Annaly Capital Stock Forecast - 8 Period Moving Average

NLY
 Stock
  

USD 21.83  0.09  0.41%   

Annaly Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Annaly Capital historical stock prices and determine the direction of Annaly Capital Management's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Annaly Capital historical fundamentals such as revenue growth or operating cash flow patterns. Although Annaly Capital naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Annaly Capital Management systematic risk associated with finding meaningful patterns of Annaly Capital fundamentals over time.
Additionally, see Historical Fundamental Analysis of Annaly Capital to cross-verify your projections.
  
Cash and Equivalents Turnover is likely to rise to 2.48 in 2022, whereas Accrued Expenses Turnover is likely to drop 5.55 in 2022. . Annaly Capital Weighted Average Shares is fairly stable at the moment as compared to the past year. Annaly Capital reported Weighted Average Shares of 356.86 Million in 2021. Weighted Average Shares Diluted is likely to rise to about 398.1 M in 2022, whereas Issuance Purchase of Equity Shares is likely to drop (192.4 M) in 2022.
Most investors in Annaly Capital cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Annaly Capital's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Annaly Capital's price structures and extracts relationships that further increase the generated results' accuracy.
An 8-period moving average forecast model for Annaly Capital is based on an artificially constructed time series of Annaly Capital daily prices in which the value for a trading day is replaced by the mean of that value and the values for 8 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

Annaly Capital 8 Period Moving Average Price Forecast For the 10th of December

Given 90 days horizon, the 8 Period Moving Average forecasted value of Annaly Capital Management on the next trading day is expected to be 21.56 with a mean absolute deviation of 0.96, mean absolute percentage error of 1.94, and the sum of the absolute errors of 50.89.
Please note that although there have been many attempts to predict Annaly Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Annaly Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Annaly Capital Stock Forecast Pattern

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Annaly Capital Forecasted Value

In the context of forecasting Annaly Capital's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Annaly Capital's downside and upside margins for the forecasting period are 18.02 and 25.09, respectively. We have considered Annaly Capital's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value 21.83
21.56
Expected Value
25.09
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 8 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Annaly Capital stock data series using in forecasting. Note that when a statistical model is used to represent Annaly Capital stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria104.0688
BiasArithmetic mean of the errors 0.0364
MADMean absolute deviation0.9602
MAPEMean absolute percentage error0.0517
SAESum of the absolute errors50.8899
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Annaly Capital Management 8-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for Annaly Capital

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Annaly Capital Management. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Annaly Capital'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. Please use the tools below to analyze the current value of Annaly Capital in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
18.0621.6025.14
Details
Intrinsic
Valuation
LowReal ValueHigh
10.7014.2423.97
Details
7 Analysts
Consensus
LowTarget PriceHigh
8.508.999.50
Details
Earnings
Estimates (3)
LowProjected EPSHigh
1.131.141.14
Details
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 towards taking a position in Annaly Capital Management.

Other Forecasting Options for Annaly Capital

For every potential investor in Annaly, whether a beginner or expert, Annaly Capital's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Annaly Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Annaly. Basic forecasting techniques help filter out the noise by identifying Annaly Capital's price trends.

Annaly Capital Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Annaly Capital stock to make a market-neutral strategy. Peer analysis of Annaly Capital could also be used in its relative valuation, which is a method of valuing Annaly Capital by comparing valuation metrics with similar companies.
HP IncJPMorgan ChaseWalt DisneyWalmartJohnson JohnsonMicrosoftBoeingCisco SystemsHome DepotAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group Limited
 Risk & Return  Correlation

Annaly Capital Management Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Annaly Capital's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Annaly Capital's current price.

Annaly Capital Market Strength Events

Market strength indicators help investors to evaluate how Annaly Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Annaly Capital shares will generate the highest return on investment. By undertsting and applying Annaly Capital stock market strength indicators, traders can identify Annaly Capital Management entry and exit signals to maximize returns.

Annaly Capital Risk Indicators

The analysis of Annaly Capital's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Annaly Capital's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Annaly Capital stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Annaly Capital without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see Historical Fundamental Analysis of Annaly Capital to cross-verify your projections. You can also try Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.

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Is Annaly Capital'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 Annaly Capital. If investors know Annaly 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 Annaly Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Annaly Capital Management is measured differently than its book value, which is the value of Annaly that is recorded on the company's balance sheet. Investors also form their own opinion of Annaly Capital's value that differs from its market value or its book value, called intrinsic value, which is Annaly Capital'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 Annaly Capital's market value can be influenced by many factors that don't directly affect Annaly Capital'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 Annaly Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine Annaly Capital value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Annaly Capital'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.