(AGNC) AGNC Investment - Ratings and Ratios
Mortgage-Backed Securities, Agency Debt, REIT Shares
Dividends
| Dividend Yield | 13.95% |
| Yield on Cost 5y | 18.20% |
| Yield CAGR 5y | -1.98% |
| Payout Consistency | 89.7% |
| Payout Ratio | 31.2% |
| Risk via 10d forecast | |
|---|---|
| Volatility | 20.0% |
| Value at Risk 5%th | 33.9% |
| Relative Tail Risk | 3.08% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.96 |
| Alpha | 13.87 |
| CAGR/Max DD | 0.46 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.612 |
| Beta | 0.647 |
| Beta Downside | 0.817 |
| Drawdowns 3y | |
|---|---|
| Max DD | 36.66% |
| Mean DD | 7.99% |
| Median DD | 6.98% |
Description: AGNC AGNC Investment November 04, 2025
AGNC Investment Corp. (NASDAQ:AGNC) raises private capital to fund the U.S. housing market by purchasing residential mortgage-backed securities (RMBS) and collateralized mortgage obligations (CMOs) that carry principal and interest guarantees from U.S. government-sponsored enterprises (GSEs) or federal agencies.
Because AGNC is structured as a real-estate investment trust (REIT), it generally avoids federal and state corporate income taxes provided it distributes at least 90 % of its taxable earnings to shareholders each year.
The company was incorporated in 2008, rebranded from American Capital Agency Corp. in September 2016, and is headquartered in Bethesda, Maryland.
Key market drivers to watch: • AGNC’s dividend yield has hovered around 7-8 % in 2024, but is highly sensitive to changes in the 10-year Treasury rate, which influences the net interest margin on its mortgage portfolio. • The REIT’s weighted-average coupon (WAC) on assets is roughly 3.5 % as of Q3 2024, a figure that compresses when short-term rates rise faster than long-term rates. • Fed policy and the pace of mortgage-rate normalization are the primary macro variables that affect both credit risk and the REIT’s earnings volatility.
For a deeper, data-driven look at how AGNC’s valuation metrics compare to peers and the broader mortgage-REIT sector, you may find ValueRay’s analytical dashboards worth exploring.
Piotroski VR‑10 (Strict, 0-10) 4.0
| Net Income (838.0m TTM) > 0 and > 6% of Revenue (6% = 54.4m TTM) |
| FCFTA 0.01 (>2.0%) and ΔFCFTA 0.58pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue -10.5k% (prev -2559 %; Δ -7974 pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.01 (>3.0%) and CFO 604.0m <= Net Income 838.0m (YES >=105%, WARN >=100%) |
| Net Debt (-392.0m) to EBITDA (3.83b) ratio: -0.10 <= 3.0 (WARN <= 3.5) |
| Current Ratio 0.02 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (1.06b) change vs 12m ago 30.43% (target <= -2.0% for YES) |
| Gross Margin 90.84% (prev 79.73%; Δ 11.11pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 0.91% (prev 2.72%; Δ -1.81pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 0.55 (EBITDA TTM 3.83b / Interest Expense TTM 2.85b) >= 6 (WARN >= 3) |
Altman Z'' -6.01
| (A) -0.88 = (Total Current Assets 1.95b - Total Current Liabilities 97.38b) / Total Assets 108.97b |
| (B) -0.08 = Retained Earnings (Balance) -9.04b / Total Assets 108.97b |
| (C) 0.02 = EBIT TTM 1.56b / Avg Total Assets 99.28b |
| (D) -0.10 = Book Value of Equity -9.42b / Total Liabilities 97.53b |
| Total Rating: -6.01 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 67.22
| 1. Piotroski 4.0pt |
| 2. FCF Yield 5.58% |
| 3. FCF Margin 66.67% |
| 4. Debt/Equity 0.01 |
| 5. Debt/Ebitda -0.10 |
| 6. ROIC - WACC (= 5.75)% |
| 7. RoE 8.06% |
| 8. Rev. Trend -2.95% |
| 9. EPS Trend -94.04% |
What is the price of AGNC shares?
Over the past week, the price has changed by -2.82%, over one month by +2.34%, over three months by +5.07% and over the past year by +25.63%.
Is AGNC a buy, sell or hold?
- Strong Buy: 5
- Buy: 4
- Hold: 6
- Sell: 0
- Strong Sell: 0
What are the forecasts/targets for the AGNC price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 10.2 | -1.6% |
| Analysts Target Price | 10.2 | -1.6% |
| ValueRay Target Price | 12.3 | 18.7% |
AGNC Fundamental Data Overview December 02, 2025
P/E Trailing = 15.6119
P/E Forward = 6.5574
P/S = 11.7371
P/B = 1.1875
P/EG = 17.55
Beta = 1.355
Revenue TTM = 906.0m USD
EBIT TTM = 1.56b USD
EBITDA TTM = 3.83b USD
Long Term Debt = 58.0m USD (from longTermDebt, last quarter)
Short Term Debt = 94.95b USD (from shortTermDebt, last quarter)
Debt = 58.0m USD (from shortLongTermDebtTotal, last quarter)
Net Debt = -392.0m USD (from netDebt column, last quarter)
Enterprise Value = 10.83b USD (11.22b + Debt 58.0m - CCE 450.0m)
Interest Coverage Ratio = 0.55 (Ebit TTM 1.56b / Interest Expense TTM 2.85b)
FCF Yield = 5.58% (FCF TTM 604.0m / Enterprise Value 10.83b)
FCF Margin = 66.67% (FCF TTM 604.0m / Revenue TTM 906.0m)
Net Margin = 92.49% (Net Income TTM 838.0m / Revenue TTM 906.0m)
Gross Margin = 90.84% ((Revenue TTM 906.0m - Cost of Revenue TTM 83.0m) / Revenue TTM)
Gross Margin QoQ = 97.46% (prev none%)
Tobins Q-Ratio = 0.10 (Enterprise Value 10.83b / Total Assets 108.97b)
Interest Expense / Debt = 1302 % (Interest Expense 755.0m / Debt 58.0m)
Taxrate = 21.0% (US default 21%)
NOPAT = 1.23b (EBIT 1.56b * (1 - 21.00%))
Current Ratio = 0.02 (Total Current Assets 1.95b / Total Current Liabilities 97.38b)
Debt / Equity = 0.01 (Debt 58.0m / totalStockholderEquity, last quarter 11.44b)
Debt / EBITDA = -0.10 (Net Debt -392.0m / EBITDA 3.83b)
Debt / FCF = -0.65 (Net Debt -392.0m / FCF TTM 604.0m)
Total Stockholder Equity = 10.40b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.77% (Net Income 838.0m / Total Assets 108.97b)
RoE = 8.06% (Net Income TTM 838.0m / Total Stockholder Equity 10.40b)
RoCE = 14.93% (EBIT 1.56b / Capital Employed (Equity 10.40b + L.T.Debt 58.0m))
RoIC = 14.11% (NOPAT 1.23b / Invested Capital 8.74b)
WACC = 8.36% (E(11.22b)/V(11.28b) * Re(8.40%) + (debt cost/tax rate unavailable))
Discount Rate = 8.40% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: 100.0 | Cagr: 23.36%
[DCF Debug] Terminal Value 68.87% ; FCFE base≈604.0m ; Y1≈396.6m ; Y5≈181.3m
Fair Price DCF = 3.13 (DCF Value 3.36b / Shares Outstanding 1.07b; 5y FCF grow -40.0% → 3.0% )
EPS Correlation: -94.04 | EPS CAGR: -18.39% | SUE: -1.08 | # QB: 0
Revenue Correlation: -2.95 | Revenue CAGR: 33.87% | SUE: 0.46 | # QB: 0
EPS next Quarter (2026-03-31): EPS=0.39 | Chg30d=-0.006 | Revisions Net=-2 | Analysts=12
EPS next Year (2026-12-31): EPS=1.60 | Chg30d=-0.014 | Revisions Net=-3 | Growth EPS=+4.8% | Growth Revenue=+73.4%
Additional Sources for AGNC Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle