Annaly Capital Stock Forecast - Naive Prediction

NLY
 Stock
  

USD 21.65  0.50  2.36%   

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.

Open Interest Agains t 2022-12-02 Annaly Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Annaly Capital's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Annaly Capital's options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Annaly Capital stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Annaly Capital's open interest, investors have to compare it to Annaly Capital's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Annaly Capital is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Annaly. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
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.
A naive forecasting model for Annaly Capital is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Annaly Capital Management value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Annaly Capital Naive Prediction Price Forecast For the 29th of November

Given 90 days horizon, the Naive Prediction forecasted value of Annaly Capital Management on the next trading day is expected to be 22.02 with a mean absolute deviation of 0.53, mean absolute percentage error of 0.43, and the sum of the absolute errors of 32.07.
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

Backtest Annaly CapitalAnnaly Capital Price PredictionBuy or Sell Advice 

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 18.50 and 25.55, 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 21.65
22.02
Expected Value
25.55
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction 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 Criteria117.2563
BiasArithmetic mean of the errors None
MADMean absolute deviation0.5257
MAPEMean absolute percentage error0.0274
SAESum of the absolute errors32.0654
This model is not at all useful as a medium-long range forecasting tool of Annaly Capital Management. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Annaly Capital. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

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
18.4321.9025.37
Details
Intrinsic
Valuation
LowReal ValueHigh
11.0114.4823.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.6120.1022.59
Details
7 Analysts
Consensus
LowTarget PriceHigh
8.508.999.50
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.
Ally FinancialAffiliated ManagersAmeriprise FinancialAmtd Idea GroupApollo Asset ManagementAmerican ExpressCredicorpFranklin ResourcesBgc Partners ClAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGx Nasdaq-100 CoveredFranklin Mutual EuropeanBhp Billiton
 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 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.

Annaly Capital Investors Sentiment

The influence of Annaly Capital'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 Annaly. 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 markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Annaly Capital's public news can be used to forecast risks associated with investment in Annaly. The trend in average sentiment can be used to explain how an investor holding Annaly can time the market purely based on public headlines and social activities around Annaly Capital Management. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Annaly Capital'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 Annaly Capital'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 Annaly Capital's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Annaly Capital.

Annaly Capital Implied Volatility

    
  40.47  
Annaly Capital's implied volatility exposes the market's sentiment of Annaly Capital Management stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Annaly Capital'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 Annaly Capital stock will not fluctuate a lot when Annaly Capital'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 Annaly Capital 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, Annaly Capital's short interest history, or implied volatility extrapolated from Annaly Capital options trading.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Annaly Capital Management using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Additionally, see Historical Fundamental Analysis of Annaly Capital to cross-verify your projections. You can also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

Complementary Tools for analysis

When running Annaly Capital Management price analysis, check to measure Annaly Capital'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 Annaly Capital is operating at the current time. Most of Annaly Capital's value examination focuses on studying past and present price action to predict the probability of Annaly Capital's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Annaly Capital's price. Additionally, you may evaluate how the addition of Annaly Capital to your portfolios can decrease your overall portfolio volatility.
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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.
Quarterly Earnings Growth YOY
0.11
Market Capitalization
10.1 B
Quarterly Revenue Growth YOY
0.024
Return On Assets
0.0374
Return On Equity
0.25
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.