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AGNC

AGNC Investment Corp.
Chart
10.59 USD
Latest Week 2026-07-24
Real EstateReit - MortgageLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.48
OS Score
25.0%
Value
68.0%
Quality
72.0%
Momentum
4/9
F-Score
0.412
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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 26%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/E
5.5×
P/S
6.4×
P/B
1.0×
E/P
0.0337
FCF Yield
0.006
EBITDA/EV
0.038
SH Yield
-0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
77.00000000
/100
P/E of 5.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.177
ROA
0.018
Net Margin
1.162
Op Margin
1.825
GPA
0.019
D/E
8.71
Current
0.02
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
4.878
Stability
1.308
lower=better
Accruals
0.013
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.71 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
-5.6%
12M Return
23.8%
12-1 Mom
26.0%
Risk-Adj
1.27
Vol 252d
20.5%
Vol 60d
47.5%
↑ Expanding
Max DD 12M
-17.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 26% is very strong — a clear uptrend. Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
39.1%
Sector Quality %ile
68.3%
P/E z-score
-0.37
P/B z-score
-0.23
Sector Avg OS
39.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 92.0% 93.0% 78.0%
CBL CBL & Associates Properties Inc 96.0% 81.0% 88.0% 95.0%
RMR RMR Group Inc 96.0% 92.0% 85.0% 75.0%
HST Host Hotels & Resorts Inc 92.0% 71.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 81.0% 67.0% 74.0%
MRP Millrose Properties, Inc. 89.0% 91.0% 88.0% 27.0%
UNIT Uniti Group Inc 88.0% 91.0% 77.0% 34.0%
VNO Vornado Realty Trust 88.0% 87.0% 94.0% 28.0%
Factor Interactions
Leveraged Returns
Strong ROE (18%) boosted by high leverage (D/E 8.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.4% avg (7 factors)
Quality
D
39.8% avg (8 factors)
Momentum
C
53.8% avg (4 factors)
Risk
A
82.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.480—0—
Value %ile0.250—8—
Quality %ile0.680—0—
Momentum %ile0.720—4—
F-Score4.000—8—
Confidence0.970—8—
Volatility0.205—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.55
Earnings Yield (E/P)
0.0337
Price / Sales
6.45
Price / Book
0.98
Price / Cash Flow
18.88
FCF Yield
0.6%
EBITDA / EV
3.8%
Sales Yield (1/P·S)
0.0184
Shareholder Yield
Div + net buyback / mktcap
-5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.7%
Return on Assets
1.8%
Net Margin
116.2%
Operating Margin
182.5%
Gross Profit / Assets
Novy-Marx GPA
1.9%
Debt / Equity
8.71
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
-5.6%
12M Return
23.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
487.8%
Earnings Stability (CV)
Lower = more stable
1.308
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
13.6%
Buyback Yield
-18.7%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
77
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