Annaly Z Score
NLY  Stock  USD 21.79 0.09 0.41% 
Annaly  Z Score 
Annaly Z Score Analysis
Annaly Capital's ZScore is a simple linear, multifactor 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..2019  2020  2021  2022 (projected)  
Cash and Equivalents  1.85 B  1.24 B  1.34 B  1.21 B 
Total Assets  130.3 B  88.46 B  76.76 B  96.49 B 
Z Score  =  Sum Of   5 Factors 
 
 
 
 

Annaly Z Score Driver Correlations
Understanding the fundamental principles of building solid financial models for Annaly Capital is extremely important. It helps to project a fair market value of Ford stock properly, considering its historical fundamentals such as Z Score. Since Annaly Capital'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 Annaly Capital'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 Annaly Capital's interrelated accounts and indicators.
0.11  0.6  0.35  0.21  0.1  
0.11  0.01  0.9  0.81  1.0  
0.6  0.01  0.14  0.17  0.02  
0.35  0.9  0.14  0.76  0.89  
0.21  0.81  0.17  0.76  0.77  
0.1  1.0  0.02  0.89  0.77 
Click cells to compare fundamentals
To calculate ZScore 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. ZScore 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 ZScores 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 socalled '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 
Based on the company's disclosures, Annaly Capital Management has a Z Score of 0.0. This is 100.0% lower than that of the Mortgage Real Estate Investment Trusts (REITs) sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.
Annaly Z Score Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Annaly Capital'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 Annaly Capital could also be used in its relative valuation, which is a method of valuing Annaly Capital by comparing valuation metrics of similar companies.Annaly Capital is currently under evaluation in z score category among related companies.
Annaly Capital Current Valuation Drivers
We derive many important indicators used in calculating different scores of Annaly Capital from analyzing Annaly Capital's financial statements. These drivers represent accounts that assess Annaly Capital's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Annaly Capital's important valuation drivers and their relationship over time.
2017  2018  2019  2020  2021  2022 (projected)  
Net Income Per Employee  10.33 M  320.05 K  (12.36 M)  (4.94 M)  13.98 M  11.57 M  
Revenue Per Employee  18.48 M  13.41 M  5.21 M  1.22 M  16.59 M  19.1 M  
Average Assets  92.24 B  102.74 B  127.56 B  92.01 B  105.81 B  112.26 B  
Earnings Before Interest Taxes and Depreciation Amortization EBITDA  1.6 B  124.4 M  (2.14 B)  (878.23 M)  (790.41 M)  (811.21 M)  
Earnings Before Interest Taxes and Depreciation Amortization USD  1.6 B  124.4 M  (2.14 B)  (878.23 M)  (790.41 M)  (811.21 M)  
Earnings before Tax  1.58 B  52.03 M  (2.17 B)  (919.59 M)  (827.63 M)  (849.41 M)  
Average Equity  13.56 B  14.19 B  15.62 B  13.67 B  15.72 B  16.12 B  
Enterprise Value  89.73 B  99.31 B  123.17 B  82.61 B  95 B  101.93 B  
Free Cash Flow  1.63 B  2.62 B  (1.2 B)  527.97 M  475.17 M  487.67 M  
Invested Capital  185.77 B  193.11 B  240.66 B  158.91 B  182.74 B  199.18 B  
Invested Capital Average  166.43 B  187.18 B  234.17 B  165.39 B  190.2 B  201.45 B  
Market Capitalization  13.79 B  12.9 B  13.47 B  11.82 B  13.59 B  14.05 B  
Tangible Asset Value  101.67 B  105.69 B  130.2 B  88.33 B  101.58 B  110.52 B 
Annaly Capital ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower socialengagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Annaly Capital's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Annaly Capital's managers, analysts, and investors.Environment Score  Governance Score  Social Score 
Annaly Capital Institutional Holders
Institutional Holdings refers to the ownership stake in Annaly Capital that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Annaly Capital'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 highprofile magazines, and presentations at investor conferences help move the stock higher, increasing Annaly Capital's value.Security Type  Shares  Value  
Zwj Investment Counsel Inc  Common Shares  24.4 K  290 K  
Zwj Investment Counsel Inc  Common Shares  24.4 K  297 K  
Zwj Investment Counsel Inc  Common Shares  24.4 K  294 K  
Zwj Investment Counsel Inc  Common Shares  33.9 K  377 K  
Zweigdimenna Associates Llc  Common Shares  13.6 K  166 K  
Zweigdimenna Associates Llc  Common Shares  25.1 K  316 K  
Zurich Insurance Group Ltd  Common Shares  189.9 K  2.3 M 
Annaly Fundamentals
Return On Equity  0.25 %  
Return On Asset  0.0374 %  
Profit Margin  0.67 %  
Operating Margin  0.96 %  
Current Valuation  79.39 B  
Shares Outstanding  467.87 M  
Shares Owned by Insiders  0.23 %  
Shares Owned by Institutions  55.40 %  
Number of Shares Shorted  17.29 M  
Price to Earning  2.82 X  
Price to Book  1.09 X  
Price to Sales  2.25 X  
Revenue  2.66 B  
Gross Profit  4.11 B  
EBITDA  2.67 B  
Net Income  2.39 B  
Cash and Equivalents  1.34 B  
Cash per Share  4.80 X  
Total Debt  7.11 B  
Debt to Equity  5.82 %  
Current Ratio  0.25 X  
Book Value Per Share  19.94 X  
Cash Flow from Operations  3.08 B  
Short Ratio  2.16 X  
Earnings Per Share  7.51 X  
Price to Earnings To Growth  (3.61) X  
Target Price  19.47  
Number of Employees  171  
Beta  1.34  
Market Capitalization  10.19 B  
Total Asset  76.76 B  
Retained Earnings  (8.53 B)  
Annual Yield  0.17 %  
Five Year Return  11.78 %  
Net Asset  76.76 B  
Last Dividend Paid  3.52 
About Annaly Capital Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Annaly Capital Management's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Annaly Capital using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Annaly Capital Management 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.Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market lending. The company was founded in 1996 and is based in New York, New York. Annaly Capital operates under REITMortgage classification in the United States and is traded on New York Stock Exchange. It employs 171 people.
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 decisionmaking process regarding taking a position in Annaly. The overall investor sentiment generally increases the direction of a stock movement in a oneyear 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  39.13 
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.
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Additionally, see Annaly Capital Piotroski F Score and Annaly Capital Valuation analysis. You can also try Transaction History module to view history of all your transactions and understand their impact on performance.
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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 10.2 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.