FactorPad
Build a Better Process

Stock Risk Measures for Annaly Capital Management In

A quantitative factor review as of June 30, 2021.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
face pic by Paul Alan Davis, CFA
Updated: July 06, 2021
See how we arrive at an overall risk score of 17 for NLY below.

/ factorpad.com / stocks / f91pqw.html


An ad-free and cookie-free website.


NLY Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Annaly Capital Management In. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how NLY stock compares to 2,000+ US-based stocks, and to peers in the Finance and Insurance sector and Other Financial Vehicles industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo Annaly is a leading diversified capital manager that invests in and finances residential and commercial assets. Annaly's principal business objective is to generate net income for distribution to its stockholders and to optimize its returns through prudent management of its diversified investment strategies. Annaly is internally managed and has elected to be taxed as a real estate investment trust, or REIT, for federal income tax purposes.

Identity

Sector and Industry

Share Data

Shares

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

/ factorpad.com / stocks / f91pqw.html


NLY stock risk
ANNALY CAPITAL MANAGEMENT IN stock beta
NLY risk report
NLY f91pqw
NLY risk analysis
NLY volatility
ANNALY CAPITAL MANAGEMENT IN credit risk
NLY liquidity risk
NLY leverage
NLY valuation
NLY systematic risk
NLY specific risk
ANNALY CAPITAL MANAGEMENT IN volatility
NLY analysis
NLY financial ratio

A newly-updated free resource. Connect and refer a friend today.