is very steady. Annaly Capital Manag secures Sharpe Ratio (or Efficiency) of 0.0694, which signifies that the company had a 0.0694% return per unit of risk over the last 3 months. We have found thirty technical indicators for Annaly Capital Management,, which you can use to evaluate the volatility of the firm. Please confirm Annaly Capital's Mean Deviation of 1.26, risk adjusted performance of 0.036, and Downside Deviation of 1.71 to double-check if the risk estimate we provide is consistent with the expected return of 0.12%. Annaly Capital has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.47, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Annaly Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Annaly Capital is expected to be smaller as well. Annaly Capital Manag right now shows a risk of 1.69%. Please confirm Annaly Capital Manag value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Annaly Capital Manag will be following its price patterns.
Auto-correlation
0.52
Modest predictability
Annaly Capital Management, has modest predictability. Overlapping area represents the amount of predictability between Annaly Capital time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 2025. 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 Manag price movement. The serial correlation of 0.52 indicates that about 52.0% of current Annaly Capital price fluctuation can be explain by its past prices.
Correlation Coefficient
0.52
Spearman Rank Test
0.68
Residual Average
0.0
Price Variance
0.99
Annaly Capital Manag lagged returns against current returns
Autocorrelation, which is Annaly Capital 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 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 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Annaly Capital 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 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 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 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
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.