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AGNCN

AGNC Investment Corp.
Chart
$25.82
Latest Week 2026-06-05
Real EstateReit - MortgageLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.04
OS Score
9.0%
Value
29.0%
Quality
29.0%
Momentum
4/9
F-Score
0.162
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 4%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.44
V
Value Analysis
Cheapness relative to fundamentals
9.0%ile
P/E
19.7×
P/S
8.6×
P/B
2.4×
E/P
0.0508
FCF Yield
0.006
EBITDA/EV
0.031
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.121
ROA
0.012
Net Margin
0.436
Op Margin
1.205
GPA
0.022
D/E
8.76
Current
0.02
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.195
Earn Growth
2.132
Stability
1.754
lower=better
Accruals
0.005
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.76 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
5.9%
12M Return
10.9%
12-1 Mom
10.7%
Risk-Adj
2.44
Vol 252d
4.4%
Vol 60d
10.2%
↑ Expanding
Max DD 12M
-2.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Risk-adjusted momentum of 2.44 is excellent — strong returns relative to volatility. Near-term vol (10%) is expanding vs long-term (4%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.04
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
9.9%
Sector Quality %ile
46.6%
P/E z-score
-0.22
P/B z-score
-0.06
Sector Avg OS
40.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
MRP Millrose Properties, Inc. 91.0% 91.0% 92.0% 31.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 20% with P/E of 20×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (10%) significantly exceeds 252-day (4%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.1% avg (7 factors)
Quality
D
37.9% avg (8 factors)
Momentum
C
56.0% avg (4 factors)
Risk
A
100.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.040—1—
Value %ile0.090—1—
Quality %ile0.290—1—
Momentum %ile0.290—1—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.044—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.69
Earnings Yield (E/P)
0.0508
Price / Sales
8.59
Price / Book
2.38
Price / Cash Flow
34.18
FCF Yield
0.6%
EBITDA / EV
3.1%
Sales Yield (1/P·S)
0.0254
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.1%
Return on Assets
1.2%
Net Margin
43.6%
Operating Margin
120.5%
Gross Profit / Assets
Novy-Marx GPA
2.2%
Debt / Equity
8.76
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
5.9%
12M Return
10.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.5%
Earnings Growth (YoY)
213.2%
Earnings Stability (CV)
Lower = more stable
1.754
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
5.8%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity