The mREIT's prospects could improve if interest rates decline again.
AGNC AGNC Investment Corp.
XNAS
8.23
Delayed
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
AGNC
$8.23
—
What changed
Recent filings, trades and movesKey stats
$8.23
- 52-Week Range
- $8.04 – $12.19
- YTD
- -24.70%
- IV Rank (30D)
- 41.0
- Straddle Price
- $0.53
- P/C Vol Ratio
- 8.93
- Market Cap
- $10.4B
- Open
- $8.28
- Day Range
- $8.04 – $8.29
- Volume
- 30,557,858
- Prev Close
- $8.20
Fair Value
MODEL: LONG
A blended fair-value estimate combining up to six valuation methods. Each method is weighted by how well it fits the company — DCF down-weights for unprofitable names; DDM only fires for steady dividend payers; comparables down-weight when peer multiples disagree.
- DCF (quality-aware) — projects free cash flow with a horizon that scales to business quality. True compounders (quality 6/6) get 10 years explicit + 10 years fade before terminal; cyclical/struggling names (quality 0-1) get a 5-year terminal cliff. Quality is scored from ROE, gross margin, growth, FCF margin, debt load, and FCF consistency — the same factors that drive market premium for compounders.
- Market-Implied Growth (in Model Inputs) — reverse-DCF that answers "what growth rate is the market pricing in?". Lets you sanity-check the deviation: if implied growth is plausible for the business, the model's bearish flag may be wrong; if implausible, the market may be over-extrapolating.
- DDM (Gordon Growth Dividend Model) — values the stream of future dividends. Only used when trailing yield ≥ 2% and dividend payments are stable — below that the dividend is a token payout and Gordon (which values only the dividend stream) systematically underprices growth names, so those route to DCF + comparables + market anchor instead.
- P/E, EV/EBITDA, P/B, P/S — applies the peer-group median multiple to this company's per-share metric. Peers come from the same set as the "Related symbols" card. Earnings/sales metrics are forward-tilted by the company's recent revenue growth (capped at 25%) so they're comparable to peers' growth-embedded multiples — mimics how analysts use NTM rather than TTM. Per-multiple weights are biased by company quality (e.g. P/B down-weighted for asset-light tech).
- Market Anchor (SMA50) — the 50-day moving average, weighted by recent trading-range stability (tighter Bollinger bands → higher weight). Captures information fundamentals miss (forward consensus, sentiment, supply/demand) — but only when recent trading is steady enough that the market has converged on a view. During wild breakouts or breakdowns the anchor's weight collapses.
- Options Expected (B-L 30d) — the risk-neutral expected stock price at 30-day options expiration, derived from the full implied-volatility surface via Breeden-Litzenberger (second derivative of call price wrt strike → implied PDF, then E[S_T]). Forward-looking, captures all options-implied information (smile, skew, term structure) in one number. Weighted by chain liquidity. SP500-only at present (pre-computed daily). Backtest evidence: adds modest alpha across most bucket × holding combos.
- Blended value — weighted average. Confidence reflects how many methods fired and how tight peer dispersion is.
- Deviation pill — green when blended FV ≥ 10% above current price (undervalued); red when ≥ 10% below; grey otherwise.
| 10-yr Treasury (rf) | 4.88% |
| Beta vs SPY | 0.96 |
| Cost of Equity (CAPM) | 9.67% (VRP-adj) |
| WACC | 5.97% |
| Volatility Risk Premium | +3.6pp (IV − HV30) |
| Effective Tax Rate | 21.0% |
| Rev. Growth (YoY, DCF input) | +3.0% |
| DCF Horizon | 5 years explicit + fade |
| Forward Tilt (NTM/TTM) | ×1.03 (applied to P/E, EV/EBITDA, P/S) |
| Free Cash Flow (TTM) | $1.1B |
| Return on Equity (TTM) | -0.7% |
| Book / Price | 117.4% — banking bias active (P/B is primary) |
| Debt / Equity | 8.37 |
| Quality Score | 1/6 — cyclical/struggling (5y DCF) |
| SMA 50 | $9.20 (Market Anchor value) |
| SMA 20 / Bollinger Mid | $8.73 |
| Bollinger Width / SMA20 | 8.4% (drives anchor stability) |
| Net Debt | $96.3B |
| Market Cap | $10B |
Peers used for multiples: ARR, BXMT, DX, LADR, NLY, ORC, RITM, STWD
60-Day Conviction
39%
20-Day Fair Value
≈ by Dec 14, 2026
$8.25
α +0.2%
rank 14%
conviction
16%
40-Day Fair Value
≈ by Jan 12, 2027
$8.31
α +1.0%
rank 13%
conviction
35%
60-Day Fair Value
≈ by Feb 10, 2027
$8.35
α +1.4%
rank 14%
conviction
39%
| Method | Implied Price | Weight | Detail |
|---|---|---|---|
| DCF | $-51.54 | 0% | |
| DDM (Gordon) | $24.08 | 20% | |
| Peer P/E | $0.15 | 6% | median 14.8× · 4 peers |
| Peer EV/EBITDA | n/a | 0% | median 18.0× · 3 peers |
| Peer P/B | $7.13 | 10% | median 0.7× · 8 peers |
| Peer P/S | n/a | 0% | median 2.2× · 5 peers |
| Market Anchor (SMA50) | $9.20 | 50% | stability 100% (BB-width) |
| Options Expected (B-L 30d) | $8.29 | 15% | 12 strikes · skew -0.22 |
As of 2026-11-13 · updated
Related
About
- Industry (SIC)
- REAL ESTATE INVESTMENT TRUSTS (6798) · industry map
- Exchange
- XNAS
- Market Cap
- $10.4B
- Employees
- 54
- List Date
- 2008-05-15
- CIK
- 0001423689
- Last Earnings
- Oct 19 before open · −3.2% vs ±5.0% expected
- Next Earnings
- ~Jan 25, 2027 (estimated)
- Headquarters
- Bethesda, MD
- Homepage
- https://www.agnc.com
AGNC Investment Corp is a real estate investment trust that invests in agency residential mortgage-backed securities. The firm's asset portfolio is comprised of residential mortgage pass-through securities and collateralized mortgage obligations for which the principal and interest payments are guaranteed by a U.S. Government-sponsored enterprise, such as the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation, or by a U.S. Government agency, such as the Government National Mortgage Association. It also invests in other types of mortgage and mortgage-related re…
Summary
—
composite
—
No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.36% | -3.62% | 10.90% | -1.86% | 7.44% | 4.30% | 3.09% |
| Feb | 0.88% | -12.06% | -9.04% | -1.14% | 4.82% | 0.36% | -2.70% |
| Mar | 5.01% | 0.85% | -4.82% | 3.34% | -6.90% | -10.04% | -2.09% |
| Apr | 5.38% | -16.63% | -0.70% | -6.63% | -6.95% | 9.98% | -2.59% |
| May | 3.06% | 9.20% | -3.97% | 3.68% | 1.48% | -4.84% | 1.43% |
| Jun | -9.34% | -9.04% | 7.20% | -1.85% | 4.08% | 6.55% | -0.40% |
| Jul | -6.70% | 9.84% | 2.21% | 5.59% | 0.96% | -1.62% | 1.71% |
| Aug | 2.58% | -5.68% | -1.98% | 1.29% | 2.95% | 0.85% | 0.00% |
| Sep | -3.37% | -28.83% | -5.22% | 2.45% | 0.31% | -14.43% | -8.18% |
| Oct | 0.13% | -3.52% | -18.99% | -9.35% | 0.70% | -3.35% | -5.73% |
| Nov | -5.50% | 21.53% | 13.66% | 3.76% | 4.38% | -5.29%* | 5.42% |
| Dec | -0.40% | 2.78% | 8.40% | -4.06% | 2.49% | -- | 1.84% |
| Total | -7.85% | -37.10% | -6.98% | -5.81% | 15.74% | -18.39% | -10.07% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $8.71
SMA 50: $9.15
SMA 200: $10.33
Current: $8.23
EMA 12: $8.59
EMA 26: $8.78
MACD: -0.1863 | Signal: -0.0208
BEARISH
ADX (14): 25.60
TREND
+DI: 15.67
−DI: 34.25
Momentum Oscillators
RSI (14): 34.55
NEUTRAL
Stoch %K: 7.54
Stoch %D: 20.87
Williams %R: -81.12
Volume & Volatility
BB Upper: $9.13
BB Lower: $8.28
OVERSOLD
OBV: -682,112,422
Vol SMA 20: 27,062,259
Vol ROC: 29.27%
ATR: $0.25
True Range: $0.25
HV 20: 34.5%
HV 30: 31.7%
HV 60: 26.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-15T00:00:00 – 2026-11-13T00:00:00
AI Analysis
Written before AGNC’s Oct 19 earnings report, so it doesn’t reflect the results.
Here is the LLM Stock Analysis Report for AGNC:
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators show a range-bound market with some bearish momentum
- Earnings data not available, but options activity suggests low volatility and bullishly skewed sentiment
- Recent news headlines are generally neutral, with some negative sentiment from the last two articles
Primary Risks:
- Downtrend risk if technical indicators fail to hold support levels
- Increased volatility if interest rates change or global economic conditions shift
Investment Thesis: AGNC is a dividend-focused investment with a relatively low beta compared to the broader market. The stock's price action is currently trapped in a range, with some bearish momentum evident from the MACD signal. While earnings data are not available, options activity suggests low volatility and a bullishly skewed sentiment.
Recent News Sentiment Impact: The recent news headlines have been generally neutral, with no significant impact on the stock's price action. However, the negative sentiment from the last two articles could contribute to increased volatility if the market responds poorly.
Technical Analysis
Trend Direction:
- Short-term: Range-bound
- Medium-term: Uptrend
- Long-term: Downtrend
Support/Resistance Levels:
- Resistance: $11.36 (Upper Bollinger Band)
- Support: $10.35 (Lower Bollinger Band)
Momentum Signals:
- RSI interpretation: Neutral (52.59)
- MACD signal: Bearish (-0.02 / Signal: -0.02 / Histogram: -0.00)
- Bollinger Bands position: Neutral (price near the middle band)
Volume Analysis: Volume is declining, with a volume rate of change of -30.78%. On-Balance Volume (OBV) is also trending downward.
News & Sentiment Analysis
Recent Headlines Summary:
- Three neutral articles and two negative articles in the last week
- No significant news events have driven the stock's price action recently
Sentiment Assessment: The overall sentiment is NEUTRAL, with some negative sentiment from the last two articles.
Catalyst Identification: No upcoming events or earnings announcements that could drive the stock's price action significantly.
Market Narrative: The market narrative is neutral, with no significant news events driving the stock's price action. The recent news headlines have been generally neutral, but the negative sentiment from the last two articles could contribute to increased volatility if the market responds poorly.
Risk & Volatility Assessment
Risk and Volatility Assessment:
- Beta: 0.67 (low volatility)
- Volatility regime: Low
- Options market signals:
- IV Rank: 19.7% (Low - shows if volatility is historically high/low)
- Current IV: 44.4%
- Expected Move: $0.57 (31 DTE), 7-DTE: $0.29
Downside Protection: The Lower Bollinger Band ($10.35) provides support, and the stock's price action has not yet breached this level.
Market Context & Positioning
Market Context:
- Sector performance: AGNC is a mortgage REIT and performs well when interest rates are low
- Institutional activity: Volume patterns suggest institutional interest in the stock
- Correlation analysis: AGNC has a relatively low correlation with the broader market (0.42)
Relative Valuation: The stock's price action is currently trapped in a range, with some bearish momentum evident from the MACD signal.
Key Levels & Action Items
Critical Price Levels:
- Resistance: $11.36 (Upper Bollinger Band)
- Support: $10.35 (Lower Bollinger Band)
Breakout/Breakdown Levels: No significant breakout or breakdown levels are imminent.
Time-Sensitive Catalysts: No upcoming events or earnings announcements that could drive the stock's price action significantly.
Risk Management: The Lower Bollinger Band ($10.35) provides support, and the stock's price action has not yet breached this level. A stop-loss level could be set around $10.00 to limit potential losses. Position sizing considerations should focus on managing risk within a diversified portfolio.
Please note that this analysis is based solely on the provided data and does not take into account any external factors that may impact the stock's price action.
Generated
News
All AGNC news →
AGNC Investment's core dividend sustainability metric isn't its quarterly earnings.
Mortgage cash flows have stabilized as extension risk peaked, making the portfolio's income stream far more predictable for income-focused investors.
The mortgage REIT posted a 16.9% tangible book-value drop in Q3, yet management projects 18-20% returns on new investments, today, Oct. 20, 2026.
Showing 1–10 of 20
Page 1 of 2
Earnings History
22 of 23 under expected move
Avg Expected Move
3.90%
Avg Actual Move
1.60%
| Earnings Date | Timing | Expected Move | Actual Move | Ratio | Outcome |
|---|---|---|---|---|---|
| 2021-01-25 | Pre-Market | 2.85% | 0.68% | 0.24x | Within |
| 2021-04-26 | Pre-Market | 1.95% | 0.63% | 0.32x | Within |
| 2021-07-26 | Pre-Market | 2.67% | 0.37% | 0.14x | Within |
| 2021-10-25 | Pre-Market | 2.05% | 0.06% | 0.03x | Within |
| 2022-01-31 | Pre-Market | 3.66% | 0.88% | 0.24x | Within |
| 2022-05-02 | Pre-Market | 4.83% | 2.00% | 0.41x | Within |
| 2022-07-25 | Pre-Market | 4.03% | 0.99% | 0.25x | Within |
| 2022-10-11 | Pre-Market | 7.06% | 10.85% | 1.54x | Exceeded |
| 2023-01-30 | Pre-Market | 4.02% | 3.42% | 0.85x | Within |
| 2023-04-24 | Pre-Market | 3.88% | 0.00% | 0.00x | Within |
| 2023-07-24 | Pre-Market | 4.26% | 1.58% | 0.37x | Within |
| 2023-10-23 | Pre-Market | 5.12% | 1.10% | 0.21x | Within |
| 2024-01-22 | Pre-Market | 3.98% | 0.92% | 0.23x | Within |
| 2024-04-22 | Pre-Market | 5.79% | 0.55% | 0.09x | Within |
| 2024-07-22 | After-Close | 4.83% | 0.68% | 0.14x | Within |
| 2024-10-21 | Pre-Market | 2.50% | 2.08% | 0.83x | Within |
| 2025-01-27 | Pre-Market | 3.98% | 1.14% | 0.29x | Within |
| 2025-04-10 | After-Close | 3.20% | 2.83% | 0.88x | Within |
| 2025-07-21 | Pre-Market | 3.57% | 0.22% | 0.06x | Within |
| 2025-10-20 | Pre-Market | 3.05% | 1.10% | 0.36x | Within |
| 2026-01-26 | Pre-Market | 4.09% | 0.42% | 0.10x | Within |
| 2026-04-20 | Pre-Market | 3.17% | 1.19% | 0.38x | Within |
| 2026-10-19 | Pre-Market | 5.05% | 3.21% | 0.64x | Within |
Earnings calendar: this week’s reports with expected vs actual moves →
AGNC Options Activity & IV Rank
AGNC IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 26.1%
7-DTE IV: 32.9%
Expected Move: $0.53
7-DTE Move: $0.37
Days to Exp: 28 (2026-12-11)
Options Flow · All expiries
Call Volume: 10,605
Put Volume: 94,727
P/C Volume: 8.932
BEARISH
Call OI: 425,522
Put OI: 292,811
P/C OI: 0.688
Total OI: 718,333
ATM Options Pricing
ATM Call: $0.37
ATM Put: $0.15
Call %: 4.5%
Put %: 1.9%
Chain Summary
Chain Volume: 105,332
Chain OI: 718,333
Last Updated: 11/13/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 22nd percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
22%
vs own history
GEX tilt
-0.45
OI-weighted, today
Vanna tilt
+0.08
δ-sensitivity to IV
Charm tilt
-0.59
δ-decay vs time
Charm tilt -0.59: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 52 ATM contracts, 269k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Put vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Call vs ATM
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Reading them together
Put or call vs ATM tells you how expensive that tail is. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d put
4%
+0.8
pts
EXTREME
as of Nov 13 · ATM 32.0% / Put 32.8%
30 DTE / 10d put
100%
+19.9
pts
EXTREME
as of Nov 13 · ATM 28.0% / Put 47.9%
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)30.0MediumNov 13
IV Rank (30 DTE)41.0MediumNov 13
Straddle Price (30 DTE)$0.53Nov 13
Beta Analysis
Risk Metrics
Beta: 0.6955
Alpha: -26.97%
Correlation: 0.4082
R-Squared: 16.7%
Stock Volatility: 23.2%
Market Volatility: 13.6%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
Notable investors who own AGNC
3 of 37 tracked investors
| Investor | Value | Share of their portfolio | Rank | Q/Q shares | Source |
|---|---|---|---|---|---|
| Citadel Hedge fund Ken Griffin | $10.8M | #1530 of 6285 | -61.3% | 13F | |
| Rockefeller Capital Management Family office Rockefeller family | $4.6M | #1007 of 4729 | +5.0% | 13F | |
| Millennium Management Hedge fund Izzy Englander | $2.2M | #2524 of 3716 | -95.9% | 13F |
Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions
AGNC Institutional Ownership (13F)
Filings for 2026-09-30
? 13F Guide
Diluted shares outstanding: 1,146,025,000 (as of 2026-09-30)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
21 filers$165.75M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $47.62M | 28.73% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $24.96M | 15.06% | 2026-06-30 |
| 3 | Centiva Capital, LP | $17.21M | 10.38% | 2026-06-30 |
| 4 | Simplex Trading, LLC Custodian | $11.59M | 7.00% | 2026-09-30 |
| 5 | PEAK6 LLC | $10.39M | 6.27% | 2026-06-30 |
| 6 | Twin Tree Management, LP | $8.88M | 5.36% | 2026-06-30 |
| 7 | GROUP ONE TRADING LLC Custodian | $8.55M | 5.16% | 2026-06-30 |
| 8 | IMC-Chicago, LLC Custodian | $7.67M | 4.63% | 2026-09-30 |
| 9 | Jane Street Group, LLC Custodian | $5.72M | 3.45% | 2026-06-30 |
| 10 | Parallax Volatility Advisers, L.P. | $5.67M | 3.42% | 2026-06-30 |
| 11 | D. E. Shaw & Co., Inc. Custodian | $5.21M | 3.14% | 2026-06-30 |
| 12 | Walleye Trading LLC | $4.95M | 2.99% | 2026-06-30 |
| 13 | Brooklands Fund Management Ltd | $2.25M | 1.36% | 2026-09-30 |
| 14 | Caption Management, LLC | $2.18M | 1.32% | 2026-06-30 |
| 15 | Millennium Management LLC Custodian | $905.79K | 0.55% | 2026-06-30 |
| 16 | Verition Fund Management LLC | $671.44K | 0.41% | 2026-06-30 |
| 17 | Balyasny Asset Management L.P. | $552.63K | 0.33% | 2026-06-30 |
| 18 | Squarepoint Ops LLC | $367.33K | 0.22% | 2026-06-30 |
| 19 | CAPITAL FUND MANAGEMENT S.A. | $219.09K | 0.13% | 2026-06-30 |
| 20 | Two Sigma Investments, LP Custodian | $132.98K | 0.08% | 2026-06-30 |
| 21 | Qube Research & Technologies Ltd | $35.97K | 0.02% | 2026-06-30 |
24 filers$189.97M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Brevan Howard Capital Management LP | $38.15M | 20.08% | 2026-06-30 |
| 2 | Millennium Management LLC Custodian | $34.56M | 18.19% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $27.97M | 14.72% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $18.47M | 9.72% | 2026-06-30 |
| 5 | Centiva Capital, LP | $10.90M | 5.74% | 2026-06-30 |
| 6 | IMC-Chicago, LLC Custodian | $10.15M | 5.34% | 2026-09-30 |
| 7 | Point72 Asset Management, L.P. | $9.70M | 5.11% | 2026-06-30 |
| 8 | Simplex Trading, LLC Custodian | $7.90M | 4.16% | 2026-09-30 |
| 9 | Jane Street Group, LLC Custodian | $7.06M | 3.71% | 2026-06-30 |
| 10 | Parallax Volatility Advisers, L.P. | $5.67M | 2.98% | 2026-06-30 |
| 11 | Walleye Trading LLC | $4.07M | 2.14% | 2026-06-30 |
| 12 | GROUP ONE TRADING LLC Custodian | $2.67M | 1.41% | 2026-06-30 |
| 13 | PEAK6 LLC | $2.50M | 1.32% | 2026-06-30 |
| 14 | CIBC Bancorp USA Inc. | $2.21M | 1.17% | 2026-06-30 |
| 15 | Caption Management, LLC | $2.18M | 1.15% | 2026-06-30 |
| 16 | Jefferies Financial Group Inc. | $1.27M | 0.67% | 2026-09-30 |
| 17 | TUDOR INVESTMENT CORP ET AL | $872.00K | 0.46% | 2026-06-30 |
| 18 | Squarepoint Ops LLC | $855.65K | 0.45% | 2026-06-30 |
| 19 | Verition Fund Management LLC | $779.35K | 0.41% | 2026-06-30 |
| 20 | Two Sigma Investments, LP Custodian | $705.23K | 0.37% | 2026-06-30 |
| 21 | CAPITAL FUND MANAGEMENT S.A. | $528.65K | 0.28% | 2026-06-30 |
| 22 | Beach Point Capital Management LP | $411.59K | 0.22% | 2026-09-30 |
| 23 | D. E. Shaw & Co., Inc. Custodian | $328.09K | 0.17% | 2026-06-30 |
| 24 | Qube Research & Technologies Ltd | $51.23K | 0.03% | 2026-06-30 |
AGNC Insider Trading (Form 4)
Latest: 2026-10-27Form 4 filings — insider beneficial-ownership changes by officers, directors, and 10%+ holders. Filed within 2 business days of transaction.
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-10-27 | Peter J Federico | Director, President, CEO, CIO | Sell (S) | −203,382 | $8.84 | -$1.80M | EDGAR |
| 2026-08-21 | Bernice Bell | EVP, CFO | Sell (S) | −15,000 | $11.07 | -$166.0K | EDGAR |
| 2026-07-30 | Bernice Bell | EVP, CFO | Sell (S) | −5,000 | $11.00 | -$55.0K | EDGAR |
| 2025-03-21 | Christopher Kuehl | Senior Vice President | — | — | — | EDGAR | |
| 2014-06-12 | — | — | — | — | EDGAR | ||
| 2014-05-06 | — | — | — | — | EDGAR | ||
| 2014-04-24 | — | — | — | — | EDGAR | ||
| 2014-04-24 | — | — | — | — | EDGAR | ||
| 2014-04-24 | — | — | — | — | EDGAR | ||
| 2014-04-24 | — | — | — | — | EDGAR | ||
| 2014-04-24 | — | — | — | — | EDGAR | ||
| 2014-04-03 | — | — | — | — | EDGAR | ||
| 2014-04-03 | — | — | — | — | EDGAR | ||
| 2012-02-07 | Morris A. Davis | Director | Award (A) | +3,000 | — | EDGAR | |
| 2012-02-07 | Randy E. Dobbs | Director | Award (A) | +3,000 | — | EDGAR |
Codes: P = open-market purchase · S = open-market sale · A = grant/award · M = option exercise · F = tax withholding at vest · G = bona-fide gift · D = disposition to issuer · J = other (described in filing footnote — typically 401(k), trust, inheritance) · W = will/inheritance. Only P / S codes carry directional signal.
AGNC Insider Holdings
2 insiders · @ $8.23
Officers, directors, and 10%+ owners who have filed a Form 4 in the past two years, ranked by current disclosed exposure (shares × today's price). Shares are direct + indirect (via trusts / LLCs / spouse). Excludes unvested RSU and option grants — those aren't beneficially owned until vest.
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | Peter J Federico | Director, President, CEO, CIO | 1,780,188 | $14.65M | -$1.80M | 1 | 2026-10-27 |
| 2 | Bernice Bell | EVP, CFO | 399,639 | $3.29M | -$221.0K | 2 | 2026-08-21 |
Lifetime OM Net = signed sum of open-market buys (P) and sells (S) over their career; excludes grants, tax withholdings, and dispositions to issuer. A large negative number is normal for long-tenured executives — they've sold compensation grants over many years.
AGNC Board & Officers
As of SEC filings through Oct 27, 2026Directors 10
- Morris A. Davis · since May 14, 2008
- Prue Larocca · since Feb 7, 2013
- Gary D Kain · listed since Aug 2016
- Paul E Mullings · since Dec 15, 2016
- Donna Blank · since Dec 3, 2018
- Frances Spark · since Sep 11, 2019
- John D Fisk · since Sep 11, 2019
- Andrew A Johnson Jr · since Oct 21, 2021
- Peter J Federico · listed since Jan 2022
- Christine Hurtsellers · since Dec 9, 2025
Officers 5
- Peter J Federico · Director, President, CEO, CIO · listed since Feb 2026
- Bernice Bell · EVP, CFO · listed since Jan 2024
- Kenneth L. Pollack · EVP and General Counsel · listed since Jan 2022
- Sean Reid · EVP · since Jan 20, 2022
- Gary D Kain · Director, Executive Chair · listed since Aug 2021
Changes in the last 10 years (25)
| Feb 18, 2026 | Peter J Federico listed as Director, President, CEO, CIO (previously Director, Pres., CEO and CIO) in SEC filings |
| Dec 9, 2025 | Christine Hurtsellers became a director |
| Apr 29, 2025 | Peter J Federico listed as Director, Pres., CEO and CIO (previously Director, President and CEO) in SEC filings |
| Mar 21, 2025 | Christopher Kuehl reported in an SEC filing no longer being EVP, Chief Investment Officer |
| Jan 19, 2024 | Bernice Bell listed as EVP, CFO (previously EVP and Chief Financial Off) in SEC filings |
| Feb 15, 2022 | Bernice Bell listed as EVP and Chief Financial Off (previously SVP and Chief Financial Off) in SEC filings |
| Jan 21, 2022 | Peter J Federico listed as Director, President and CEO (previously President and COO) in SEC filings |
| Jan 21, 2022 | Peter J Federico first listed as a director in an SEC filing |
| Jan 21, 2022 | Kenneth L. Pollack listed as EVP and General Counsel (previously SVP and General Counsel) in SEC filings |
| Jan 21, 2022 | Christopher Kuehl listed as EVP, Chief Investment Officer (previously EVP) in SEC filings |
| Jan 21, 2022 | Aaron Pas reported in an SEC filing no longer being Senior Vice President |
| Jan 20, 2022 | Sean Reid became EVP |
| Oct 21, 2021 | Andrew A Johnson Jr became a director |
| Aug 26, 2021 | Gary D Kain listed as Director, Executive Chair (previously Director, CEO, and CIO) in SEC filings |
| Sep 11, 2019 | John D Fisk became a director |
| Sep 11, 2019 | Frances Spark became a director |
| Mar 5, 2019 | Gary D Kain listed as Director, CEO, and CIO (previously Director, CEO, Pres. and CIO) in SEC filings |
| Dec 18, 2018 | Peter J Federico listed as President and COO (previously EVP and CFO) in SEC filings |
| Dec 3, 2018 | Donna Blank became a director |
| Sep 11, 2018 | Bernice Bell listed as SVP and Chief Financial Off (previously SVP and Chief Accounting Off.) in SEC filings |
| Dec 15, 2017 | Christopher Kuehl no longer listed as a 10% owner in SEC filings |
| Mar 3, 2017 | Christopher Kuehl first listed as a 10% owner in an SEC filing |
| Dec 15, 2016 | Paul E Mullings became a director |
| Dec 15, 2016 | Christopher Kuehl listed as EVP (previously Senior VP) in SEC filings |
| Dec 9, 2016 | Kenneth L. Pollack listed as SVP and General Counsel (previously SVP, GC and Secretary) in SEC filings |
Not reported recently (1)
- Larry K Harvey · Last reported as a director in an SEC filing dated Nov 1, 2018
Compiled from SEC filings by the company and its directors and officers. Dates are as stated in those filings. Where no filing says when someone left, we show the last filing that listed them.
AGNC Proposed Insider Sales (Form 144)
Latest: 2026-10-27
? Form 144 Guide
Last 30d:
3 filings
· $1.8M notice value
· Last 90d:
4 filings
· $2.0M notice value
· 2 unique filers
· 75% under 10b5-1 plans
What is Form 144? A notice of intent to sell restricted or control stock under Rule 144. Affiliates (officers, directors, 10%+ owners) and holders of restricted shares must file Form 144 when planning to sell more than 5,000 shares or $50,000 in any 3-month rolling window.
How it relates to Form 4: Form 144 is filed before the trade (up to 90 days in advance); Form 4 is filed within 2 business days after the trade executes. Not every Form 144 results in a sale — the filer may cancel or delay. Look for the corresponding Form 4 on the Insider Activity card to confirm a sale actually happened.
10b5-1 plans: Trades made under a pre-scheduled Rule 10b5-1 plan are not discretionary — they execute automatically on dates set months earlier, regardless of news. High 10b5-1 percentages mean less per-filing signal value, though cumulative selling volume still matters.
"Notice value": Aggregate market value the filer wrote into the Form 144 — i.e. the size of the planned sale, not necessarily the executed dollars. An amended notice (Form 144/A) replaces the original it amends, and cancelled notices are dropped, so neither is double-counted above. A filed value that is clearly inconsistent with the share count at the stock's price (a filer typo) shows as a dash and is left out of the totals.
Source & freshness: Sourced from public Form 144 filings. Refreshed daily; new filings typically appear here the morning after they are filed.
Top 90-day filers:
Federico Peter J (3, $1.8M) · Bell Bernice (1, $166K)
| Filed | Filer | Role | Shares | Notice Value | Planned Sale | Broker | Plan | Link |
|---|---|---|---|---|---|---|---|---|
| 2026-10-27 | Federico Peter J | Officer, Director | 67,794 | $594.3K | 2026-10-27 | Fidelity Brokerage Services LLC | 10b5-1 | EDGAR |
| 2026-10-26 | Federico Peter J | Officer, Director | 67,794 | $601.4K | 2026-10-26 | Fidelity Brokerage Services LLC | 10b5-1 | EDGAR |
| 2026-10-23 | Federico Peter J | Officer, Director | 67,794 | $602.7K | 2026-10-23 | Fidelity Brokerage Services LLC | 10b5-1 | EDGAR |
| 2026-08-19 | Bell Bernice | Officer | 15,000 | $166.0K | 2026-08-19 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-07-28 | Bell Bernice | Officer | 5,000 | $55.0K | 2026-07-28 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-05-12 | Bell Bernice | Officer | 10,000 | $107.9K | 2026-05-12 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-05-06 | BLANK DONNA | Director | 22,000 | $237.1K | 2026-05-06 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-05-04 | Mullings Paul E | Director | 6,800 | $73.0K | 2026-05-04 | Fidelity Brokerage Services LLC | — | EDGAR |
| 2026-04-28 | Federico Peter J | Officer, Director | 64,412 | $713.6K | 2026-04-28 | Fidelity Brokerage Services LLC | 10b5-1 | EDGAR |
| 2026-04-27 | Federico Peter J | Officer, Director | 64,411 | $710.4K | 2026-04-27 | Fidelity Brokerage Services LLC | 10b5-1 | EDGAR |
Notice value is the aggregate market value the filer states they intend to sell — not a confirmed transaction. Compare to Insider Activity (Form 4) to see which planned sales actually executed. Market-wide feed: Planned sales (Form 144).
Recent SEC Filings
Latest: 2026-10-29
Current reports — material events the company must disclose within 4 business days (earnings releases, M&A, executive changes, etc.).
| Filing Date | Event | Link |
|---|---|---|
| 2026-10-19 | Earnings results | EDGAR |
| 2026-09-11 | Director or officer change | EDGAR |
| 2026-07-20 | Earnings results | EDGAR |
| 2026-05-29 | Other events | EDGAR |
| 2026-04-20 | Earnings results | EDGAR |
| 2026-04-17 | Shareholder vote results | EDGAR |
| 2026-01-26 | Earnings results | EDGAR |
| 2026-01-14 | Director or officer change | EDGAR |
| 2025-12-15 | Director or officer change | EDGAR |
| 2025-10-20 | Earnings results | EDGAR |
Annual report — audited financial statements, MD&A, risk factors. Filed 60–90 days after fiscal year-end.
| Filing Date | Accession | Link |
|---|---|---|
| 2026-02-23 | 0001423689-26-000043 | EDGAR |
| 2025-02-21 | 0001423689-25-000007 | EDGAR |
| 2024-02-22 | 0001423689-24-000005 | EDGAR |
| 2023-02-27 | 0001423689-23-000017 | EDGAR |
| 2022-02-23 | 0001423689-22-000014 | EDGAR |
| 2021-02-26 | 0001423689-21-000011 | EDGAR |
| 2020-02-25 | 0001423689-20-000019 | EDGAR |
| 2019-02-22 | 0001423689-19-000007 | EDGAR |
| 2018-02-26 | 0001423689-18-000007 | EDGAR |
| 2017-02-27 | 0001423689-17-000011 | EDGAR |
Quarterly report — unaudited financials and MD&A. Filed 40–45 days after each of the first three fiscal quarters.
| Filing Date | Accession | Link |
|---|---|---|
| 2026-10-29 | 0001423689-26-000148 | EDGAR |
| 2026-07-31 | 0001423689-26-000128 | EDGAR |
| 2026-05-04 | 0001423689-26-000099 | EDGAR |
| 2025-10-31 | 0001423689-25-000106 | EDGAR |
| 2025-08-01 | 0001423689-25-000073 | EDGAR |
| 2025-05-02 | 0001423689-25-000056 | EDGAR |
| 2024-11-01 | 0001423689-24-000076 | EDGAR |
| 2024-08-05 | 0001423689-24-000058 | EDGAR |
| 2024-05-07 | 0001423689-24-000039 | EDGAR |
| 2023-11-06 | 0001423689-23-000069 | EDGAR |
ETF Holders
118 ETFs hold AGNC
25 shown · $1.79B total exposure · 0.18% AUM-weighted avg weight
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|---|---|---|---|---|---|
| 1 | IJH iShares Core S&P Mid-Cap ETF | iShares (BlackRock) | 0.28% | $351.1M | $123.7B | 2026-11-12 |
| 2 | VTI Vanguard Morningstar Total Stock Market ETF | Vanguard | 0.01% | $339.3M | — | 2026-09-30 |
| 3 | VB Vanguard Morningstar Small-Cap ETF | Vanguard | 0.14% | $242.0M | — | 2026-09-30 |
| 4 | VBR Vanguard Morningstar Small-Cap Value ETF | Vanguard | 0.24% | $157.5M | — | 2026-09-30 |
| 5 | VXF Vanguard Extended Market ETF | Vanguard | 0.13% | $120.6M | — | 2026-09-30 |
| 6 | MDY State Street® SPDR® S&P MIDCAP 400® ETF Trust | SPDR (State Street) | 0.28% | $72.8M | $25.7B | 2026-11-12 |
| 7 | REM iShares Mortgage Real Estate ETF | iShares (BlackRock) | 16.06% | $66.3M | $412.7M | 2026-11-12 |
| 8 | SPMD State Street® SPDR® Portfolio S&P 400™ Mid Cap ETF | SPDR (State Street) | 0.28% | $53.5M | $18.8B | 2026-11-12 |
| 9 | MORT VanEck Mortgage REIT Income ETF | VanEck | 15.39% | $45.6M | $297.0M | 2026-11-12 |
| 10 | IJK iShares S&P Mid-Cap 400 Growth ETF | iShares (BlackRock) | 0.41% | $43.2M | $10.4B | 2026-11-12 |
| 11 | IWR iShares Russell Mid-Cap ETF | iShares (BlackRock) | 0.07% | $40.8M | $58.7B | 2026-11-12 |
| 12 | SCHM Schwab U.S. Mid-Cap ETF | Nport | 0.23% | $34.1M | — | 2026-08-31 |
| 13 | PFF iShares Preferred and Income Securities ETF | iShares (BlackRock) | 0.29% | $32.4M | $11.3B | 2026-11-12 |
| 14 | IYR iShares U.S. Real Estate ETF | iShares (BlackRock) | 0.73% | $27.7M | $3.8B | 2026-11-12 |
| 15 | IWD iShares Russell 1000 Value ETF | iShares (BlackRock) | 0.02% | $21.0M | $84.9B | 2026-11-12 |
| 16 | IVOO Vanguard S&P Mid-Cap 400 ETF | Vanguard | 0.32% | $18.0M | — | 2026-09-30 |
| 17 | VFH Vanguard Financials ETF | Vanguard | 0.12% | $17.2M | — | 2026-09-30 |
| 18 | FXO First Trust Financials AlphaDEX® Fund | First Trust | 1.40% | $15.2M | $1.1B | 2026-11-12 |
| 19 | IJJ iShares S&P Mid-Cap 400 Value ETF | iShares (BlackRock) | 0.16% | $13.7M | $8.8B | 2026-11-12 |
| 20 | IWS iShares Russell Mid-Cap Value ETF | iShares (BlackRock) | 0.09% | $13.7M | $15.1B | 2026-11-12 |
| 21 | SCHX Schwab U.S. Large-Cap ETF | Nport | 0.02% | $13.3M | — | 2026-08-31 |
| 22 | ITOT iShares Core S&P Total U.S. Stock Market ETF | iShares (BlackRock) | 0.01% | $12.5M | $95.8B | 2026-11-12 |
| 23 | MDYG State Street® SPDR® S&P 400™ Mid Cap Growth ETF | SPDR (State Street) | 0.41% | $11.7M | $2.8B | 2026-11-12 |
| 24 | NUSC Nuveen ESG Small-Cap ETF | Nport | 0.90% | $11.6M | — | 2026-07-31 |
| 25 | USVM VictoryShares US Small Mid Cap Value Momentum ETF | Nport | 0.62% | $10.8M | — | 2026-06-30 |
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
Trailing P/E
823.00
TTM Diluted EPS
$0.01
TTM Revenue
$0.00
TTM Net Income
$-76.00M
TTM Op. Cash Flow
$1.14B
Quarterly figures (12 quarters)
| Quarter | Period End | Revenue | Net Income | Diluted EPS | Op. Cash Flow |
|---|---|---|---|---|---|
| Q3 '26 | 2026-09-30 | $0.00 | $-1.40B | $-1.17 | $404.00M |
| Q2 '26 | 2026-06-30 | $0.00 | $610.00M | $0.52 | $218.00M |
| Q1 '26 | 2026-03-31 | $0.00 | $-192.00M | $-0.17 | $387.00M |
| Q4 '25 | 2025-12-31 | $0.00 | $908.00M | $0.83 | $128.00M |
| Q3 '25 | 2025-09-30 | $0.00 | $764.00M | $0.72 | $153.00M |
| Q2 '25 | 2025-06-30 | — | $-178.00M | $-0.17 | $180.00M |
| Q1 '25 | 2025-03-31 | — | $15.00M | $0.02 | $192.00M |
| Q4 '24 | 2024-12-31 | — | $86.00M | $0.07 | $79.00M |
| Q3 '24 | 2024-09-30 | — | $313.00M | $0.39 | $7.00M |
| Q2 '24 | 2024-06-30 | — | $-80.00M | $-0.11 | — |
| Q1 '24 | 2024-03-31 | — | $412.00M | $0.59 | $20.00M |
| Q4 '23 | 2023-12-31 | — | $381.00M | $0.63 | $-31.00M |
Q3 2026 • period ending 2026-09-30 • filed 2026-10-29
Valuation
Ratios derived from TTM financials and the current market price, sampled daily. History chart shows how expensive the stock is today relative to its own recent past.
Price Multiples
- P/E — price / TTM earnings. Rough market rule: 10–15 value, 15–25 market, >30 growth/premium. Negative when earnings are negative.
- P/B — price / book value. Useful for financials and asset-heavy names; meaningless for asset-light software.
- P/S — price / TTM revenue. Useful when earnings are negative or noisy (early-stage growth).
- EV/EBITDA — capital-structure-neutral. <10 cheap, 10–15 reasonable, >20 rich. Good for comparing across leverage profiles.
- EV/Sales — like P/S but accounts for debt + cash. Compare within sector.
Profitability & Yields
- ROE — return on equity. >15% strong, >25% exceptional. Caution: high leverage inflates ROE.
- ROA — return on assets. Leverage-neutral; >5% solid, >10% exceptional.
- Div Yield — annual dividend / price. Compare to 10Y Treasury; sustained yield >6% often signals distress.
- FCF Yield — free cash flow / market cap. >5% is attractive; negative means burning cash.
Balance Sheet
- Debt/Equity — leverage. <1 conservative, >2 aggressive. Sector-dependent (utilities naturally high, tech low).
- Current Ratio — short-term liquidity. >1.5 comfortable, <1 raises short-term solvency flags.
Reading the history chart
- Compare current level to the 3-year band: near the high end = relatively expensive; near the low = relatively cheap.
- Multiples expanding while earnings are flat = sentiment-driven rally.
- Multiples compressing while earnings grow = value coming from fundamentals.
P/E
823.00
P/B
0.73
P/S
—
EV/EBITDA
—
EV/Sales
—
ROE
16.7%
ROA
1.7%
Div Yield
17.31%
FCF Yield
9.70%
Debt/Equity
0.00
Current Ratio
—
Market Cap
$9.14B
as of 2026-11-13
AGNC vs Peers
Related companies, largest first| Company | Market cap | P/E | Revenue growth | YTD | IV rank |
|---|---|---|---|---|---|
| NLY Annaly Capital Management. Inc. | $13.8B | 12.4 | +20.5% | −22.9% | 33 |
| AGNC AGNC Investment Corp. Common Stock | $10.4B | 823.0 | — | −24.7% | 41 |
| RITM Rithm Capital Corp. | $5.0B | 14.2 | +17.2% | −18.3% | 26 |
| STWD STARWOOD PROPERTY TRUST, INC. | $4.2B | 19.9 | +14.0% | −38.4% | 52 |
| DX Dynex Capital, Inc. | $2.6B | 53.0 | — | −28.5% | 22 |
| BXMT Blackstone Mortgage Trust, Inc. (NEW) | $1.8B | — | −1.2% | −45.1% | 22 |
| ARR ARMOUR Residential REIT, Inc. | $1.7B | — | — | −34.1% | 100 |
| LADR LADDER CAPITAL CORP | $1.1B | 10.6 | +1.9% | −23.4% | 44 |
| ORC Orchid Island Capital, Inc. | $881M | 93.6 | — | −36.5% | 21 |
| Peer median | $2.2B | 17.0 | +14.0% | −31.3% | 30 |
P/E uses the latest reported trailing-12-month diluted EPS; "—" means no positive earnings or no data.
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
150.49M
SI % of Float
12.74%
Days to Cover
5.59
Short Vol Ratio
51.3%
Free Float
1.18B
Float %
99.6%
Short interest 2026-10-30 • Short volume 2026-11-13 • Float 2026-08-24