Agnc Investment Piotroski F Score

AGNC
 Stock
  

USD 10.02  0.17  1.73%   

This module uses fundamental data of Agnc Investment to approximate its Piotroski F score. Agnc Investment F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of Agnc Investment Corp. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Agnc Investment financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Please continue to Agnc Investment Altman Z Score, Agnc Investment Correlation, Agnc Investment Valuation, as well as analyze Agnc Investment Alpha and Beta and Agnc Investment Hype Analysis.
  
Agnc Investment Long Term Debt is projected to decrease significantly based on the last few years of reporting. The past year's Long Term Debt was at 126 Million. The current year Total Debt is expected to grow to about 68.8 B, whereas Issuance Repayment of Debt Securities is forecasted to decline to (5.2 B). Agnc Investment Interest Coverage is projected to decrease significantly based on the last few years of reporting. The past year's Interest Coverage was at 19.38. The current year Long Term Debt to Equity is expected to grow to 0.0256, whereas Calculated Tax Rate is forecasted to decline to 0.85.
At this time, it appears that Agnc Investment's Piotroski F Score is Healthy. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
5.0
Piotroski F Score - Healthy
1
Current Return On AssetsPositiveFocus
2
Change in Return on AssetsIncreasedFocus
3
Cash Flow Return on AssetsPositiveFocus
4
Current Quality of Earnings (accrual)DecreasingFocus
5
Asset Turnover GrowthIncreaseFocus
6
Current Ratio ChangeDecreaseFocus
7
Long Term Debt Over Assets ChangeHigher LeverageFocus
8
Change In Outstending SharesDecreaseFocus
9
Change in Gross MarginNo ChangeFocus

Agnc Investment Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Agnc Investment is to make sure Agnc Investment is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Agnc Investment's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Agnc Investment's financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Weighted Average Shares Diluted430.9 M530 M
Significantly Down
Increasing
Slightly volatile
Weighted Average Shares429.8 M528.1 M
Significantly Down
Increasing
Slightly volatile
Return on Average Assets1.10.9989
Significantly Up
Decreasing
Slightly volatile
Net Cash Flow from Operations1.4 B1.5 B
Significantly Down
Increasing
Stable
Current Liabilities71.4 B89.1 B
Significantly Down
Increasing
Slightly volatile
Total Liabilities57.5 B57.9 B
Slightly Down
Increasing
Slightly volatile
Gross Margin64.1364.51
Slightly Down
Decreasing
Slightly volatile
Total Debt68.8 B57.2 B
Fairly Up
Increasing
Slightly volatile
Asset Turnover0.01770.0122
Way Up
Decreasing
Slightly volatile
Current Assets23.2 B21.5 B
Significantly Up
Increasing
Slightly volatile
Total Assets66.5 B68.1 B
Fairly Down
Increasing
Slightly volatile

Agnc Investment Corp F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Agnc Investment's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Agnc Investment in a much-optimized way.

About Agnc Investment Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Book Value per Share

20.89

Agnc Investment Book Value per Share is projected to decrease significantly based on the last few years of reporting. The past year's Book Value per Share was at 19.49

Agnc Investment Current Valuation Drivers

We derive many important indicators used in calculating different scores of Agnc Investment from analyzing Agnc Investment's financial statements. These drivers represent accounts that assess Agnc Investment's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Agnc Investment's important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee13.77 M2.3 M13.49 M(5.31 M)14.98 M18.01 M
Revenue Per Employee24.38 M25.04 M57.25 M9.99 M18.24 M18.72 M
Average Assets62.35 B85.91 B112.06 B84.19 B74.39 B83.21 B
Earnings Before Interest Taxes and Depreciation Amortization EBITDA724 M625 M774 M154 M177.1 M181.76 M
Earnings Before Interest Taxes and Depreciation Amortization USD806 M190 M748 M(170 M)849 M694.77 M
Earnings before Tax803 M165 M748 M(170 M)849 M693.62 M
Average Equity8.15 B9.23 B10.53 B10.49 B10.75 B10.9 B
Enterprise Value61.51 B88.43 B103.89 B69.22 B62.01 B73.12 B
Free Cash Flow1.26 B1.11 B1.18 B1.75 B1.54 B1.47 B
Invested Capital129.58 B204.62 B210.23 B143.24 B123.3 B147.48 B
Invested Capital Average113.3 B159.11 B208.88 B150.34 B133 B150.01 B
Market Capitalization7.9 B8.38 B9.56 B8.51 B7.89 B8.6 B
Tangible Asset Value69.83 B108.72 B112.56 B81.29 B67.62 B80.63 B

Agnc Investment ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Agnc Investment's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Agnc Investment's managers, analysts, and investors.
Environment Score
Governance Score
Social Score

About Agnc Investment Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Agnc Investment Corp's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Agnc Investment using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Agnc Investment Corp based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
AGNC Investment Corp. operates as a real estate investment trust in the United States. AGNC Investment Corp. was incorporated in 2008 and is headquartered in Bethesda, Maryland. Agnc Investment operates under REITMortgage classification in the United States and is traded on NASDAQ Exchange. It employs 50 people.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Agnc Investment 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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Pair Trading with Agnc Investment

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Agnc Investment position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Agnc Investment will appreciate offsetting losses from the drop in the long position's value.

Moving together with Agnc Investment

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The ability to find closely correlated positions to Agnc Investment could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Agnc Investment when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Agnc Investment - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Agnc Investment Corp to buy it.
The correlation of Agnc Investment is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Agnc Investment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Agnc Investment Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Agnc Investment can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Please continue to Agnc Investment Altman Z Score, Agnc Investment Correlation, Agnc Investment Valuation, as well as analyze Agnc Investment Alpha and Beta and Agnc Investment Hype Analysis. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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When running Agnc Investment Corp price analysis, check to measure Agnc Investment'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 Agnc Investment is operating at the current time. Most of Agnc Investment's value examination focuses on studying past and present price action to predict the probability of Agnc Investment's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Agnc Investment's price. Additionally, you may evaluate how the addition of Agnc Investment to your portfolios can decrease your overall portfolio volatility.
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Is Agnc Investment'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 Agnc Investment. If investors know Agnc Investment 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 Agnc Investment 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
(0.70) 
Market Capitalization
5.7 B
Quarterly Revenue Growth YOY
(0.66) 
Return On Assets
(0.0279) 
Return On Equity
(0.20) 
The market value of Agnc Investment Corp is measured differently than its book value, which is the value of Agnc Investment that is recorded on the company's balance sheet. Investors also form their own opinion of Agnc Investment's value that differs from its market value or its book value, called intrinsic value, which is Agnc Investment'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 Agnc Investment's market value can be influenced by many factors that don't directly affect Agnc Investment'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 Agnc Investment's value and its price as these two are different measures arrived at by different means. Investors typically determine Agnc Investment value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Agnc Investment'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.