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NLY

Annaly Capital ManagementB
NYSE / Financial Services
Last Price
Quote time unavailable
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Current thesis
Q2 EAD exceeded the raised common dividend for the ninth consecutive quarter, while Annaly reported a 5.5% economic return. Sustained coverage and resilient book value could support a higher valuation.
Posture
Constructive
Lead driver
Value
What changed
Value remains the lead driver in the composite, 7D delta -0.3.
What can break
Mortgage-spread and interest-rate moves can affect portfolio value, hedge performance and funding economics; Q2 economic leverage was 5.6x. [#SEC-8K-2026-07-21]
Momentum
19
Value
62
Sentiment
56
Setup hits (3d)
0 · Net Neutral
AI TargetsBase $19.00 · Bull $22.00 · Bear $15.00Analysis 2026-10-10; returns require an exact persisted reference.
Data freshness
Prices
Unavailable: Price unavailable
Fundamentals
As of 2026-10-26 • Vendor: Data Vendor v1
Scores
As of 2026-10-26 • Model: HYBRID_IC_RP
AI Memo
As of 2026-10-10 • Model: RankAlpha Sentiment Codex
Investment thesis
As of 2026-10-26

Grade is the composite factor band; factor scores use a 0–100 scale. Confidence describes evidence quality, not a probability of return. Score date: 2026-10-26. Definitions

Supporting evidence
What
Grade B · Constructive
Confidence Medium · Net Neutral
Target $21.50
Why
Momentum19 · Δ7d +5.0
Value62 · Δ7d -0.3
Sentiment56 · Δ7d -2.7
So what
Strength-led posture (Net Neutral). Favor watchlist adds and disciplined entries.

Confirming evidence

  • • Value remains the lead driver in the composite, 7D delta -0.3.

Contradictions & invalidation

  • • Mortgage-spread and interest-rate moves can affect portfolio value, hedge performance and funding economics; Q2 economic leverage was 5.6x. [#SEC-8K-2026-07-21]
  • • Preferred redemption consumes $442.5 million of cash; its net common-share benefit depends on financing and reinvestment economics. [#8-K-2026-10-02] Company redemption notice
  • • The $0.79 Q2 EAD left only $0.04 per share of coverage over the $0.75 dividend.

Catalyst clock

2026-10-02

Completed Series I preferred redemption

Lead driver: Value · See fundamentals
Momentum
19
8% active weight
Current posture
7d trendImproving
Δ7d
+5.0
Δ21d
-3.6
Value
62
47% active weight
Current posture
7d trendFlat
Δ7d
-0.3
Δ21d
-9.5
Sentiment
56
45% active weight
Current posture
7d trendSoftening
Δ7d
-2.7
Δ21d
-30.7
Why this grade

Composite grade B. Momentum 19.4 / Value 62.0 / Sentiment 55.6

Scenario snapshot

Scenario probability is memo-authored likelihood, not forecast certainty. Targets belong to the analysis dated 2026-10-10. Scenario method

B+
Bull case
25%
Probability
Target price
$22.00
Analysis reference price unavailable
Analysis 2026-10-10 · RankAlpha Sentiment Codex
Most likely
B
Base case
50%
Probability
Target price
$19.00
Analysis reference price unavailable
Analysis 2026-10-10 · RankAlpha Sentiment Codex
B-
Bear case
25%
Probability
Target price
$15.00
Analysis reference price unavailable
Analysis 2026-10-10 · RankAlpha Sentiment Codex
Fundamentals (TTM)
As of 2026-10-26
Market Cap
$14.33B
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 2026-10-26 • Updated nightlySource: Internal modelMethods & Data