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Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. As of today (2026-08-03), AGNC Investment's Beta is 0.6673.
Beta is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. We usually compare beta to 1. A beta of 1 indicates that the security's price will move with the market. A beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Beta is primarily used in the Capital Asset Pricing Model (CAPM) to calculate the Cost of Equity, which can be used in the calculation of WACC %. The formula of Cost of Equity is:
Cost of Equity = Risk-Free Rate of Return + Beta of Asset * (Expected Return of the Market - Risk-Free Rate of Return)
AGNC Investment Beta Related Terms
AGNC Investment Beta Historical Data
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The historical data trend for AGNC Investment's Beta can be seen below:
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
For the REIT - Mortgage subindustry, AGNC Investment's Beta, along with its competitors' market caps and Beta data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
AGNC Investment Beta vs REITs Industry
For the REITs industry and Real Estate sector, AGNC Investment's Beta distribution charts can be found below:
* The bar in red indicates where AGNC Investment's Beta falls into.
Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. A stock's beta can be calculated by dividing the product of the covariance of the individual stock's returns and the market's returns by the variance of the market's returns over a specified period. Basically, GuruFocus uses the returns calculated over three-year period.
AGNC Investment (MEX:AGNC) has a Beta of 0.6673 as of Aug. 03, 2026. Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. View historical data for AGNC Investment and its competitors.
Is AGNC Investment's Beta too high?
AGNC Investment's current Beta is 0.6673. Overall, AGNC Investment has a GF Score™ of 34/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does AGNC Investment's Beta compare to NLY and STWD?
AGNC Investment's Beta of 0.6673 can be compared against companies in the REITs industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Beta for a REITs company?
A good Beta depends on the REITs industry context. However, Beta should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Beta mean?
A high Beta can signal that a stock is expensive relative to its fundamentals. Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. View historical data for AGNC Investment and its competitors. AGNC Investment's current Beta is 0.6673. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is AGNC Investment stock overvalued right now?
Based on GuruFocus' analysis, AGNC Investment (MEX:AGNC) is currently considered Possible Value Trap. The stock's GF Value™ is MXN339.13, compared to a current price of MXN186.00 — trading 45.2% below its estimated fair value. The current Beta is 0.6673. AGNC Investment's overall GF Score™ is 34/100 with 4 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Beta calculated?
Beta is calculated from a company's financial statements. For AGNC Investment (MEX:AGNC), the current Beta is 0.6673 as of Aug. 03, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is AGNC Investment (MEX:AGNC) Overvalued in 2026?
Based on GuruFocus' analysis, AGNC Investment stock appears to be undervalued.
The current stock price of MXN186.00 is trading 45.2% below its estimated GF Value™ of MXN339.13.
GuruFocus considers AGNC Investment to be Possible Value Trap.
Key valuation signals for MEX:AGNC:
Beta: 0.6673
GF Value™: MXN339.13 vs. price of MXN186.00 (45.2% below fair value)
No single metric tells the full story. See the MEX:AGNC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
AGNC Investment Corp is a real estate investment trust that invests in agency residential mortgage-backed securities. The firm's asset portfolio is comprised of residential mortgage pass-through securities and collateralized mortgage obligations for which the principal and interest payments are guaranteed by a U.S. Government-sponsored enterprise, such as the Federal National Mortgage Association and the Federal Home Loan Mortgage Corporation, or by a U.S. Government agency, such as the Government National Mortgage Association. It also invests in other types of mortgage and mortgage-related residential and commercial mortgage-backed securities or other investments in or related to, the housing, mortgage, or real estate markets.
34GF Score
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Beta is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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