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AGNC

AGNC Investment Corp. Real Estate As of 2026-07-31 Updated daily after market close

strong quality, fair valuation.

2 active signals
Filed revenue acceleration EPS surprise beat
This page refreshes daily after the close. Add AGNC Investment Corp. to your watchlist to track signal changes on your next visit.
Valuation 62Quality 88Growth 90Momentum 60Risk / liquidity 87

Is AGNC Investment Corp. a buy? Fundamentals and valuation first

  • Quality is top-tier. Operating margin ranks above roughly 99% of the liquid US common-stock universe. TTM ROE is about 17.7%.

  • Valuation is middle-of-pack. TTM P/E is near the 52th percentile.

  • Recent volatility is comparatively low. 60-day annualized volatility is in the 17th percentile. Average 20-day dollar volume is about $214.0M.

  • Signals are active now. Filed revenue acceleration, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 43.84902143522833%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

9 historical occurrences (since 2021-11-05)
Average forward return after Filed revenue acceleration。20-day: Win 50%, Sample 8, Median -0.31%, Excess +0.67%, Beat mkt rate 50%；60-day: Win 50%, Sample 8, Median -1.61%, Excess +1.23%, Beat mkt rate 50%；120-day: Win 57.1%, Sample 7, Median +0.39%, Excess -5.99%, Beat mkt rate 28.6%

120 days after: historical avg -3.07%

20-day +1.37%
60-day +1.25%
120-day -3.07%
20-day
60-day
120-day
Win
50%
50%
57.1%
Sample
8
8
7
Median
-0.31%
-1.61%
+0.39%
Excess
+0.67%
+1.23%
-5.99%
Beat mkt rate
50%
50%
28.6%

Over 7 occurrences, 120-day forward avg declined 3.07%, lagged the market by 5.99 pts; win rate 57.1%.

EPS surprise beat

Active · now 36.8421052631579%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

24 historical occurrences (since 2015-02-02)
Average forward return after EPS surprise beat。20-day: Win 54.5%, Sample 22, Median +1.16%, Excess +0.55%, Beat mkt rate 45.5%；60-day: Win 59.1%, Sample 22, Median +1.85%, Excess -1.43%, Beat mkt rate 36.4%；120-day: Win 38.1%, Sample 21, Median -4.01%, Excess -7.63%, Beat mkt rate 19%

120 days after: historical avg -0.99%

20-day +2.59%
60-day +1.98%
120-day -0.99%
20-day
60-day
120-day
Win
54.5%
59.1%
38.1%
Sample
22
22
21
Median
+1.16%
+1.85%
-4.01%
Excess
+0.55%
-1.43%
-7.63%
Beat mkt rate
45.5%
36.4%
19%

Over 21 occurrences, 120-day forward avg declined 0.99%, lagged the market by 7.63 pts; win rate 38.1%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 0Insufficient data
20-40 You are here1Insufficient data
40-60 115+4.6% +10.7% 77.4% -14.3%
60-80 112-8.5% -5.6% 30.4% -26.3%
80-100 271+2.3% +1.3% 52% -19.1%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 5.44, placing it in the 25.2 own-history percentile, inside the 20-40 bucket.

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
Insufficient data
(0d)
Insufficient data
(28d)
+3.8%
Win rate 66.6% Excess -4.6%
311d
60-day momentum down
Insufficient data
(0d)
-13.4%
Win rate 24.8% Excess -18.9%
129d
-1.5%
Win rate 49.7% Excess -17.9%
151d

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

8 times historically; 60-day forward avg -4.78%, win rate 37.5%, beating the market by -5.08 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.