AGNC Investment Price Prediction and Hype Density Breakdown

AGNC -- USA Stock  

USD 16.33  0.43  2.70%

We analyze noise-free headlines and recent hype associated with AGNC Investment Corp which may create opportunities for some arbitrage if properly timed. With AGNC Investment hype-based prediction module you can estimate the value of AGNC Investment Corp from the prospective of AGNC Investment response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on AGNC Investment over a specific investment horizon. Check also AGNC Investment Basic Forecasting Models to cross-verify your projections.
Horizon     30 Days    Login   to change

AGNC Investment After-Hype Price Density Analysis

 Next price density 
      Expected price to next headline 

AGNC Investment Estimiated After-Hype Price Volatility

August 22, 2019
16.33
Current Value
15.88
After-hype Price
18.61
Upside
AGNC Investment is not too volatile asset. Analysis and calculation of next after-hype price of AGNC Investment Corp is based on 2 months time horizon.

AGNC Investment Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.13% 0.91% 0.02%  0.01% 7 Events / Month8 Events / MonthIn about 7 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
16.3315.880.13%
650.00% 

AGNC Investment Hype Timeline

AGNC Investment Corp is presently traded for16.33. The entity has historical hype elasticity of -0.02 and average elasticity to hype of competition of -0.01. AGNC Investment Corp is projected to decline in value after the next headline with price expected to drop to 15.88. The average volatility of media hype impact on the company stock price is about 650.0%. The price decrease on the next news is expected to be -0.13% where as daily expected return is presently at -0.13%. The volatility of related hype on AGNC Investment is about 1895.83% with expected price after next announcement by competition of 16.32. About 70.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 0.96. Some equities with similar Price to Book (P/B) outperform the market in the long run. AGNC Investment Corp recorded loss per share of 1.58. The entity last dividend was issued on 2019-07-30. Given the investment horizon of 30 days, the next projected press release will be in about 7 days.
Check also AGNC Investment Basic Forecasting Models to cross-verify your projections.

AGNC Investment Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Bluerock Residential Growth REI 0.17 9 per month 1.63  0.12  1.85 (2.92)  9.88 
American Campus Communities(0.76) 9 per month 0.96  0.06  1.51 (1.43)  3.43 
BRT Apartments Corp 0.11 8 per month 2.22  0.1  3.14 (2.22)  18.62 
Dynex Capital(0.72) 4 per month 0.00 (0.18)  1.58 (2.88)  6.83 
American Homes 4 Rent 0.13 9 per month 1.17  0.07  1.64 (2.09)  4.13 
Ellington Residential Mortgage 0.13 9 per month 0.00 (0.07)  1.19 (2.24)  5.04 
AvalonBay Communities 1.74 5 per month 1.13  0.0474  1.40 (1.79)  4.54 
Capstead Mortgage Corporation 0.09 9 per month 0.00 (0.0344)  1.42 (2.44)  6.65 
ARMOUR Residential REIT(0.13) 6 per month 0.00 (0.10)  1.25 (2.12)  5.86 
Apartment Investment and Manage(1.24) 8 per month 0.00  0.0211  1.58 (2.05)  4.59 
Check also AGNC Investment Basic Forecasting Models to cross-verify your projections. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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