Agnc Investment Corp Stock Market Value

AGNC Stock  USD 9.90  0.11  1.12%   
AGNC Investment's market value is the price at which a share of AGNC Investment trades on a public exchange. It measures the collective expectations of AGNC Investment Corp investors about its performance. AGNC Investment is trading at 9.90 as of the 29th of March 2024, a 1.12 percent increase since the beginning of the trading day. The stock's open price was 9.79.
With this module, you can estimate the performance of a buy and hold strategy of AGNC Investment Corp and determine expected loss or profit from investing in AGNC Investment over a given investment horizon. Check out AGNC Investment Correlation, AGNC Investment Volatility and AGNC Investment Alpha and Beta module to complement your research on AGNC Investment.
Symbol

AGNC Investment Corp Price To Book Ratio

Is AGNC Investment's industry 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
Earnings Share
0.05
Revenue Per Share
0.406
Quarterly Revenue Growth
(0.23)
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.
0.00
04/09/2022
No Change 0.00  0.0 
In 1 year 11 months and 21 days
03/29/2024
0.00
If you would invest  0.00  in AGNC Investment on April 9, 2022 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 720 days. AGNC Investment is related to or competes with AG Mortgage, AG Mortgage, AG Mortgage, AG Mortgage, Rithm Capital, Rithm 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.

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.
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.
Hype
Prediction
LowEstimatedHigh
8.599.9011.21
Details
Intrinsic
Valuation
LowRealHigh
8.369.6710.98
Details
Naive
Forecast
LowNextHigh
8.529.8311.15
Details
13 Analysts
Consensus
LowTargetHigh
9.6610.6111.78
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as AGNC Investment. Your research has to be compared to or analyzed against AGNC Investment's peers to derive any actionable benefits. When done correctly, AGNC Investment'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 AGNC Investment Corp.

AGNC Investment Corp Backtested Returns

We consider AGNC Investment not too volatile. AGNC Investment Corp secures Sharpe Ratio (or Efficiency) of 0.0834, which signifies that the company had a 0.0834% 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 Risk Adjusted Performance of 0.0377, mean deviation of 0.9923, and Semi Deviation of 1.41 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. AGNC Investment has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.53, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AGNC Investment will likely underperform. AGNC Investment Corp at this time shows a risk of 1.31%. Please confirm AGNC Investment Corp jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to decide if AGNC Investment Corp will be following its price patterns.

Auto-correlation

    
  0.50  

Modest predictability

AGNC Investment Corp has modest predictability. Overlapping area represents the amount of predictability between AGNC Investment time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 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 0.5 indicates that about 50.0% of current AGNC Investment price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.01
Residual Average0.0
Price Variance0.41

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  

AGNC Investment Investors Sentiment

The influence of AGNC Investment's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in AGNC. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to AGNC Investment's public news can be used to forecast risks associated with an investment in AGNC. The trend in average sentiment can be used to explain how an investor holding AGNC can time the market purely based on public headlines and social activities around AGNC Investment Corp. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
AGNC Investment's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for AGNC Investment's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average AGNC Investment's news discussions. The higher the estimated score, the more favorable is the investor's outlook on AGNC Investment.

AGNC Investment Implied Volatility

    
  22.71  
AGNC Investment's implied volatility exposes the market's sentiment of AGNC Investment Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if AGNC Investment's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that AGNC Investment stock will not fluctuate a lot when AGNC Investment's options are near their expiration.
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 AGNC Investment 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, AGNC Investment's short interest history, or implied volatility extrapolated from AGNC Investment options trading.

Pair Trading with AGNC Investment

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AGNC Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AGNC Investment will appreciate offsetting losses from the drop in the long position's value.

Moving against AGNC Stock

  0.44MDBH MDB Capital HoldingsPairCorr
The ability to find closely correlated positions to AGNC Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AGNC Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AGNC Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AGNC Investment Corp to buy it.
The correlation of AGNC Investment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AGNC Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AGNC Investment Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AGNC Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether AGNC Investment Corp is a strong investment it is important to analyze AGNC Investment's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AGNC Investment's future performance. For an informed investment choice regarding AGNC Stock, refer to the following important reports:
Check out AGNC Investment Correlation, AGNC Investment Volatility and AGNC Investment Alpha and Beta module to complement your research on AGNC Investment.
You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Complementary Tools for AGNC Stock analysis

When running AGNC Investment's price analysis, check to measure AGNC Investment'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 AGNC Investment is operating at the current time. Most of AGNC Investment's value examination focuses on studying past and present price action to predict the probability of AGNC Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGNC Investment's price. Additionally, you may evaluate how the addition of AGNC Investment to your portfolios can decrease your overall portfolio volatility.
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Investing Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Options Analysis
Analyze and evaluate options and option chains as a potential hedge for your portfolios
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
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.
A focus of AGNC Investment technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AGNC Investment 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...