Agnc Investment Corp Stock Alpha and Beta Analysis
| AGNC Stock | USD 9.74 0.04 0.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGNC Investment Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGNC Investment over a specified time horizon. Remember, high AGNC Investment's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to AGNC Investment's market risk premium analysis include:
Beta 0.18 | Alpha (0.03) | Risk 1.11 | Sharpe Ratio (0.02) | Expected Return (0.02) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
AGNC |
AGNC Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGNC Investment market risk premium is the additional return an investor will receive from holding AGNC Investment long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in AGNC Investment. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate AGNC Investment's performance over market.| α | -0.03 | β | 0.18 |
AGNC Investment expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AGNC Investment's Buy-and-hold return. Our buy-and-hold chart shows how AGNC Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AGNC Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how AGNC Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGNC Investment shares will generate the highest return on investment. By understating and applying AGNC Investment stock market price indicators, traders can identify AGNC Investment position entry and exit signals to maximize returns.
AGNC Investment Return and Market Media
The median price of AGNC Investment for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 9.97 with a coefficient of variation of 3.15. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 9.93, and mean deviation of 0.26. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| AGNC Investment dividend paid on 11th of September 2024 | 09/11/2024 |
1 | AGNC Investment Corp. Declares Monthly Common Stock Dividend of 0.12 per Common Share for September 2024 | 09/13/2024 |
2 | Want 1,000 in Dividend Income Heres How Much You Have to Invest in AGNC Investment Stock. | 10/02/2024 |
| AGNC Investment dividend paid on 9th of October 2024 | 10/09/2024 |
3 | AGNC Investment Corp Q3 2024 Earnings Call Highlights Strong Economic Return Amid ... | 10/23/2024 |
4 | Heres How Rithm Capital Can Afford Its 9.5 percent Dividend Yield | 10/28/2024 |
5 | Top 4 Financials Stocks That Are Preparing To Pump In Q4 | 11/04/2024 |
6 | AGNC Crushes Q3 2024 with a 9.3 percent Return Amid Fed Rate Cuts--Whats Next for Investors | 11/08/2024 |
7 | Acquisition by Davis Morris A. of 18211 shares of AGNC Investment subject to Rule 16b-3 | 11/11/2024 |
| AGNC Investment dividend paid on 12th of November 2024 | 11/12/2024 |
8 | Two Harbors Plunges 10.9 percent in a Month Should You Buy the Dip | 11/19/2024 |
9 | AGNC Investment Stock Buy, Sell, or Hold | 11/21/2024 |
10 | AGNC Investment Stock Price Up 0.6 percent Heres What Happened | 11/22/2024 |
About AGNC Investment Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including AGNC or other stocks. Alpha measures the amount that position in AGNC Investment Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | PB Ratio | 0.73 | 0.89 | Capex To Depreciation | 2.7K | 2.4K |
AGNC Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of AGNC Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AGNC Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AGNC Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AGNC Investment. Please utilize our Beneish M Score to check the likelihood of AGNC Investment's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with AGNC Investment
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Check out AGNC Investment Backtesting, AGNC Investment Valuation, AGNC Investment Correlation, AGNC Investment Hype Analysis, AGNC Investment Volatility, AGNC Investment History and analyze AGNC Investment Performance. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
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.