Annaly Stock Probability of Future Stock Price Finishing Over 6.84

NLY
 Stock
  

USD 16.95  0.39  2.25%   

Annaly Capital's future price is the expected price of Annaly Capital instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Annaly Capital Management performance during a given time horizon utilizing its historical volatility.
  
Annaly Capital's implied volatility is one of the determining factors in the pricing options written on Annaly Capital Management. Implied volatility approximates the future value of Annaly Capital based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in Annaly Capital Management over a specific time period. For example, 2022-10-07 CALL at $17.0 is a CALL option contract on Annaly Capital's common stock with a strick price of 17.0 expiring on 2022-10-07. The contract was last traded on 0000-00-00 at 00:00:00 for $0.55 and, as of today, has 1 days remaining before the expiration. The option is currently trading at a bid price of $0.49, and an ask price of $0.56. The implied volatility as of the 6th of October is 99.9913. View All Annaly options

Closest to current price Annaly long CALL Option Payoff at Expiration

Additionally, see Annaly Capital Backtesting, Annaly Capital Valuation, Annaly Capital Correlation, Annaly Capital Hype Analysis, Annaly Capital Volatility, Annaly Capital History as well as Annaly Capital Performance. Please specify Annaly Capital time horizon, a valid symbol (red box) and a target price (blue box) you would like Annaly Capital odds to be computed.

Annaly Capital Target Price Odds to finish over 6.84

The tendency of Annaly Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to stay above $ 6.84  in 90 days
 16.95 90 days 6.84 
close to 99
Based on a normal probability distribution, the odds of Annaly Capital to stay above $ 6.84  in 90 days from now is close to 99 (This Annaly Capital Management probability density function shows the probability of Annaly Stock to fall within a particular range of prices over 90 days) . Probability of Annaly Capital Management price to stay between $ 6.84  and its current price of $16.95 at the end of the 90-day period is near 1 .
Considering the 90-day investment horizon the stock has the beta coefficient of 1.3 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Annaly Capital will likely underperform. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Annaly Capital Management is significantly underperforming DOW.
   Annaly Capital Price Density   
       Price  

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
14.7017.4220.14
Details
Intrinsic
Valuation
LowReal ValueHigh
9.0811.8019.12
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.

Annaly Capital Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Annaly Capital is not an exception. The market had few large corrections towards the Annaly Capital's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Annaly Capital Management, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Annaly Capital within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.47
β
Beta against DOW1.30
σ
Overall volatility
2.66
Ir
Information ratio -0.18

Annaly Capital Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Annaly Capital for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Annaly Capital Management can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Annaly Capital generated a negative expected return over the last 90 days
Annaly Capital has high likelihood to experience some financial distress in the next 2 years
The company has 59.94 B in debt with debt to equity (D/E) ratio of 5.41, demonstrating that the company may be unable to create cash to meet all of its financial commitments. Annaly Capital Management has a current ratio of 0.23, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Annaly Capital until it has trouble settling it off, either with new capital or with free cash flow. So, Annaly Capital's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Annaly Capital Management sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Annaly to invest in growth at high rates of return. When we think about Annaly Capital's use of debt, we should always consider it together with cash and equity.
Latest headline from www.asktraders.com: Annaly Capital Mgmet, NLY, Up 0 percent Today Or Pretty Much No Change - AskTraders

Annaly Capital Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Annaly Stock often depends not only on the future outlook of the current and potential Annaly Capital's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Annaly Capital's indicators that are reflective of the short sentiment are summarized in the table below.
Shares Percent Shares Out3.28%
Trailing Annual Dividend Rate0.88
Short Percent Of Float3.29%
Float Shares1.6B
Shares Short Prior Month53.37M
Average Daily Volume Last 10 Day13.33M
Average Daily Volume In Three Month9.31M
Date Short Interest15th of July 2022
Trailing Annual Dividend Yield5.03%

Annaly Capital Technical Analysis

Annaly Capital's future price can be derived by breaking down and analyzing its technical indicators over time. Annaly Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Annaly Capital Management. In general, you should focus on analyzing Annaly Stock price patterns and their correlations with different microeconomic environments and drivers.

Annaly Capital Predictive Forecast Models

Annaly Capital time-series forecasting models is one of many Annaly Capital's stock analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Annaly Capital's historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Annaly Capital Management

Checking the ongoing alerts about Annaly Capital for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Annaly Capital Management help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Annaly Capital generated a negative expected return over the last 90 days
Annaly Capital has high likelihood to experience some financial distress in the next 2 years
The company has 59.94 B in debt with debt to equity (D/E) ratio of 5.41, demonstrating that the company may be unable to create cash to meet all of its financial commitments. Annaly Capital Management has a current ratio of 0.23, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Annaly Capital until it has trouble settling it off, either with new capital or with free cash flow. So, Annaly Capital's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Annaly Capital Management sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Annaly to invest in growth at high rates of return. When we think about Annaly Capital's use of debt, we should always consider it together with cash and equity.
Latest headline from www.asktraders.com: Annaly Capital Mgmet, NLY, Up 0 percent Today Or Pretty Much No Change - AskTraders
Additionally, see Annaly Capital Backtesting, Annaly Capital Valuation, Annaly Capital Correlation, Annaly Capital Hype Analysis, Annaly Capital Volatility, Annaly Capital History as well as Annaly Capital Performance. You can also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

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.
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.