Factor Report

Data as of market close on 5/20/2022.

Validea's factor report analyzes any stock using the major investing factors, including value, quality, momentum, and low volatility.
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Latest Close: $6.32 Market Cap ($ mil): $9,866 Sector: Financial Industry: Misc. Financial Services 52 Week High: $9.64 52 Week Low: $6.18 Relative Strength: 40 Twelve Minus One Return: -27.3% Standard Deviation: 38.8%
PE Ratio: 3.6 Price/Sales: 3.1 Price/Book: 0.9 Price/Cash Flow: 3.8 EV/EBITDA: 25.72 Yield: 13.92% Shareholder Yield: 23.00% F Score: 6 G Score: 5
Return on Equity: 22.8% Return on Assets: 3.3% Return on Tangible Capital: N/A Return on Invested Capital: 15.0% WACC: 1.4% Debt/Equity: 5.34 LT EPS Growth: 1.6% LT Sales Growth: 5.4% Beta: 1.14
Annaly Capital Management, Inc. is a diversified capital manager with investment strategies across mortgage finance and corporate middle market lending. The Company owns a portfolio of real estate related investments, including mortgage pass-through certificates, collateralized mortgage obligations, credit risk transfer securities, other securities. The Company operates three investment groups, including Annaly Agency Group, Annaly Residential Credit Group and Annaly Middle Market Lending Group. Annaly Agency Group Invests in agency mortgage-backed securities (mbs) collateralized by residential mortgages. Annaly Residential Credit Group invests in non-agency residential mortgage assets within securitized product and whole loan markets. Annaly Middle Market Lending Group provides financing to private equity backed middle market businesses, focusing primarily on senior debt within select industries.

Factor Profile

NLY's exposure to the major factors (100 is highest).

Comparable Stocks

Stocks with the closest factor profiles to NLY.

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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.