Annaly Stock Market Value

NLY
 Stock
  

USD 17.16  0.35  2.00%   

Annaly Capital's market value is the price at which a share of Annaly Capital stock trades on a public exchange. It measures the collective expectations of Annaly Capital Management investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Annaly Capital Management and determine expected loss or profit from investing in Annaly Capital over a given investment horizon. Additionally, see Annaly Capital Correlation, Annaly Capital Volatility and Annaly Capital Alpha and Beta module to complement your research on Annaly Capital.
Symbol


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.

Annaly Capital 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Annaly Capital's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Annaly Capital.
0.00
09/02/2022
No Change 0.00  0.0 
In 31 days
10/02/2022
0.00
If you would invest  0.00  in Annaly Capital on September 2, 2022 and sell it all today you would earn a total of 0.00 from holding Annaly Capital Management or generate 0.0% return on investment in Annaly Capital over 30 days. Annaly Capital is related to or competes with Amazon. Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market ... More

Annaly Capital Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Annaly Capital's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Annaly Capital Management upside and downside potential and time the market with a certain degree of confidence.

Annaly Capital Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Annaly Capital's standard deviation. In reality, there are many statistical measures that can use Annaly Capital historical prices to predict the future Annaly Capital's volatility.
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
14.8517.2019.55
Details
Intrinsic
Valuation
LowReal ValueHigh
10.1212.4718.88
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 Management Backtested Returns

Annaly Capital Management secures Sharpe Ratio (or Efficiency) of -0.23, which signifies that the company had -0.23% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Annaly Capital Management exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Annaly Capital Management risk adjusted performance of (0.21), and Mean Deviation of 1.64 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.2124, which signifies a somewhat significant risk relative to the market. Let's try to break down what Annaly's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Annaly Capital will likely underperform. Even though it is essential to pay attention to Annaly Capital Management historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Annaly Capital Management exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Annaly Capital Management has an expected return of -0.54%. Please be advised to confirm Annaly Capital Management value at risk, as well as the relationship between the kurtosis and price action indicator to decide if Annaly Capital Management performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.76  

Good predictability

Annaly Capital Management has good predictability. Overlapping area represents the amount of predictability between Annaly Capital time series from 2nd of September 2022 to 17th of September 2022 and 17th of September 2022 to 2nd of October 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Annaly Capital Management price movement. The serial correlation of 0.76 indicates that around 76.0% of current Annaly Capital price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.63
Residual Average0.0
Price Variance8.12

Annaly Capital Management lagged returns against current returns

Autocorrelation, which is Annaly Capital stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Annaly Capital's stock expected returns. We can calculate the autocorrelation of Annaly Capital returns to help us make a trade decision. For example, suppose you find that Annaly Capital stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Annaly Capital regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Annaly Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Annaly Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Annaly Capital stock over time.
   Current vs Lagged Prices   
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       Timeline  

Annaly Capital Lagged Returns

When evaluating Annaly Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Annaly Capital stock have on its future price. Annaly Capital autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Annaly Capital autocorrelation shows the relationship between Annaly Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Annaly Capital Management.
   Regressed Prices   
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       Timeline  

Annaly Capital Implied Volatility

    
  69.2  
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

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Additionally, see Annaly Capital Correlation, Annaly Capital Volatility and Annaly Capital Alpha and Beta module to complement your research on Annaly Capital. You can also try Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

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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Annaly Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Annaly Capital technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Annaly Capital trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...