(AGNC) AGNC Investment - Overview
Exchange: NASDAQ •
Country: United States •
Currency: USD •
Type: Common Stock •
ISIN: US00123Q1040
Stock: Mortgage-Backed Securities, Agency Bonds, REIT
Total Rating 50
Risk 73
Buy Signal -0.41
EPS (Earnings per Share)
Revenue
Dividends
| Dividend Yield | 14.65% |
| Yield on Cost 5y | 17.20% |
| Yield CAGR 5y | 0.00% |
| Payout Consistency | 90.0% |
| Payout Ratio | 25.4% |
| Risk 5d forecast | |
|---|---|
| Volatility | 26.6% |
| Relative Tail Risk | 1.91% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.21 |
| Alpha | 22.01 |
| Character TTM | |
|---|---|
| Beta | 0.641 |
| Beta Downside | 0.789 |
| Drawdowns 3y | |
|---|---|
| Max DD | 34.45% |
| CAGR/Max DD | 0.45 |
Description: AGNC AGNC Investment January 07, 2026
AGNC Investment Corp. (NASDAQ: AGNC) is a mortgage-backed securities REIT that raises private capital to purchase U.S. residential mortgage pass-throughs and collateralized mortgage obligations (CMOs). The underlying principal and interest are guaranteed either by a government-sponsored enterprise (GSE) such as Fannie Mae or Freddie Mac, or by a U.S. government agency, allowing the REIT to qualify for tax-free status provided it distributes at least 90 % of taxable income to shareholders.
Key operating metrics as of the most recent filing (Q4 2023) show a dividend yield near 10 % with a quarterly distribution of $0.80 per share, a net asset value (NAV) of approximately $10.5 per share, and a portfolio weighted-average duration of about 5.5 years. The REIT’s performance is tightly linked to the Federal Reserve’s interest-rate policy and the spread between mortgage rates and Treasury yields-both of which drive net interest income and prepayment risk in the mortgage-backed securities market.
For a deeper, data-driven view of AGNC’s valuation dynamics, you may find ValueRay’s analytical dashboard useful.
Piotroski VR‑10 (Strict, 0-10) 3.0
| Net Income: 1.67b TTM > 0 and > 6% of Revenue |
| FCF/TA: 0.01 > 0.02 and ΔFCF/TA 0.55 > 1.0 |
| NWC/Revenue: -5043 % < 20% (prev -7942 %; Δ 2899 % < -1%) |
| CFO/TA 0.01 > 3% & CFO 604.0m > Net Income 1.67b |
| Net Debt (-450.0m) to EBITDA (4.52b): -0.10 < 3 |
| Current Ratio: 0.01 > 1.5 & < 3 |
| Outstanding Shares: last quarter (1.09b) vs 12m ago 23.47% < -2% |
| Gross Margin: 97.03% > 18% (prev 0.89%; Δ 9614 % > 0.5%) |
| Asset Turnover: 1.89% > 50% (prev 1.11%; Δ 0.78% > 0%) |
| Interest Coverage Ratio: 0.55 > 6 (EBITDA TTM 4.52b / Interest Expense TTM 2.85b) |
Altman Z'' -5.75
| A: -0.84 (Total Current Assets 602.0m - Total Current Liabilities 97.38b) / Total Assets 115.08b |
| B: -0.07 (Retained Earnings -8.52b / Total Assets 115.08b) |
| C: 0.02 (EBIT TTM 1.56b / Avg Total Assets 101.55b) |
| D: -0.09 (Book Value of Equity -8.84b / Total Liabilities 102.68b) |
| Altman-Z'' Score: -5.75 = D |
What is the price of AGNC shares?
As of February 05, 2026, the stock is trading at USD 11.51 with a total of 17,040,284 shares traded.
Over the past week, the price has changed by -3.27%, over one month by +5.03%, over three months by +16.82% and over the past year by +32.24%.
Over the past week, the price has changed by -3.27%, over one month by +5.03%, over three months by +16.82% and over the past year by +32.24%.
Is AGNC a buy, sell or hold?
AGNC Investment has received a consensus analysts rating of 3.93.
Therefore, it is recommended to buy AGNC.
- StrongBuy: 5
- Buy: 4
- Hold: 6
- Sell: 0
- StrongSell: 0
What are the forecasts/targets for the AGNC price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 11.8 | 2.3% |
| Analysts Target Price | 11.8 | 2.3% |
| ValueRay Target Price | 13.8 | 20% |
AGNC Fundamental Data Overview January 31, 2026
P/E Trailing = 7.7551
P/E Forward = 7.5245
P/S = 7.0265
P/B = 1.2707
P/EG = 17.55
Revenue TTM = 1.92b USD
EBIT TTM = 1.56b USD
EBITDA TTM = 4.52b USD
Long Term Debt = 58.0m USD (from longTermDebt, two quarters ago)
Short Term Debt = 94.95b USD (from shortTermDebt, two quarters ago)
Debt = 58.0m USD (from shortLongTermDebtTotal, two quarters ago)
Net Debt = -450.0m USD (from netDebt column, last quarter)
Enterprise Value = 12.08b USD (12.63b + Debt 58.0m - CCE 602.0m)
Interest Coverage Ratio = 0.55 (Ebit TTM 1.56b / Interest Expense TTM 2.85b)
EV/FCF = 20.00x (Enterprise Value 12.08b / FCF TTM 604.0m)
FCF Yield = 5.00% (FCF TTM 604.0m / Enterprise Value 12.08b)
FCF Margin = 31.47% (FCF TTM 604.0m / Revenue TTM 1.92b)
Net Margin = 87.02% (Net Income TTM 1.67b / Revenue TTM 1.92b)
Gross Margin = 97.03% ((Revenue TTM 1.92b - Cost of Revenue TTM 57.0m) / Revenue TTM)
Gross Margin QoQ = 100.0% (prev 97.43%)
Tobins Q-Ratio = 0.10 (Enterprise Value 12.08b / Total Assets 115.08b)
Interest Expense / Debt = 1272 % (Interest Expense 738.0m / Debt 58.0m)
Taxrate = 21.0% (US default 21%)
NOPAT = 1.23b (EBIT 1.56b * (1 - 21.00%))
Current Ratio = 0.01 (Total Current Assets 602.0m / Total Current Liabilities 97.38b)
Debt / Equity = 0.00 (Debt 58.0m / totalStockholderEquity, last quarter 12.39b)
Debt / EBITDA = -0.10 (Net Debt -450.0m / EBITDA 4.52b)
Debt / FCF = -0.75 (Net Debt -450.0m / FCF TTM 604.0m)
Total Stockholder Equity = 11.06b (last 4 quarters mean from totalStockholderEquity)
RoA = 1.64% (Net Income 1.67b / Total Assets 115.08b)
RoE = 15.10% (Net Income TTM 1.67b / Total Stockholder Equity 11.06b)
RoCE = 14.04% (EBIT 1.56b / Capital Employed (Equity 11.06b + L.T.Debt 58.0m))
RoIC = 13.82% (NOPAT 1.23b / Invested Capital 8.93b)
WACC = 8.24% (E(12.63b)/V(12.68b) * Re(8.28%) + (debt cost/tax rate unavailable))
Discount Rate = 8.28% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: 100.0 | Cagr: 25.56%
[DCF Debug] Terminal Value 69.12% ; FCFF base≈604.0m ; Y1≈396.5m ; Y5≈180.9m
Fair Price DCF = 3.47 (EV 3.39b - Net Debt -450.0m = Equity 3.84b / Shares 1.11b; r=8.24% [WACC]; 5y FCF grow -40.0% → 2.90% )
[DCF Warning] FCF declining rapidly (-40.0%), DCF may be unreliable
EPS Correlation: -96.04 | EPS CAGR: -17.50% | SUE: -0.66 | # QB: 0
Revenue Correlation: 54.17 | Revenue CAGR: 155.1% | SUE: 0.65 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.36 | Chg30d=-0.024 | Revisions Net=-1 | Analysts=12
EPS current Year (2026-12-31): EPS=1.52 | Chg30d=-0.069 | Revisions Net=+3 | Growth EPS=+1.0% | Growth Revenue=+146.7%
EPS next Year (2027-12-31): EPS=1.50 | Chg30d=-0.053 | Revisions Net=+1 | Growth EPS=-1.0% | Growth Revenue=+0.4%
P/E Forward = 7.5245
P/S = 7.0265
P/B = 1.2707
P/EG = 17.55
Revenue TTM = 1.92b USD
EBIT TTM = 1.56b USD
EBITDA TTM = 4.52b USD
Long Term Debt = 58.0m USD (from longTermDebt, two quarters ago)
Short Term Debt = 94.95b USD (from shortTermDebt, two quarters ago)
Debt = 58.0m USD (from shortLongTermDebtTotal, two quarters ago)
Net Debt = -450.0m USD (from netDebt column, last quarter)
Enterprise Value = 12.08b USD (12.63b + Debt 58.0m - CCE 602.0m)
Interest Coverage Ratio = 0.55 (Ebit TTM 1.56b / Interest Expense TTM 2.85b)
EV/FCF = 20.00x (Enterprise Value 12.08b / FCF TTM 604.0m)
FCF Yield = 5.00% (FCF TTM 604.0m / Enterprise Value 12.08b)
FCF Margin = 31.47% (FCF TTM 604.0m / Revenue TTM 1.92b)
Net Margin = 87.02% (Net Income TTM 1.67b / Revenue TTM 1.92b)
Gross Margin = 97.03% ((Revenue TTM 1.92b - Cost of Revenue TTM 57.0m) / Revenue TTM)
Gross Margin QoQ = 100.0% (prev 97.43%)
Tobins Q-Ratio = 0.10 (Enterprise Value 12.08b / Total Assets 115.08b)
Interest Expense / Debt = 1272 % (Interest Expense 738.0m / Debt 58.0m)
Taxrate = 21.0% (US default 21%)
NOPAT = 1.23b (EBIT 1.56b * (1 - 21.00%))
Current Ratio = 0.01 (Total Current Assets 602.0m / Total Current Liabilities 97.38b)
Debt / Equity = 0.00 (Debt 58.0m / totalStockholderEquity, last quarter 12.39b)
Debt / EBITDA = -0.10 (Net Debt -450.0m / EBITDA 4.52b)
Debt / FCF = -0.75 (Net Debt -450.0m / FCF TTM 604.0m)
Total Stockholder Equity = 11.06b (last 4 quarters mean from totalStockholderEquity)
RoA = 1.64% (Net Income 1.67b / Total Assets 115.08b)
RoE = 15.10% (Net Income TTM 1.67b / Total Stockholder Equity 11.06b)
RoCE = 14.04% (EBIT 1.56b / Capital Employed (Equity 11.06b + L.T.Debt 58.0m))
RoIC = 13.82% (NOPAT 1.23b / Invested Capital 8.93b)
WACC = 8.24% (E(12.63b)/V(12.68b) * Re(8.28%) + (debt cost/tax rate unavailable))
Discount Rate = 8.28% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: 100.0 | Cagr: 25.56%
[DCF Debug] Terminal Value 69.12% ; FCFF base≈604.0m ; Y1≈396.5m ; Y5≈180.9m
Fair Price DCF = 3.47 (EV 3.39b - Net Debt -450.0m = Equity 3.84b / Shares 1.11b; r=8.24% [WACC]; 5y FCF grow -40.0% → 2.90% )
[DCF Warning] FCF declining rapidly (-40.0%), DCF may be unreliable
EPS Correlation: -96.04 | EPS CAGR: -17.50% | SUE: -0.66 | # QB: 0
Revenue Correlation: 54.17 | Revenue CAGR: 155.1% | SUE: 0.65 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.36 | Chg30d=-0.024 | Revisions Net=-1 | Analysts=12
EPS current Year (2026-12-31): EPS=1.52 | Chg30d=-0.069 | Revisions Net=+3 | Growth EPS=+1.0% | Growth Revenue=+146.7%
EPS next Year (2027-12-31): EPS=1.50 | Chg30d=-0.053 | Revisions Net=+1 | Growth EPS=-1.0% | Growth Revenue=+0.4%