Agnc Investment Z Score

AGNC
 Stock
  

USD 10.02  0.17  1.73%   

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Please continue to Agnc Investment Piotroski F Score and Agnc Investment Valuation analysis.
  
Agnc Investment Invested Capital is projected to increase significantly based on the last few years of reporting. The past year's Invested Capital was at 123.3 Billion. The current year Invested Capital Average is expected to grow to about 150 B, whereas Return on Invested Capital is forecasted to decline to 0.005034. Agnc Investment Direct Expenses is projected to increase significantly based on the last few years of reporting. The past year's Direct Expenses was at 1.06 Billion. The current year Operating Expenses is expected to grow to about 92.6 M, whereas Consolidated Income is forecasted to decline to about 623.2 M.

Agnc Investment Z Score Analysis

Agnc Investment's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..
Z Score 
 = 
Sum Of  
 
5 Factors 
More About Z Score | All Equity Analysis
First Factor
 = 
1.2 * (
Working Capital
/
Total Assets )
Second Factor
 = 
1.4 * (
Retained Earnings
/
Total Assets )
Thrid Factor
 = 
3.3 * (
EBITAD
/
Total Assets )
Fouth Factor
 = 
0.6 * (
Market Value of Equity
/
Total Liabilities )
Fifth Factor
 = 
0.99 * (
Revenue
/
Total Assets )

Agnc Investment Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Agnc Investment is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Agnc Investment's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Agnc Investment's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Agnc Investment's interrelated accounts and indicators.
To calculate Z-Score one would need to know current working capital of the company, its total assets, and liabilities, amount of latest retained earnings as well as earnings before interest and tax. Z-Score can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area' with scores of less than 1, indicating the high probability of distress. Z Score is used widely by financial auditors, accountants, money managers, loan processers, wealth advisers, as well as day traders. In the last 25 years, many financial models that utilize z score has been proved to be successful as a predictor of corporate bankruptcy.
Compare to competition

In accordance with the company's disclosures, Agnc Investment Corp has a Z Score of 0.0. This is 100.0% lower than that of the Real Estate sector and about the same as REIT—Mortgage (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

Agnc Investment Z Score Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Agnc Investment's direct or indirect competition against its Z Score to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Agnc Investment could also be used in its relative valuation, which is a method of valuing Agnc Investment by comparing valuation metrics of similar companies.
Agnc Investment is currently under evaluation in z score category among related companies.

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

Agnc Investment Institutional Holders

Institutional Holdings refers to the ownership stake in Agnc Investment that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Agnc Investment's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Agnc Investment's value.
Security TypeSharesValue
Zurich Insurance Group LtdCommon Shares52.2 K1.1 M
Zurcher Kantonalbank Zurich CantonalbankCommon Shares57.4 K635 K
Zurcher Kantonalbank Zurich CantonalbankCommon Shares276.2 K3.6 M
Zurcher Kantonalbank Zurich CantonalbankCommon Shares294.8 K4.4 M
Zurcher Kantonalbank Zurich CantonalbankCommon Shares164.3 K2.6 M
Zurcher Kantonalbank Zurich CantonalbankCommon Shares179.3 KM
Zurcher Kantonalbank Zurich CantonalbankCommon Shares179.3 KM

Agnc Investment Fundamentals

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 Piotroski F Score and Agnc Investment Valuation analysis. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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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.