MODEL VERDICT
AGNC Investment Corp. (AGNC)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| May 1, 2026 | MODERATE | 0.66 | $10.94 | CURRENT | — |
| Apr 24, 2026 | MODERATE | 0.66 | $11.02 | CURRENT | — |
| Apr 17, 2026 | MODERATE | 0.66 | $10.90 | CURRENT | — |
| Apr 16, 2026 | MODERATE | 0.66 | $10.74 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.66 | $10.47 | CURRENT | — |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| EV/EBITDA 8 industry peers | $82.44 | +653.6% | 15% | A- | Peer Data |
| Dividend Yield 9 industry peers | $11.10 | +1.5% | 12% | B | Supplementary |
| Price / Book 10 industry peers | $8.58 | -21.6% | 8% | B | Model Driven |
| Industry Median P/E 8 industry peers | $6.29 | -42.5% | 5% | A | Peer Data |
| Forward P/E 10 analyst estimates | $11.66 | +6.6% | 5% | A- | Analyst Est. |
| EV To Revenue 9 industry peers | $73.15 | +568.6% | 3% | B | Data |
| Price / Sales 10 industry peers | $12.04 | +10.1% | 2% | B | Model Driven |
| Weighted Output Blended model output | $51.80 | +373.5% | 100% | 73 | SIGNIFICANTLY UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 8× | 10× | 12× (Current) | 14× | 16× |
|---|---|---|---|---|---|
| Bear Case (2%) | $8 | $9 | $11 | $13 | $15 |
| Conservative (5%) | $8 | $10 | $12 | $14 | $16 |
| Base Case (-4.3%) | $7 | $9 | $11 | $12 | $14 |
| Bull Case (-6%) | $7 | $9 | $11 | $12 | $14 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 63.44 | 15.24 | 9.90 | 196.20 | 80.36 |
| EV/EBIT | 49.59 | 21.63 | 1.79 | 172.92 | 67.20 |
| EV/EBITDA | 49.57 | 21.57 | 1.79 | 172.92 | 67.22 |
| P/FCF | 19.14 | 6.22 | 4.93 | 84.18 | 31.88 |
| P/FFO | 18.84 | 8.99 | 7.13 | 50.27 | 21.01 |
| P/TBV | 0.71 | 0.79 | 0.07 | 0.91 | 0.28 |
| P/B Ratio | 0.67 | 0.74 | 0.07 | 0.87 | 0.27 |
| Div Yield | 0.14 | 0.13 | 0.11 | 0.17 | 0.03 |
| P/S Ratio | 7.23 | 4.03 | 1.48 | 25.23 | 8.34 |
Based on our peer multiples analysis with 20 valuation metrics, the model estimates AGNC's fair value at $51.80 vs the current price of $10.94, implying +373.5% upside potential. Model verdict: Significantly Undervalued. Confidence: 73/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $51.80 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $26.48 (P10) to $103.97 (P90), with a median of $55.55.
AGNC's current P/E of 11.8x compares to the industry median of 6.8x (8 peers in the group). This represents a +74.0% premium to the industry. The historical average P/E is 63.4x over 5 years. Signal: High Premium.
35 analysts cover AGNC with a consensus rating of Hold. The consensus price target is $11.13 (range: $10.00 — $12.00), implying +1.7% upside from the current price. Grade breakdown: Strong Buy (0), Buy (13), Hold (19), Sell (3), Strong Sell (0).
The model confidence score is 73/100, based on: data completeness (22), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that AGNC's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.4σ, meaning margins are 0.4 standard deviations above their historical average. If margins revert to the 5-year mean (11.4%), the model estimates fair value drops by 15440.0% to approximately $28. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.