Annaly Capital Management Stock Z Score

NLY Stock  USD 21.84  0.23  1.06%   
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. Check out Annaly Capital Piotroski F Score and Annaly Capital Valuation analysis.
  
At this time, Annaly Capital's Additional Paid In Capital is fairly stable compared to the past year. Change In Working Capital is likely to rise to about 239.5 M in 2025, whereas Capital Surpluse is likely to drop slightly above 18.8 B in 2025. At this time, Annaly Capital's Non Operating Income Net Other is fairly stable compared to the past year. Tax Provision is likely to rise to about 16 M in 2025, whereas Selling General Administrative is likely to drop slightly above 142.5 M in 2025.

Annaly Capital Management Company Z Score Analysis

Annaly Capital'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 )

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 Annaly 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.
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0.05-0.09-0.830.130.750.070.61-0.170.880.030.060.640.9-0.08-0.620.730.720.02-0.03-0.020.220.75-0.670.73
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0.270.270.13-0.34-0.150.270.180.29-0.190.68-0.770.47-0.060.16-0.08-0.020.480.410.470.350.07-0.15-0.070.15
0.05-0.110.75-0.64-0.150.080.81-0.430.93-0.140.210.390.87-0.36-0.530.80.57-0.09-0.47-0.340.30.65-0.640.68
1.00.910.07-0.180.270.080.160.570.010.040.140.140.00.070.56-0.030.42-0.130.330.340.120.220.25-0.1
0.140.010.61-0.790.180.810.16-0.230.680.18-0.080.510.67-0.48-0.420.730.720.22-0.3-0.220.280.4-0.560.76
0.60.77-0.17-0.020.29-0.430.57-0.23-0.380.010.110.22-0.370.30.57-0.40.120.00.610.47-0.22-0.220.27-0.26
-0.01-0.180.88-0.71-0.190.930.010.68-0.38-0.250.320.450.93-0.26-0.590.780.56-0.18-0.34-0.260.270.77-0.690.69
0.050.080.03-0.180.68-0.140.040.180.01-0.25-0.890.24-0.020.18-0.210.180.380.780.130.1-0.11-0.33-0.110.3
0.140.10.060.1-0.770.210.14-0.080.110.32-0.89-0.240.1-0.190.31-0.08-0.26-0.7-0.14-0.15-0.030.360.08-0.2
0.150.160.64-0.750.470.390.140.510.220.450.24-0.240.520.06-0.420.440.730.280.220.32-0.050.35-0.480.58
-0.02-0.150.9-0.78-0.060.870.00.67-0.370.93-0.020.10.52-0.31-0.630.920.660.14-0.44-0.330.280.7-0.80.84
0.090.16-0.080.320.16-0.360.07-0.480.3-0.260.18-0.190.06-0.31-0.05-0.44-0.14-0.180.660.6-0.23-0.190.32-0.41
0.580.64-0.620.47-0.08-0.530.56-0.420.57-0.59-0.210.31-0.42-0.63-0.05-0.58-0.38-0.230.240.22-0.25-0.380.6-0.62
-0.04-0.140.73-0.76-0.020.8-0.030.73-0.40.780.18-0.080.440.92-0.44-0.580.670.43-0.62-0.480.270.49-0.830.93
0.410.340.72-0.880.480.570.420.720.120.560.38-0.260.730.66-0.14-0.380.670.390.010.020.180.54-0.530.76
-0.12-0.020.02-0.310.41-0.09-0.130.220.0-0.180.78-0.70.280.14-0.18-0.230.430.39-0.27-0.19-0.06-0.31-0.360.57
0.330.36-0.030.090.47-0.470.33-0.30.61-0.340.13-0.140.22-0.440.660.24-0.620.01-0.270.82-0.16-0.080.49-0.47
0.340.31-0.020.130.35-0.340.34-0.220.47-0.260.1-0.150.32-0.330.60.22-0.480.02-0.190.82-0.050.020.55-0.42
0.1-0.10.22-0.190.070.30.120.28-0.220.27-0.11-0.03-0.050.28-0.23-0.250.270.18-0.06-0.16-0.050.440.060.12
0.20.00.75-0.52-0.150.650.220.4-0.220.77-0.330.360.350.7-0.19-0.380.490.54-0.31-0.080.020.44-0.240.38
0.250.23-0.670.74-0.07-0.640.25-0.560.27-0.69-0.110.08-0.48-0.80.320.6-0.83-0.53-0.360.490.550.06-0.24-0.88
-0.11-0.150.73-0.870.150.68-0.10.76-0.260.690.3-0.20.580.84-0.41-0.620.930.760.57-0.47-0.420.120.38-0.88
Click cells to compare fundamentals
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores 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 highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
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 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.
202020212022202320242025 (projected)
Market Cap12.0B11.2B8.7B9.6B9.5B6.8B
Enterprise Value17.7B16.9B15.9B22.5B30.7B32.2B

Annaly Capital 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, 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.
Environmental
Governance
Social

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 high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Annaly Capital's value.
Shares
Balyasny Asset Management Llc2024-12-31
4.1 M
Bank Of New York Mellon Corp2024-12-31
M
Morgan Stanley - Brokerage Accounts2024-12-31
M
Charles Schwab Investment Management Inc2024-12-31
3.6 M
Brandywine Global Investment Mgmt Llc2024-12-31
3.4 M
Ubs Group Ag2024-12-31
M
Lsv Asset Management2024-12-31
2.5 M
Legal & General Group Plc2024-12-31
2.4 M
Amvescap Plc.2024-12-31
2.4 M
Blackrock Inc2024-12-31
62.8 M
Vanguard Group Inc2024-12-31
54.7 M

Annaly Fundamentals

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.

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Additional Tools for Annaly Stock Analysis

When running Annaly Capital's 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 the 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.