AGNCN AGNC Investment Corp.
$25.77
Real Estate Investment Trust 85%
P/FFO × Default REIT Multiple
Strong · Conviction

Undervalued

Trading 72.7% below fair value

You pay $25.84
Bear $78.75
Fair $94.52
Bull $110.31
Bear $78.75 +204.7% $5.38 FFO × 18x
Fair $94.52 +265.8% $5.38 FFO × 22x
Bull $110.31 +326.9% $5.38 FFO × 26x

Key Value Driver

FFO/share ($5.38) × default P/FFO multiple

Implied Market Multiple 4.8x

Summary

Our base-case estimate uses P/FFO × Default REIT Multiple. We then blend that result with the average analyst price target of $12.00 from 33 analysts, using a 30% weight on analyst consensus. That produces an estimated intrinsic value of $94.52 per share.

Warnings

Standard profit figures are misleading for real estate companies — large non-cash accounting charges make profits look artificially low. Dividend yield and funds from operations are better measures.
Dividend yield of 9.2% is unusually high — make sure the company generates enough cash to keep paying it.
Wall Street's average price target is $12.00 (from 33 analysts). Our estimate is 982% above the consensus -- consider that gap carefully.

Key Risks

  • P/E and EV/EBITDA are structurally wrong for REITs — use P/FFO and NAV
  • Interest rate sensitivity: REIT multiples compress when rates rise
  • FFO approximation (NI + D&A) may include gains on property sales — verify