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AGNC

🏠 Real Estate

AGNC Investment Corp.

Conservative #14Aggressive #166Low RiskModerate 70
$11.29-0.18%
Day High$11.39
Day Low$11.13
Volume18.9M
Mkt Cap$12.1B
52W Low $852W High $12
Market Cap
$12.3B
P/E Ratio
7.5
Sector avg: 68.2
Rev Growth
-60.8%
Sector avg: 14869.7%
Earnings Growth
93.5%
Profit Margin
87.0%
Sector avg: 5.3%
Debt/Equity
8.21

Why This Score

AGNC scores 80.2 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths
  • Strong profitability: ROE of 15.1% exceeds the 15% quality threshold.
  • High net margin of 87.0%, indicating pricing power and operational efficiency.
  • Attractively valued at 7.5x earnings, below the market average.
  • Low volatility (4.4% annualized) — well-suited for risk-averse portfolios.
  • Positive but moderate momentum (26%) — steady appreciation without overheating.
Risk Factors
  • Elevated leverage (D/E 8.21) increases financial risk in a rising-rate environment.

Minor adjustments (-0.1 points) applied. AGNC's rank of #14 primarily reflects its factor profile relative to the conservative weight vector.

Score Breakdown

Overall Score80.2
Fundamental Score73.2
ML Score89.0

Score by Horizon

3 Month
52.6
6 Month
58.8
Primary
1 Year
61.8

Quality Assessment

F
Earnings Grade
Weak fundamentals or significant quality concerns
Quality Flags
Low FCF/NI ratio (0.09) with 87.0% net margin — reported earnings may not be cash-backed
False stability: 0.044 vol with only -60.8% revenue growth — stagnation, not safety (declining revenue overrides sector exemption)
Extreme leverage: D/E ratio of 8.2x — balance sheet risk

Position Sizing

Suggested Allocation
5%
Confidence
high

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
100
Advancing
Sentiment (2.5%)
52
Neutral
Analyst (6.4%)
57
Neutral
Tradability (post-hoc)
96
Grade A
Base
76.3
SHAP
+3.7
Factors
+0.3
Divergence
-0.1
Final
80.2
Positive adjustment
Negative adjustment
Base blend
Final score

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)55.0
Technical (Momentum, Weinstein, Volatility)86.0
External (Sentiment, Analyst, Macro)77.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
-9.1% to -1.8%
Medium-term
-12.9% to -2.2%
Long-term
-16.8% to -2.6%

ML Model Core Features100 trained inputs → ML Score: 89

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score57.1/100
Target Upside+2.2%
Coverage35 analysts
Market Sentiment
Sentiment Score52.2/100
News Volume1 articles
Technical Stage
Weinstein Stage2 — Advancing
12M Momentum+0.3%
6M Momentum+0.2%
Volatility+0.0%
Momentum & Technical
Momentum Acceleration+1.3%
Momentum ConsistencyStrong (0.95)
Relative Strength vs Sector+22.6%
Trend Strength (ADX Proxy)Strong (5.0)
Momentum Quality+0.243
Momentum BreadthBroad ✓
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
31%
High risk — cheap + stagnating
Sector RevGr Rank
P4
Revenue growth vs Real Estate peers
Sector PE Rank
P67
Valuation vs Real Estate peers
Sector FCF Rank
P48
Free cash flow vs Real Estate peers
Growth Deviation
-0.0σ
Z-score vs sector median
Stagnation Flag
YES
Below-sector growth + cheap PE
Value trap warning: This stock scores in the top quartile for value trap risk. The combination of below-sector-median revenue growth, low PE, and high free cash flow yield suggests the market is pricing in stagnation. The ML model's sector-relative features (trained on 30 years of data) reduce this stock's score accordingly.

Analysis Signals

Scoring Factors
Fundamental score of 62 relative to sector peers62/100
Machine learning model ranks this stock at the 62th percentileP62
ML model weight reduced to 9% due to macro conditions: market in extended rally phase; yield curve inverted (recession indicator); late-cycle economic indicators detected9% ML weight
SHAP feature alignment: +4.3pt (features align with model priorities)
Blend: 91% fund (61.7) + 9% ML (61.7) + SHAP(+4.3) = 66.0
Factor quality: +0.4pt (multi-factor composite)
Risk assessment: low. Annualized volatility 4.4%. Stability bonus of +12.0 pointsLow
Market cap adjustment: +2.0 points ($12.3B market cap)+2.0 pts
Risk Factors
Earnings quality grade F: assessed. Score adjusted by -30 pointsGrade F
Quality concern: Non-operating loss: operating margin (235.8%) exceeds net margin (87.0%) by 149pp — possible write-down; Earnings/revenue growth ratio of Infinityx — earnings quality suspect; Low FCF/NI ratio (0.09) with 87.0% net margin — reported earnings may not be cash-backedFlag

Sector Peer Comparison(Real Estate — Rank #1 of 28 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
AGNC80.27.5-60.8%87.0%$12.3B
SBAC76.325.3-1.2%28.0%$21.4B
GLPI75.116.66.3%51.2%$13.1B
REG73.627.16.9%34.0%$14.2B
HST71.018.87.0%12.3%$13.9B
LAMR70.531.04.6%16.4%$13.3B
SBRA69.231.510.2%20.1%$5.1B
ADAM64.74.912.0%19.9%$735M
LAND64.240.1-5.7%14.5%$407M
EQIX61.969.45.4%14.6%$94.0B
PECO57.644.110.7%15.3%$4.9B
DRH55.131.95.1%5.7%$2.0B
RMR53.311.8-22.0%3.5%$526M
GOOD52.430.78.0%12.0%$607M
FISV47.79.47.1%15.3%$32.3B
EXPI44.7N/A6.9%-0.4%$1.2B
Sector Average47.468.214869.7%5.3%

Market Sentimentvia FMP

Analyst Consensus
Hold35 analysts
Buy: 13Hold: 19Sell: 3
Price Target
$12consensus
Low $10Median $12High $13
+1.9% to consensus target

Company Overviewvia FMP

AGNC Investment Corp. operates as a real estate investment trust (REIT) in the United States. The company invests in residential mortgage pass-through securities and collateralized mortgage obligations for which the principal and interest payments are guaranteed by the United States government-sponsored enterprise or by the United States government agency. It funds its investments primarily through collateralized borrowings structured as repurchase agreements. The company has elected to be taxed as a REIT under the Internal Revenue Code of 1986 and would not be subject to federal corporate income taxes, if it distributes at least 90% of its taxable income to its stockholders. The company was formerly known as American Capital Agency Corp. and changed its name to AGNC Investment Corp. in September 2016. AGNC Investment Corp. was incorporated in 2008 and is headquartered in Bethesda, Maryland.

CEO
Peter J. Federico
Employees
53
Beta
1.35
Industry
REIT - Mortgage
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
40.0
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-7.4%
High: $12.19
From 52W Low
+43.8%
Low: $7.85
Moving Averages
10-Day
$11.30
Below
20-Day
$11.40
Below
50-Day
$11.20
Above
200-Day
$10.10
Above
60-Day Support
$10.28
60-Day Resistance
$12.19
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 — AdvancingScore: 70/100

Stock is in an uptrend above the 200-day moving average. This is the stage where institutional accumulation typically occurs. The 50-day SMA provides support.

Favorable technical position; 50-day SMA acts as support
Price vs 200 SMA
+11.8%
200 SMA Slope (60d)
+4.86%
Rising
Volume Ratio
1.17x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%

Financial Statementslast 4 quarters via FMP

MetricQ4 2025Q3 2025Q2 2025Q1 2025
Revenue$1.3B$779M$289M$-407M
Gross Profit$1.3B$779M$289M$-407M
Operating Income$1.7B$1.6B$531M$748M
Net Income$954M$806M$-140M$50M
EPS (Diluted)$0.89$0.72$-0.17$0.02
Gross Margin100.0%100.0%100.0%N/A
Operating Margin134.5%199.5%183.7%N/A
Net Margin75.8%103.5%-48.4%N/A

Why This Stock

Real EstateP/E ratio of 7.5Profit margin 87.0%

Tradability FilterGrade A — 96/100Score impact: +2.4pt

Volume
100
20.3M avg/day
Dollar Vol
100
$229M/day
Float
100
1.1B shares
Mkt Cap
81
$12.3B
Range
88
55% spread
Composite Liquidity Score96/100
FDCBA

Multi-Year Range Analysis

Sideways: 15/100
YearLowHighRangeStatus
2021$14.42$18.8426.6%Moderate
2022$7.30$15.6672.8%Wide
2023$6.81$12.2557.1%Wide
2024$8.92$10.8519.5%Narrow
2025$7.85$10.9332.8%Moderate
3-Year Range
57.1%
Narrow Years
2 / 5
Sideways Penalty
None

Growth Projection Adjustment

0.21x dampening
severe revenue declinestagnation flag

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
99.3%
Outstanding Shares
1.1B
Bid-Ask Spread
55.0%
Institutional Tradable
Yes

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.