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NLY

Annaly Capital ManagementB
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
Q2 results were constructive: EAD exceeded the dividend for a ninth consecutive quarter, first-half economic return reached 6.9%, and the company increased the dividend to $0.75. Portfolio scale, securitization activity, liquidity, and financing capacity support the durability argument.
Posture
Constructive
Lead driver
Sentiment
What changed
1 setup hits (3d) with net bearish as of 2026-09-11.
What can break
CEO and CFO open-market sales in April and May are a secondary sentiment overhang, not evidence of operating deterioration. [#SEC-FORM4-2026-04-30] [#SEC-FORM4-2026-05-05]
Momentum
45
Value
62
Sentiment
64
Setup hits (3d)
1 · Net Bearish
AI TargetsBase $22.50 · Bull $25.00 · Bear $19.50Analysis 2026-07-23; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-08-17 • Vendor: Data Vendor v1
Scores
As of 2026-09-11 • Model: HYBRID_IC_RP
AI Memo
As of 2026-07-23 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-09-11

Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-09-11. Definitions

Supporting evidence
What
Grade B · Constructive
Confidence Medium · Net Bearish
Target $24.23
Why
Momentum45 · Δ7d +3.2
Value62 · Δ7d 0.0
Sentiment64 · Δ7d +2.4
So what
Strength-led posture (Net Bearish). Favor watchlist adds and disciplined entries.

Confirming evidence

  • • 1 setup hits (3d) with net bearish as of 2026-09-11.
  • • Sentiment remains the lead driver in the composite, 7D delta +2.4.

Contradictions & invalidation

  • • CEO and CFO open-market sales in April and May are a secondary sentiment overhang, not evidence of operating deterioration. [#SEC-FORM4-2026-04-30] [#SEC-FORM4-2026-05-05]
  • • Funding costs and leverage remain material sensitivities; GAAP leverage rose to 7.4x from 7.3x quarter over quarter. [#SEC-8K-2026-07-21]
  • • GAAP leverage increased to 7.4x, economic funding cost rose three basis points quarter over quarter, and management cited elevated macro uncertainty.

Catalyst clock

2026-07-21

Q2 2026 results showed EAD coverage and a dividend increase

Lead driver: Sentiment · See AI snapshot
Momentum
45
9% active weight
Current posture
7d trendImproving
Δ7d
+3.2
Δ21d
-3.2
Value
62
28% active weight
Current posture
7d trendFlat
Δ7d
0.0
Δ21d
+0.1
Sentiment
64
62% active weight
Current posture
7d trendImproving
Δ7d
+2.4
Δ21d
+6.9
Why this grade

Composite grade B. Momentum 45.1 / Value 61.5 / Sentiment 64.2

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-07-23. Scenario method

B+
Bull case
20%
Probability
Target price
$25.00
Analysis reference price unavailable
Analysis 2026-07-23 · RankAlpha Sentiment Codex
Most likely
B
Base case
50%
Probability
Target price
$22.50
Analysis reference price unavailable
Analysis 2026-07-23 · RankAlpha Sentiment Codex
B-
Bear case
30%
Probability
Target price
$19.50
Analysis reference price unavailable
Analysis 2026-07-23 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-08-17
Market Cap
$17.61B
Beta
1.30
Shares Out
753.71M
P/E (TTM)
10.5
P/S (TTM)
2.42
P/FCF (TTM)
69.28
Rev YoY
+34.9%
EPS YoY
+3210.0%
Gross Margin
+99.9%
Op Margin
+105.3%
Net Debt
$114.18B
Current Ratio
0.04
As of 2026-09-11 • Updated nightlySource: Internal modelMethods & Data