Agnc Investment Corp Stock Alpha and Beta Analysis
| AGNC Stock | USD 10.24 0.20 1.99% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AGNC Investment Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in AGNC Investment over a specified time horizon. Remember, high AGNC Investment's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to AGNC Investment's market risk premium analysis include:
Beta 0.63 | Alpha 0.22 | Risk 1.08 | Sharpe Ratio 0.15 | Expected Return 0.16 |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
AGNC |
AGNC Investment Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AGNC Investment market risk premium is the additional return an investor will receive from holding AGNC Investment long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in AGNC Investment. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate AGNC Investment's performance over market.| α | 0.22 | β | 0.62 |
AGNC Investment expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of AGNC Investment's Buy-and-hold return. Our buy-and-hold chart shows how AGNC Investment performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AGNC Investment Market Price Analysis
Market price analysis indicators help investors to evaluate how AGNC Investment stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AGNC Investment shares will generate the highest return on investment. By understating and applying AGNC Investment stock market price indicators, traders can identify AGNC Investment position entry and exit signals to maximize returns.
AGNC Investment Return and Market Media
The median price of AGNC Investment for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 9.56 with a coefficient of variation of 5.42. The daily time series for the period is distributed with a sample standard deviation of 0.52, arithmetic mean of 9.65, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Fisk John D of 16533 shares of AGNC Investment subject to Rule 16b-3 | 12/24/2024 |
2 | Disposition of 5400 shares by Mullings Paul E of AGNC Investment at 9.4 subject to Rule 16b-3 | 01/08/2025 |
| AGNC Investment dividend paid on 10th of January 2025 | 01/10/2025 |
3 | Acquisition by Kenneth Pollack of 58388 shares of AGNC Investment subject to Rule 16b-3 | 01/22/2025 |
4 | AGNC Investment Corp. Stock Position Raised by Magnus Financial Group LLC | 01/23/2025 |
5 | AGNC Investment Trading 0.7 percent Higher Still a Buy | 01/31/2025 |
| AGNC Investment dividend paid on 11th of February 2025 | 02/11/2025 |
6 | AGNC Investment Corp. Announces 0.12 Feb 25 Dividend | 02/13/2025 |
7 | Disposition of 2600 shares by Bernice Bell of AGNC Investment at 9.9 subject to Rule 16b-3 | 02/14/2025 |
8 | Disposition of 44368 shares by Bernice Bell of AGNC Investment at 9.63 subject to Rule 16b-3 | 02/21/2025 |
9 | Should You Buy AGNC Investment Stock While Its Below 11 | 02/24/2025 |
10 | Disposition of 10000 shares by Bernice Bell of AGNC Investment at 10.57 subject to Rule 16b-3 | 02/26/2025 |
11 | Starwood Property Q4 Earnings Top Estimates, Book Value Declines YY | 02/28/2025 |
12 | Is AGNC Investment a Buy as Wall Street Analysts Look Optimistic | 03/04/2025 |
| AGNC Investment dividend paid on 11th of March 2025 | 03/11/2025 |
14 | Why This 14-Yielding Dividend Stock May Perform Well in a Recession | 03/13/2025 |
About AGNC Investment Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including AGNC or other stocks. Alpha measures the amount that position in AGNC Investment Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2024 | 2025 (projected) | PB Ratio | 0.74 | 0.89 | Capex To Depreciation | 2.7K | 2.4K |
AGNC Investment Upcoming Company Events
As portrayed in its financial statements, the presentation of AGNC Investment's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AGNC Investment's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AGNC Investment's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AGNC Investment. Please utilize our Beneish M Score to check the likelihood of AGNC Investment's management manipulating its earnings.
| 22nd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 27th of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with AGNC Investment
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out AGNC Investment Backtesting, AGNC Investment Valuation, AGNC Investment Correlation, AGNC Investment Hype Analysis, AGNC Investment Volatility, AGNC Investment History and analyze AGNC Investment Performance. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.