NLY NYSE Week ended 24 Jul 2026

Weekly Investor Report

Annaly Capital Management, Inc. · Real Estate · Reit - Mortgage

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Latest close 22.45 USD
-2.4% latest week
Weekly setup

Mixed setup

The weekly trend is not active. Price is 2.3% above the Trend Line and sits at 76.2% of its 52-week range. The latest completed week returned -2.4%, after a 1.1% four-week move. The latest factor snapshot indicates quality is middle-of-the-pack; growth ranks strongly; valuation is neither clearly cheap nor expensive. Options positioning is bullish with 43/100 conviction, while the latest news-sentiment score is 58/100. Near-term considerations: earnings are due in 84d.

Setup score 57 out of 100
Latest Close 22.45 USD 24 Jul 2026
1W Return -2.4% latest completed week
4W Return 1.1% short-term follow-through
12W Return 1.7% quarterly tape
Trend Breadth 76.9% 40 of 52 weeks active
Volume Ratio 1.0x vs 13-week average
What is working
  • Price is above the Trend Line, keeping the weekly tape constructive.
  • Price is above Fair Value, showing premium demand versus the model.
  • Activity pressure is positive on the latest completed week.
  • Next-week expectancy is positive at 55.29% based on similar historical setup states.
What could go wrong
  • The trend backdrop is inactive, so price action has not confirmed a constructive regime.
  • 4 reversal markers appear in the recent smart-money tape.
  • Latest weekly return ranks in the weaker part of its sector group.
What to watch next
  • Trend Line remains the key weekly regime level.
  • Activity pressure is the gauge to monitor for confirmation or fade.
  • A volume ratio above 1.5x would show stronger participation in the next move.
Price follow-through -2.4% Latest completed week; four-week move 1.1%. Indicator stack 42/89 Trend and activity pressure are weighted against the latest 12-week confirmation window. Trend backdrop Active The trend backdrop defines the current weekly regime. Patient Capital Quiet Activity-pressure buy-signal status for institutional accumulation timing. Next-Week Expectancy Positive 55.29% Historical one-week expectancy contributes to the evidence score when direction is confirmed. Options pressure Bullish 43/100 conviction; expected move 3.6%. News sentiment 58/100 62 relevant articles in the latest sentiment read. Event risk 84d Next report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
01 · Price action

Where price is—and whether the trend supports it

The weekly trend is not active. Price is 2.3% above the Trend Line and sits at 76.2% of its 52-week range. The latest completed week returned -2.4%, after a 1.1% four-week move.

Study the full chart

52-week price path

Price vs Trend Line and Fair Value
Price Trend Line Fair Value
02 · Volume and demand

Is real participation confirming the move?

Latest weekly volume is 1.0x the 13-week average. Participation is around or above normal and provides reasonable confirmation.

26-week volume confirmation

Bar height shows volume; colour shows the weekly price direction
30 Jan 6 Feb 13 Feb 20 Feb 27 Feb 6 Mar 13 Mar 20 Mar 27 Mar 3 Apr 10 Apr 17 Apr 24 Apr 1 May 8 May 15 May 22 May 29 May 5 Jun 12 Jun 19 Jun 26 Jun 3 Jul 10 Jul 17 Jul 24 Jul
Up week Down week
Demand beneath price

Activity pressure and institutional-style signals

These indicators assess whether participation is improving beneath the headline price move. They are supporting evidence, not proof of institutional buying.

Activity pressure path

Latest 0.5612-week average 0.46

12-week confirmation

Trend active2/12Active trend-backdrop weeks in the latest 12-week window.
Positive pressure4/12Weeks with constructive activity pressure in the latest 12-week window.
Positive leadership1/12Weeks with positive relative leadership in the latest 12-week window.
Activity pressure0.56Current proprietary activity-pressure read.
Buy signals0Accumulation signal count in the latest 12 weeks.
Reversal markers44 reversal markers

No recent accumulation markers. 4 reversal markers.

03 · Momentum and leadership

Is performance persistent—and is the stock leading?

Performance is 1.1% over four weeks, 1.7% over 12 weeks, and 18.6% over one year. The current trend has remained active for 0 consecutive weeks.

Performance by holding period

1W-2.4%
4W1.1%
12W1.7%
26W-2.9%
52W18.6%
Active trend streak0 weeks
Active weeks in one year40
Trend breadth76.9%

Activity pressure vs relative leadership

Activity pressureRelative leadership
Pressure0.62Latest activity-pressure read.
Pressure change342.2%Four-week change in activity pressure.
Leadership-1.47Latest relative-leadership reading.
RS change-64.8%Four-week change in relative leadership.
04 · Fundamentals and valuation

What investors are paying for—and the quality behind it

The latest factor snapshot indicates quality is middle-of-the-pack; growth ranks strongly; valuation is neither clearly cheap nor expensive.

Open full factor analysis
Factor week 26 Jul 2026 Financial statements through 31 Dec 2025 Field coverage 100% Model confidence 100%

Relative factor standing

Higher display scores are better. Each score is converted from the underlying universe rank, where rank 1 is best.

Overall factor strength68/100Blend of value, momentum, and quality. Underlying universe rank 33; rank 1 is best.
Value69/100Relative valuation strength. Underlying universe rank 32; rank 1 is best.
Quality25/100Profitability and accounting quality. Underlying universe rank 76; rank 1 is best.
Momentum70/100Medium-term price momentum. Underlying universe rank 31; rank 1 is best.
Growth94/100Revenue and earnings growth. Underlying universe rank 7; rank 1 is best.
How to read this

Quality and valuation are separate questions

A strong company can still carry a demanding valuation. This report shows profitability, growth, balance-sheet strength, and the price paid for those characteristics separately.

Valuation

How much investors are paying for earnings, sales, and cash flow.

P/E
5.7x
Price divided by trailing earnings.
Price / sales
2.3x
Market value relative to trailing revenue.
EV / EBITDA
17.3x
Enterprise value relative to operating cash earnings.
Free-cash-flow yield
1.1%
Free cash flow as a share of enterprise value.

Business quality

Margins and the return generated on invested capital.

Gross margin
99.3%
Gross profit retained from each unit of revenue.
Operating margin
111.8%
Operating profit retained from revenue.
Free-cash-flow margin
22.1%
Free cash flow generated from revenue.
Return on invested capital
4.4%
Operating return generated on invested capital.

Growth and financial strength

Recent business growth and accounting strength.

Revenue growth
12.5%
Latest one-year revenue growth.
EPS growth
304.4%
Latest one-year earnings-per-share growth.
Free-cash-flow growth
-
Latest one-year free-cash-flow growth.
Piotroski F-score
4/9
Nine-point accounting-strength checklist.

Shareholder return and balance sheet

Cash returned to owners and financial leverage.

Dividend yield
12.7%
Cash dividends relative to market value.
Buyback yield
-17.3%
Net share repurchases relative to market value.
Shareholder yield
-4.6%
Dividend yield plus net buyback yield.
Net debt / EBITDA
15.0x
Balance-sheet debt relative to operating cash earnings.
05 · Ownership, options, and sentiment

What other market participants are doing

Options, insider transactions, market sentiment, and activity-pressure signals can confirm or challenge the price story. None should be used alone.

Options positioningBullish

NLY shows bullish options pressure with a 43/100 conviction score, put-call volume ratio of 0.18, expected move of 3.6%, and Sharemaestro trend signal inactive.

Conviction43/100
Expected move3.6%
Put/call volume0.18
Pressure72
Speculation42
Volatility33
Trend agreement0
Open options detail
Insider activity9 / 3

9 acquisitions and 3 disposals in the latest 180-day insider tape.

Acquisitions / disposals over the latest 180 days. Insider activity is context, not a stand-alone signal.
News sentiment58/100

Weighted news tone is neutral across 62 relevant articles.

27 positive · 33 neutral · 2 negative
Patient CapitalQuiet

Activity-pressure buy-signal evidence highlights potential institutional accumulation windows.

No recent buy signal
06 · Catalysts and risk

What can move the shares—and how volatile the path has been

Event timing, options-implied movement, drawdown, and weekly return distribution frame the risk around the current setup.

Next earnings84dNext report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
Options expected move3.6%Nearest-chain priced movement where available.
52-week drawdown-5.4%Distance below the 52-week high.
13-week volatility2.4%Standard deviation of weekly returns.

Weekly gains and losses

Latest 26 completed weeks

Each bar is one week. Gains rise above the zero line; losses fall below it. Taller bars mean a larger weekly move.

Weeks higher12 of 2614 weeks finished lower.
Best week+6.3%Week of 3 Apr.
Worst week-4.9%Week of 20 Mar.
Latest week-2.4%Week of 24 Jul.

Shape of recent returns

Strong gains1
Modest gains11
Flat weeks0
Modest losses12
Sharp losses2
Recent vol2.4%13-week weekly-return volatility.
Base vol2.5%52-week weekly-return volatility.
Up/down split30/22Count of positive and negative weeks in the 52-week window.
Average skew2.1% / -2.0%Average positive week versus average negative week.
07 · Sector and peer context

Is this stock leading—or simply moving with its group?

Sector and industry breadth distinguish company-specific strength from a broad group move.

08 · Evidence and weekly data

The underlying research record

Every top-level statement above should be traceable to a stored market, fundamental, event, or positioning observation.

Weekly tape57/100

Trend, activity pressure, participation, and risk combine to a 57/100 tape read.

 Indicator analysis24/100

Latest 12-week confirmation: trend 2/12, activity pressure 4/12, relative leadership 1/12.

Activity pressure 0.56; 4 reversal markers Next-Week ExpectancyPositive 55.29%

Next-week expectancy is positive with a 55.29% historical one-week setup read.

Adds short-term historical context without overriding trend, activity, or relative leadership. Factors56/100

O'Shaughnessy factor stack blends value, quality, momentum, and confidence.

Buyback Yield rank 90; Small Cap Core rank 69 Patient CapitalQuiet

Activity-pressure buy-signal evidence highlights potential institutional accumulation windows.

No recent buy signal Options43/100

NLY shows bullish options pressure with a 43/100 conviction score, put-call volume ratio of 0.18, expected move of 3.6%, and Sharemaestro trend signal inactive.

Bullish · Call-side pressure · Expected move 3.6% Sentiment58/100

Weighted news tone is neutral across 62 relevant articles.

Annaly Capital Management's EAD Topped Its Dividend for a 9th Straight Quarter. Here's Why That Matters for Its 12.5%+ Yielding Payout. Insiders9 / 3

9 acquisitions and 3 disposals in the latest 180-day insider tape.

 Earnings84d

Next report is scheduled for 21 Oct 2026; event risk rises as the date approaches.
WeekCloseReturnTrend LineFair ValuePressureLeadershipVolumeTrend
24 Jul 202622.45 USD-2.4%21.94 USD17.29 USD0.62-1.4735.4MOff
17 Jul 202623.01 USD0.7%21.92 USD17.24 USD0.690.4230.1MOff
10 Jul 202622.86 USD1.3%21.86 USD17.18 USD0.47-1.6631.1MOff
3 Jul 202622.56 USD1.6%21.79 USD17.12 USD0.22-1.5542.2MOff
26 Jun 202622.21 USD3.3%21.76 USD17.06 USD-0.26-0.8947.4MOff
19 Jun 202621.49 USD1.0%21.73 USD17.01 USD-0.54-6.2237.2MOff
12 Jun 202621.29 USD3.7%21.70 USD16.96 USD-0.80-6.2238.7MOff
5 Jun 202620.53 USD-2.9%21.67 USD16.91 USD-0.96-9.0233.7MOff
29 May 202621.14 USD1.9%21.67 USD16.86 USD-0.86-8.6848.4MOff
22 May 202620.75 USD-1.1%21.63 USD16.81 USD-0.94-9.0824.0MOff
15 May 202620.98 USD-4.1%21.59 USD16.76 USD-0.76-7.3528.1MOn
8 May 202621.88 USD-0.9%21.54 USD16.71 USD-0.65-3.2423.7MOn
1 May 202622.08 USD-2.9%21.46 USD16.65 USD-0.69-0.0726.0MOn
24 Apr 202622.75 USD-0.2%21.37 USD16.59 USD-0.753.9629.6MOn
How to use this report

This is a completed-week research summary. It explains the available evidence and its conflicts; it does not predict a guaranteed outcome or replace your own risk assessment. Fundamental figures may refer to an earlier financial reporting period, which is shown above.