Annaly Capital Total Risk Alpha
| NLY Stock | | | USD 22.01 -0.45 -2.00% |
The Total Risk Alpha technical lookup provides context for Annaly Capital Management and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Annaly Capital has a market cap of 15.81 B, operating margin of 93.71%, ROE of 14.22%. Review
Correlation Analysis for broader portfolio context. This reflects a position in Annaly Capital Management in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
Annaly Capital Management has current Total Risk Alpha of 0.0602. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0602 | |
| ER[a] | = | Expected return on investing in Annaly Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Annaly Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Annaly Capital Total Risk Alpha Peers Comparison
Annaly Total Risk Alpha Relative To Other Indicators
Annaly Capital Management is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
109.28 of Maximum Drawdown per Total Risk Alpha. At
109.28 , Annaly Capital Management's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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