ANNALY CAPMGMT (Germany) Market Value
| AAYA Stock | 19.92 0.02 0.10% |
| Symbol | ANNALY |
Please note, there is a significant difference between ANNALY CAPMGMT's value and its price as these two are different measures arrived at by different means. Investors typically determine if ANNALY CAPMGMT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ANNALY CAPMGMT'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 CAPMGMT '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 CAPMGMT'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 CAPMGMT.
| 12/28/2024 |
| 03/28/2025 |
If you would invest 0.00 in ANNALY CAPMGMT on December 28, 2024 and sell it all today you would earn a total of 0.00 from holding ANNALY CAPMGMT DL or generate 0.0% return on investment in ANNALY CAPMGMT over 90 days. ANNALY CAPMGMT is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
ANNALY CAPMGMT 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 CAPMGMT'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 CAPMGMT DL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.37 | |||
| Information Ratio | 0.1276 | |||
| Maximum Drawdown | 7.97 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.19 |
ANNALY CAPMGMT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANNALY CAPMGMT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ANNALY CAPMGMT's standard deviation. In reality, there are many statistical measures that can use ANNALY CAPMGMT historical prices to predict the future ANNALY CAPMGMT's volatility.| Risk Adjusted Performance | 0.1014 | |||
| Jensen Alpha | 0.1645 | |||
| Total Risk Alpha | 0.2028 | |||
| Sortino Ratio | 0.1347 | |||
| Treynor Ratio | 0.6358 |
ANNALY CAPMGMT DL Backtested Returns
ANNALY CAPMGMT appears to be very steady, given 3 months investment horizon. ANNALY CAPMGMT DL secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for ANNALY CAPMGMT DL, which you can use to evaluate the volatility of the firm. Please makes use of ANNALY CAPMGMT's Semi Deviation of 1.19, mean deviation of 1.12, and Risk Adjusted Performance of 0.1014 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ANNALY CAPMGMT holds a performance score of 11. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ANNALY CAPMGMT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ANNALY CAPMGMT is expected to be smaller as well. Please check ANNALY CAPMGMT's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether ANNALY CAPMGMT's price patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
ANNALY CAPMGMT DL has poor reverse predictability. Overlapping area represents the amount of predictability between ANNALY CAPMGMT time series from 28th of December 2024 to 11th of February 2025 and 11th of February 2025 to 28th of March 2025. 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 CAPMGMT DL price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current ANNALY CAPMGMT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
ANNALY CAPMGMT DL lagged returns against current returns
Autocorrelation, which is ANNALY CAPMGMT 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 CAPMGMT's stock expected returns. We can calculate the autocorrelation of ANNALY CAPMGMT returns to help us make a trade decision. For example, suppose you find that ANNALY CAPMGMT 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ANNALY CAPMGMT 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 CAPMGMT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ANNALY CAPMGMT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ANNALY CAPMGMT stock over time.
Current vs Lagged Prices |
| Timeline |
ANNALY CAPMGMT Lagged Returns
When evaluating ANNALY CAPMGMT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ANNALY CAPMGMT stock have on its future price. ANNALY CAPMGMT 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 CAPMGMT autocorrelation shows the relationship between ANNALY CAPMGMT stock current value and its past values and can show if there is a momentum factor associated with investing in ANNALY CAPMGMT DL.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ANNALY Stock
ANNALY CAPMGMT financial ratios help investors to determine whether ANNALY Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ANNALY with respect to the benefits of owning ANNALY CAPMGMT security.