Annaly Capital Management, Inc. (NLY) Stock Price & Analysis
Market: NYSE • Sector: Real Estate • Industry: REIT - Mortgage
Annaly Capital Management, Inc. (NLY) Profile & Business Summary
Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market lending. The company invests in agency mortgage-backed securities, mortgage servicing rights, Agency commercial mortgage-backed securities, non-Agency residential mortgage assets, residential mortgage loans, credit risk transfer securities, corporate debts, and other commercial real estate investments. It has elected to be taxed as a real estate investment trust (REIT). As a REIT, it is not subject to federal income tax to the extent that it distributes its taxable income to its shareholders. The company was founded in 1996 and is based in New York, New York.
Key Information
| Ticker | NLY |
|---|---|
| Exchange | NYSE |
| Official Site | https://www.annaly.com |
Market Trend Overview for NLY
One model, two time views: what the market looks like right now, and where the larger trend is heading over time.
SRE (WhaleQuant Structural Regime Engine) SRE evaluates how price structure evolves across daily and weekly timeframes to define the prevailing market regime. Beyond identifying trends, consolidations, and exhaustion phases, it distinguishes between raw structural strength and deployable participation quality. The model dynamically adjusts for structural context and extension risk, assessing whether conditions are supportive, stretched, fragile, or structurally impaired. Its purpose is not to forecast precise price levels, but to determine whether risk deployment is aligned with underlying market structure.
Longer-Term Market Trend (Mid to Long Term)
Shows the bigger market trend, how strong it is, and where risks may start to build over the next few weeks or months. — Updated as of 2026-10-13 (ET)
As of 2026-10-13, NLY is moving sideways without a clear direction. Over the longer term, the trend remains bearish.
NLY last closed at 18.16. The price is about 0.4 ATR below its recent average price (18.33), and the market is currently in a sideways market without a clear direction. Price at 18.16 is moving between minor support near 17.45 and minor resistance near 18.87. Direction remains unclear. View Support & Resistance from Options
The market is moving sideways, with no clear direction. Both upside and downside risks remain in play.
Trend score: 35 out of 100. Overall alignment is unclear. The market is currently in a sideways market without a clear direction. The longer-term trend is still negative, but short-term signals are not yet confirming it.
There is no clear key risk boundary right now.
On 2026-08-26, trend conditions deteriorated, suggesting that moves in the prior direction became less dependable.
Recent bars show mixed price behavior without a clear shift in structural quality or efficiency.
There was no clear sign of meaningful positions being carried into the overnight session.
The model sees a bearish edge, but still treats it as a selective downside setup rather than an aggressive downside call.
Up probability is only 37.6%, with predictability at 47% and agreement at 93%. Reversal risk is 20%. That suggests downside pressure is present, while the setup still remains selective rather than extreme.
NOTE: This next-day up/down probability forecast module is still being tested for accuracy. Please do not rely on it for investment decisions. The model does not account for black swan events or company-specific fundamental news, and its estimates are based solely on technical conditions, capital flow, and market sentiment. View forecast history
This estimate uses 1-minute price, volume, and VWAP data from the last 58 trading days, with turnover-based decay. The sample period is 2026-07-23 to 2026-10-13. The current price is 18.16, 12.29% below the estimated average cost of 20.70. An estimated 11.0% of recent positioning is below the current price, while 88.6% is above it. The peak-density price is 18.28. The largest concentrated cost region is 22.59 to 23.23 and contains 24.9% of the estimated distribution. The current price is within the 18.15 to 18.57 cost region. The nearest region below the current price is 17.89 to 18.07. The nearest region above the current price is 18.67 to 18.75.
Short Interest & Covering Risk for NLY
This analysis looks at overall short interest positioning, focusing on the broader setup rather than short-term noise.
Shows how likely a short squeeze may be under current market conditions.
Short Exposure Percentile
Short interest is at a very high historical level. If price moves against shorts, reactions could be sharp and volatile. (Historical percentile: 94%)
Structure Analysis
NLY Short positioning looks normal. Current days to cover is 1.8 trading days, meaning short positions could unwind at a normal pace. Short covering is likely to have a normal impact on price moves. Price is already trending lower (20D return -15.2%). The current configuration reflects active downside pressure rather than latent structural fragility.
Risk Summary
No clear bull trap characteristics detected. Recent price behavior remains broadly consistent with current positioning.This reading helps confirm that current price action remains structurally healthy and does not indicate elevated trap risk.
Why Price Reactions May Be Stronger?
In the latest reporting period, short interest continues to increase. Adaptive thresholds applied to liquidity weakness, near-high detection, and compression sensitivity. As a result, similar news or market events could lead to price moves about 1× larger than usual.
Note:
Short interest data is reported every two weeks by
FINRA.
The most recent snapshot is
2026-09-30 (ET).
Because this data updates slowly, it is not intended to predict short-term price moves. Instead, it helps describe longer-term market structure and where pressure may be building if prices begin to move.