Annaly Capital (Brazil) Performance
| N2LY34 Stock | 115.32 2.24 1.98% |
On a scale of 0 to 100, Annaly Capital holds a performance score of 10. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Annaly Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Annaly Capital is expected to be smaller as well. Please check Annaly Capital's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Annaly Capital's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Annaly Capital Management, are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak essential indicators, Annaly Capital sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Annaly Capital Relative Risk vs. Return Landscape
If you would invest 10,358 in Annaly Capital Management, on October 6, 2024 and sell it today you would earn a total of 1,174 from holding Annaly Capital Management, or generate 11.33% return on investment over 90 days. Annaly Capital Management, is generating 0.2389% of daily returns and assumes 1.7564% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Annaly, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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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 = 0.136
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Estimated Market Risk
| 1.76 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Annaly Capital is performing at about 10% 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.
Things to note about Annaly Capital Manag performance evaluation
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 Manag help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Annaly Capital's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Annaly Capital's stock performance include:- Analyzing Annaly Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Annaly Capital's stock is overvalued or undervalued compared to its peers.
- Examining Annaly Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Annaly Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Annaly Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Annaly Capital's stock. These opinions can provide insight into Annaly Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary 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.
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