Equity Clock

Arithmetic Average Seasonal Chart

Geometric Average Seasonal Chart

NLY Relative to the S&P 500

NLY Relative to the Sector

% of Revenue Generated in Each Quarter

% of Free Cash Flow Generated in Each Quarter

% of Net Income Generated in Each Quarter

Seasonal Chart Analysis

Analysis of the Annaly Capital Management, Inc. (NYSE:NLY) seasonal charts above shows that a Buy Date of June 18 and a Sell Date of September 9 has resulted in a geometric average return of 2.83% above the benchmark rate of the S&P 500 Total Return Index over the past 20 years. This seasonal timeframe has shown positive results compared to the benchmark in 15 of those periods. This is a good rate of success and the return strongly outperforms the relative buy-and-hold performance of the stock over the past 20 years by an average of 4.87% per year.

The seasonal timeframe correlates Poorly with the period of seasonal strength for the Financial sector, which runs from November 22 to April 13. The seasonal chart for the broad sector is available via the following link: Financial Sector Seasonal Chart.

Annaly Capital Management, Inc. engages in the investment and financing of residential and commercial assets. It operates through the following investment groups: Agency, Residential Credit, and Mortgage Servicing Rights. The Agency group invests in agency mortgage-backed securities. The Residential Credit group involves non-agency residential mortgage assets within securitized products and whole loan markets. The Mortgage Servicing Rights group provides the right to service residential mortgage loans in exchange for a portion of the interest payments made on the loans. The company was founded by Michael A. J. Farrell and Wellington Jamie Denahan-Norris on November 25, 1996 and is headquartered in New York, NY.

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Stocks mentioned in this post: NLY