Agnc Investment Corp Stock Technical Analysis
| AGNCL Stock | USD 25.14 0.11 0.44% |
As of the 28th of November, AGNC Investment shows the Semi Deviation of 0.2407, risk adjusted performance of 0.1468, and Mean Deviation of 0.3669. AGNC Investment Corp technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm AGNC Investment Corp information ratio, as well as the relationship between the value at risk and expected short fall to decide if AGNC Investment Corp is priced adequately, providing market reflects its regular price of 25.14 per share. Given that AGNC Investment has jensen alpha of 0.073, we suggest you to validate AGNC Investment Corp's prevailing market performance to make sure the company can sustain itself in the future.
AGNC Investment Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as AGNC, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AGNCAGNC |
AGNC Investment 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.
AGNC Investment Corp Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of AGNC Investment Corp volatility. High ATR values indicate high volatility, and low values indicate low volatility.
AGNC Investment Corp Trend Analysis
Use this graph to draw trend lines for AGNC Investment Corp. You can use it to identify possible trend reversals for AGNC Investment as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual AGNC Investment price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.AGNC Investment Best Fit Change Line
The following chart estimates an ordinary least squares regression model for AGNC Investment Corp applied against its price change over selected period. The best fit line has a slop of 0.03 , which means AGNC Investment Corp will continue generating value for investors. It has 122 observation points and a regression sum of squares at 31.79, which is the sum of squared deviations for the predicted AGNC Investment price change compared to its average price change.About AGNC Investment Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of AGNC Investment Corp on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of AGNC Investment Corp based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on AGNC Investment Corp price pattern first instead of the macroeconomic environment surrounding AGNC Investment Corp. By analyzing AGNC Investment's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of AGNC Investment's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to AGNC Investment specific price patterns or momentum indicators. Please read more on our technical analysis page.
| 2023 | 2024 (projected) | PB Ratio | 0.73 | 0.89 | Capex To Depreciation | 2.7K | 2.4K |
AGNC Investment November 28, 2024 Technical Indicators
Most technical analysis of AGNC help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for AGNC from various momentum indicators to cycle indicators. When you analyze AGNC charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Risk Adjusted Performance | 0.1468 | |||
| Market Risk Adjusted Performance | 0.6735 | |||
| Mean Deviation | 0.3669 | |||
| Semi Deviation | 0.2407 | |||
| Downside Deviation | 0.4804 | |||
| Coefficient Of Variation | 503.2 | |||
| Standard Deviation | 0.4947 | |||
| Variance | 0.2447 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.073 | |||
| Total Risk Alpha | 0.0138 | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.6635 | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 1.06 | |||
| Downside Variance | 0.2308 | |||
| Semi Variance | 0.0579 | |||
| Expected Short fall | (0.42) | |||
| Skewness | 0.094 | |||
| Kurtosis | 0.9243 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AGNC Investment Corp. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Is Asset Management & Custody Banks space 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 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 (0.40) | Dividend Share 1.44 | Revenue Per Share 1.723 | Quarterly Revenue Growth (0.23) | Return On Assets 0.0145 |
The market value of AGNC Investment Corp is measured differently than its book value, which is the value of AGNC 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 if AGNC Investment is a good investment 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.