PortfoliosLab logo

Federal Agricultural Mortgage Corporation (AGM)

Equity · Currency in USD · Last updated Sep 30, 2022

Company Info

ISINUS3131483063
CUSIP313148306
SectorFinancial Services
IndustryCredit Services

Trading Data

Previous Close$108.13
Year Range$89.88 - $132.19
EMA (50)$106.51
EMA (200)$107.98
Average Volume$27.82K
Market Capitalization$1.14B

AGMShare Price Chart


Chart placeholderClick Calculate to get results

AGMPerformance

The chart shows the growth of $10,000 invested in Federal Agricultural Mortgage Corporation in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $190,266 for a total return of roughly 1,802.66%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MayJuneJulyAugustSeptember
-9.02%
-20.56%
AGM (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

AGMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.27%-9.68%
6M-9.68%-20.90%
YTD-18.46%-23.62%
1Y-8.43%-16.36%
5Y10.14%7.65%
10Y17.63%9.73%

AGMMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.72%1.56%-11.65%-5.58%2.52%-6.04%12.94%-0.95%-9.13%
20212.36%13.49%17.82%2.12%-1.36%-1.69%-1.42%0.41%11.84%16.19%-3.47%2.57%
2020-8.62%-1.63%-24.81%19.77%-3.75%1.07%-7.03%14.52%-5.49%1.46%4.82%10.83%
201917.06%15.72%-10.73%5.59%-10.53%7.23%6.34%6.57%-0.02%3.71%-1.94%1.40%
20182.57%-5.22%15.17%-1.74%9.36%-3.70%5.38%-18.26%-5.65%-3.24%-5.41%-7.60%
2017-2.81%3.45%0.57%-0.90%6.22%7.36%5.97%-0.64%7.37%2.06%0.01%5.90%
20163.29%-0.49%17.13%7.82%-11.33%-2.77%10.37%6.64%-2.98%3.37%32.28%6.52%
2015-9.20%15.93%-11.29%11.53%0.41%-7.48%-7.95%-11.51%10.22%13.23%2.08%5.89%
2014-10.54%2.68%6.14%7.01%-12.82%0.64%-6.21%12.93%-1.95%3.61%-8.68%0.28%
20135.57%-1.63%-8.44%3.22%-5.38%-3.57%7.65%8.23%-0.43%6.92%-1.91%-1.81%
20127.66%2.89%14.24%0.71%5.51%9.18%-4.16%-1.51%4.38%9.44%19.56%-3.20%
2011-5.39%29.08%-3.86%-0.84%0.53%16.43%-8.68%-0.59%-4.97%6.04%-15.81%6.37%
20106.03%15.61%30.34%98.76%-29.09%-11.83%6.49%-26.84%-0.53%8.78%18.61%17.29%

AGMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Federal Agricultural Mortgage Corporation Sharpe ratio is -0.25. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.25
-0.76
AGM (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

AGMDividend History

Federal Agricultural Mortgage Corporation granted a 3.79% dividend yield in the last twelve months. The annual payout for that period amounted to $3.73 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$3.73$3.52$3.20$2.80$2.32$1.44$1.04$0.64$0.56$0.48$0.40$0.20$0.20

Dividend yield

3.79%2.92%4.58%3.74%4.44%2.19%2.21%2.53%2.36%1.82%1.62%1.49%1.66%

AGMDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.59%
-24.10%
AGM (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)

AGMWorst Drawdowns

The table below shows the maximum drawdowns of the Federal Agricultural Mortgage Corporation. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Federal Agricultural Mortgage Corporation is 55.57%, recorded on Sep 7, 2010. It took 396 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.57%May 4, 201088Sep 7, 2010396Apr 2, 2012484
-53.3%Jul 27, 2018415Mar 20, 2020239Mar 3, 2021654
-37.96%Feb 20, 2013642Sep 4, 2015129Mar 11, 2016771
-32.01%Nov 9, 2021152Jun 16, 2022
-24.47%May 11, 201633Jun 27, 201695Nov 9, 2016128
-14.55%May 7, 202162Aug 4, 202137Sep 27, 202199
-14.29%Mar 17, 20103Mar 19, 20104Mar 25, 20107
-13.34%Jul 9, 201234Aug 23, 201238Oct 17, 201272
-12.6%Oct 16, 201719Nov 9, 201727Dec 19, 201746
-12.42%Mar 16, 201723Apr 18, 201716May 10, 201739

AGMVolatility Chart

Current Federal Agricultural Mortgage Corporation volatility is 33.44%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%MayJuneJulyAugustSeptember
33.44%
20.76%
AGM (Federal Agricultural Mortgage Corporation)
Benchmark (^GSPC)