Macroaxis considers AGNC Investment to be not too volatile. AGNC Investment Corp secures Sharpe Ratio (or Efficiency) of -0.033 which signifies that the organization had -0.033% of return per unit of return volatility over the last 3 months. Macroaxis approach into foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AGNC Investment Corp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AGNC Investment Corp Mean Deviation of 0.6601 and Risk Adjusted Performance of
(0.044924) to double-check risk estimate we provide.
90 Days Market Risk
Not too volatile
Chance of Distress in 24 months
Close to average
90 Days Economic Sensitivity
Moves indifferently to market moves
|Horizon||30 Days Login to change|
AGNC Investment Market Sensitivity
|As returns on market increase, returns on owning AGNC Investment are expected to decrease at a much smaller rate. During bear market, AGNC Investment is likely to outperform the market. 3 Months Beta |Analyze AGNC Investment Corp Demand TrendCheck current 30 days AGNC Investment correlation with market (DOW)|
β = -0.1749
AGNC Investment Central Daily Price Deviation
AGNC Investment Corp Technical Analysis
AGNC Investment Projected Return Density Against MarketGiven the investment horizon of 30 days, AGNC Investment Corp has beta of -0.1749 . This suggests as returns on benchmark increase, returns on holding AGNC Investment are expected to decrease at a much smaller rate. During bear market, however, AGNC Investment Corp is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. AGNC Investment Corp is significantly underperforming DOW.
Predicted Return Density
Given the investment horizon of 30 days, the coefficient of variation of AGNC Investment is -3027.13. The daily returns are destributed with a variance of 1.07 and standard deviation of 1.04. The mean deviation of AGNC Investment Corp is currently at 0.75. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.17|
AGNC Investment Return Volatilitythe company inherits 1.0363% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9129% risk (volatility on return distribution) over the 30 days horizon.
AGNC Investment Investment Opportunity
AGNC Investment Corp has a volatility of 1.04 and is 1.14 times more volatile than DOW. 9% of all equities and portfolios are less risky than AGNC Investment. Compared to the overall equity markets, volatility of historical daily returns of AGNC Investment Corp is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use AGNC Investment Corp to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of AGNC Investment to be traded at $17.44 in 30 days. . As returns on market increase, returns on owning AGNC Investment are expected to decrease at a much smaller rate. During bear market, AGNC Investment is likely to outperform the market.
AGNC Investment correlation with market
AGNC Investment Current Risk Indicators
|Risk Adjusted Performance||(0.044924)|
|Market Risk Adjusted Performance||0.3561|
|Coefficient Of Variation||(1,929)|
AGNC Investment Suggested Diversification Pairs