NASDAQ ยท Equity ยท Current relationship map

AGNC relationships

AGNC Investment Corp.

Current map

Where AGNC is relatively stretched

Each relationship is measured independently; the same security can be depressed against one peer and extended against another.

Relatively extended

IVR / AGNC

The extended leg is losing support

State
Leader rollover
Weekly gap
-1.01ฯƒ
Daily timing
Gap narrowing
Quality
96/100
Open analysis โ†’
Relatively extended

ORC / AGNC

Both sides are moving toward convergence

State
Two-sided convergence
Weekly gap
-1.20ฯƒ
Daily timing
Gap narrowing
Quality
84/100
Open analysis โ†’
Relatively extended

DX / AGNC

The extended leg is losing support

State
Leader rollover
Weekly gap
-0.89ฯƒ
Daily timing
Gap narrowing
Quality
91/100
Open analysis โ†’
Relatively depressed

AGNC / NLY

The relationship is near its historical centre

State
Balanced relationship
Weekly gap
0.43ฯƒ
Daily timing
Gap narrowing
Quality
96/100
Open analysis โ†’

What this page shows

Current pair relationships involving AGNC, including which side of each residual it occupies and whether the gap is narrowing or extending.

What it does not show

It does not recommend a portfolio weight, assume a live short locate, or treat historical co-movement as a guarantee.

Update clocks

Discovery follows completed weekly data. Timing follows completed daily data when both legs have sufficient stored coverage.

Evidence context