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
1.09
Sharpe Ratio
0.15
Expected Return
0.17
Please note that although AGNC Investment alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, AGNC Investment did 0.22  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of AGNC Investment Corp stock's relative risk over its benchmark. AGNC Investment Corp has a beta of 0.62  . As returns on the market increase, AGNC Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGNC Investment is expected to be smaller as well. At present, AGNC Investment's Price Fair Value is projected to slightly decrease based on the last few years of reporting.

Enterprise Value

5.41 Billion

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.
  
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.

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.
α0.22   β0.62

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 Ratio0.740.89
Capex To Depreciation2.7K2.4K

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
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22nd of July 2024
Next Financial Report
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31st of March 2024
Next Fiscal Quarter End
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27th of January 2025
Next Fiscal Year End
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31st of December 2023
Last Quarter Report
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31st of December 2023
Last Financial Announcement
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Build Portfolio with AGNC Investment

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether AGNC Investment Corp is a strong investment it is important to analyze AGNC Investment's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AGNC Investment's future performance. For an informed investment choice regarding AGNC Stock, refer to the following important reports:
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.
A focus of AGNC Investment technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of AGNC Investment trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...