Annaly Stock Performance

NLY
 Stock
  

USD 16.69  0.65  3.75%   

The firm shows a Beta (market volatility) of 1.2663, 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 -0.48%. 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.
  
Annaly Performance
0 of 100
Over the last 90 days Annaly Capital Management has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of conflicting performance in the last few months, the Stock's essential indicators remain fairly strong which may send shares a bit higher in November 2022. The current disturbance may also be a sign of long term up-swing for the company investors. ...more

Annaly Price Channel

Quick Ratio0.23
Fifty Two Week Low17.16
Target High Price7.00
Payout Ratio35.20%
Fifty Two Week High35.16
Target Low Price6.00
Trailing Annual Dividend Yield5.03%

Annaly Capital Relative Risk vs. Return Landscape

If you would invest  2,314  in Annaly Capital Management on July 9, 2022 and sell it today you would lose (645.00)  from holding Annaly Capital Management or give up 27.87% of portfolio value over 90 days. Annaly Capital Management is generating negative expected returns assuming volatility of 2.5667% on return distribution over 90 days investment horizon. In other words, 22% of stocks are less volatile than Annaly, and above 99% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Annaly Capital is expected to under-perform the market. In addition to that, the company is 2.04 times more volatile than its market benchmark. It trades about -0.19 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of volatility.

Annaly Capital Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Annaly Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Annaly Capital Management, and traders can use it to determine the average amount a Annaly Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.1887

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsNLY
Estimated Market Risk
 2.57
  actual daily
 
 22 %
of total potential
 
2222
Expected Return
 -0.48
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.19
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Annaly Capital is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Annaly Capital by adding it to a well-diversified portfolio.

About Annaly Capital Performance

To evaluate Annaly Capital Management Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Annaly Capital generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Annaly Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Annaly Capital Management market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Annaly's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
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.

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. 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 Alerts

Equity Alerts and Improvement Suggestions

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 Correlation Analysis. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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.
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Portfolio Suggestion
Get suggestions outside of your existing asset allocation including your own model portfolios
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
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.