Profitability
Weight: 20%
A+
100.0
Scored using FFO margin — REIT-archetype substitution.
- FFO Margin 96.6% 100/100
AGNC - AGNC Investment Corp.
Price:
--
--
|
CONSENSUS:
Hold
DETAILS
|
PRICE TARGET:
$11.67
DETAILS
HIGH:
$12.00
LOW:
$11.00
MEDIAN:
$12.00
CONSENSUS:
$11.67
UPSIDE:
7.06%
AlphaQuality
Quantitative six-pillar business-quality grade
Real Estate Investment Trust
AlphaQuality — archetype-weighted quantitative grade
D+
41.5 / 100 composite
Capital Efficiency
Weight: 15%
F
17.1
- 5yr Avg ROE 3.3% 26/100
- 5yr Share-Count CAGR 13.2% 0/100
Growth Quality
Weight: 15%
B
73.3
Scored using FFO/share — REIT-archetype substitution.
- 5yr FFO/Share CAGR 4.1% 70/100
- Positive-FFO Years (5) 4/5 80/100
Cash Generation
Weight: 15%
F
16.2
Scored using AFFO dividend coverage — REIT substitution.
- AFFO Dividend Coverage 0.41x 5/100
- 5yr FCF/NI 0.45x 42/100
Balance Sheet
Weight: 25%
F
7.5
Scored using Debt/Assets — REIT-archetype substitution.
- Debt / Assets 88.5% 0/100
- Interest Coverage (EBIT/Int) 1.59x 21/100
Stability
Weight: 10%
D
36.3
- EPS Volatility (σ/μ) 0.65 18/100
- Negative-Revenue Years (5) 2/5 60/100
- Piotroski F-Score 4 44/100
Guru Flow
Curated superinvestor sentiment — not part of the AlphaQuality grade.3 of 3 gurus held; 3 added; 1 full exit.
- Holders
- 3
- Avg Δ position
- +31.0%
- New buys
- 0
- Full exits
- 1
How this is calculated
AlphaQuality grades six pillars from 0-100 and weights each by archetype:
- Profitability (20%) — FFO Margin
- Capital Efficiency (15%) — 5yr Avg ROE, 5yr Share-Count CAGR
- Growth Quality (15%) — 5yr FFO/Share CAGR, Positive-FFO Years (5)
- Cash Generation (15%) — AFFO Dividend Coverage, 5yr FCF/NI
- Balance Sheet (25%) — Debt / Assets, Interest Coverage (EBIT/Int)
- Stability (10%) — EPS Volatility (σ/μ), Negative-Revenue Years (5), Piotroski F-Score
The six pillars read only reported financial-statement fields — no analyst targets or consensus ratings. The archetype that picks which pillar formulas apply is not fully price-free, though: it can route a company to the distressed/ungradable archetype based on price vs. its 52-week high, and beta affects one classification check. A minimum of 5 fiscal years of audited statements is required. Insurers and banks are graded on their own methodology — insurers on loss ratio, its trend and stability, and premiums-to-surplus; banks on the efficiency ratio, its trend and stability, and equity-to-assets — rather than on industrial margin/ROIC signals. Distressed, highly leveraged infrastructure, asset-manager, and other financial businesses are declared ungradable rather than forced into a numeric score.