Discounted Cash Flow

Annaly Capital Management Inc. REIT

NLY · Based on 10 years of SEC filings

DCF estimate unavailable — loss_in_2023

Average annual growth rates

Metric 10-Year 5-Year 3-Year
Sales
Free Cash Flow
Average (FCF & NI)
Net Income

Average annual growth is the mean year-over-year change across each period.

Endpoint CAGR (better for long term trend)

Metric 10-Year 5-Year 3-Year
Sales
Free Cash Flow
Average (FCF & NI)
Net Income

Endpoint CAGR is the compound annual rate from the first to last year in each period.

Projections use average year-over-year growth. Change this in Settings.

Projected growth rate

Free cash flow growth
10-year: — 5-year: — 3-year: —
Averaged growth (FCF & NI)
10-year: — 5-year: — 3-year: —
Net income growth
10-year: — 5-year: — 3-year: —
Sales growth (not added to calculations)
10-year: — 5-year: — 3-year: —

Click a greyed-out slider to switch metrics. Slide between the 10-year, 5-year, and 3-year historic growth rates for FCF, net income, or their average.

%
%

Historical inputs (10 fiscal years)

YEAR Sales Net Income Free Cash Flow Net Margin EPS (diluted)
2016 $2.2b $1.4b $6.9b 64.8% $1.39
2017 $2.5b (12.8%) $1.6b (9.5%) $6.9b (1.1%) 63.0% (-2.9%) $1.37 (-1.4%)
2018 $3.3b (33.7%) $54.4m (-96.5%) $54.4m (-99.2%) 1.6% (-97.4%) $-0.06 (-104.4%)
2019 $3.8b (13.6%) $-2.2b (-4075.3%) $-1.2b (-2304.7%) -57.1% (-3598.0%) $-1.60 (-2566.7%)
2020 $2.2b (-41.1%) $-891.2m (58.8%) $528.0m (144.0%) -40.0% (30.0%) $-0.73 (54.4%)
2021 $2.0b (-11.1%) $2.4b (368.2%) $3.1b (482.8%) 120.5% (401.5%) $1.60 (319.2%)
2022 $2.8b (40.1%) $1.7b (-27.8%) $4.4b (41.6%) 62.1% (-48.5%) $3.93 (145.6%)
2023 $3.7b (34.3%) $-1.6b (-195.2%) $2.0b (-54.8%) -44.0% (-170.9%) $-3.61 (-191.9%)
2024 $4.8b (29.7%) $1.0b (161.0%) $2.4b (24.2%) 20.7% (147.0%) $1.62 (144.9%)
2025 $6.0b (23.1%) $2.0b (102.3%) $-222.2m (-109.1%) 34.0% (64.3%) $2.92 (80.2%)

Base FCF: (latest fiscal year)

Discount rate: %

Terminal growth:

Projection period: years

Alt A decline yrs:

Alt B total yrs:

Values abbreviated: b = billions, m = millions, k = thousands.

Projected cash flows

Year Projected cash flow Discount Factor Present Value

PV of projected FCF:

Terminal FCF:

Terminal value:

PV of terminal value:

Enterprise value (DCF):

DCF price per share:

Current price:

Alternative DCF Models

Model Fair Value Upside PV(FCFs) PV(Terminal) Total Years
Standard (10yr→TV) 10 + TV
Alt A (Gradual Decline)
Alt B (30yr Hard Stop) N/A

This is a simplified DCF model for illustration. It uses reported free cash flow, a single growth assumption, fixed WACC, and a Gordon Growth terminal value. It is not investment advice.

+ 10YR Financials Balance Sheet (10YR) Cash Flow (10YR) DCF Model

loss_in_2023

Once the company meets all DCF eligibility criteria (sufficient history, profitability, growth trends), an estimate will become available automatically. No action is needed.