Ticker reaction data · Real Estate

Annaly Capital Management Inc. (NLY)

NLY moved a median of +0.02% 30 minutes after news, and -0.05% by the close. How NLY actually reacts to news — the realized, point-in-time move the market made, measured across 235 labeled events over the last three years with zero look-ahead.

The quantified answer

NLY’s median reaction, across the day.

+0.02%
Median 30-min
Typical reaction 30 minutes after any NLY news
50%
Moved up
Share of NLY news events that rose at 30 minutes
-0.05%
Median to close
Where NLY typically settles by the closing bell
NLY median reaction to newsNLY median reaction to news across 4 horizons: 5-min +0.00%, 30-min +0.02%, 60-min +0.07%, to close -0.05%.5-min30-min60-minto close5-min: +0.00%30-min: +0.02%60-min: +0.07%to close: -0.05%+0.00%+0.02%+0.07%-0.05%-0.05%0+0.07%
Median move vs. the price at the news timestamp, each horizon on its own sample — the counts are in the table below.
NLY median reaction to news, by horizon. Each rung is measured on the events that traded at that horizon.
HorizonMedian% positiveEvents
5-min0.00%49%235
30-min+0.02%50%235
60-min+0.07%54%235
to close-0.05%47%234
Where NLY reactions landvs 235 measured NLY reactions
NLYMiddle 50% · -0.41% to +0.51%Zero: 0.00%Median: +0.02%Median +0.02%-1.00%0+1.00%
Middle 50% of NLY reactions-0.41% to +0.51%
Median reaction (30-min)+0.02%
Measured reactions235
Point-in-time · zero look-ahead

Half of all Annaly Capital Management Inc. news events land between -0.41% and +0.51% at 30 minutes.

Reaction stats as of 2026-09-21. Newest measured event . Reaction = percent move vs. the price at the news timestamp.

By event type

How NLY reacts, by analyst action.

EventEventsMedian 30-min% positiveMedian to close
Analyst upgrades14-0.04%50%-0.10%
Coverage initiations10+0.23%70%-0.32%
Rating reiterations76-0.01%45%+0.12%
Price-target raises20+0.09%60%+0.27%
Price-target cuts12-0.26%33%-0.19%

Last 3 years, pulled 2026-09-21. Reaction = percent move vs. the price at the news timestamp. Counts and medians only. The same measurement runs across every name in the dataset. 1 further class was observed with fewer than 10 measured events and is not published. See how NLY ranks against every other measured name →

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Latest news

Recent NLY events, each with its measured reaction.

DateHeadlineEventSource5-minTo close
Form 8-K ANNALY CAPITAL MANAGEMEN For: Oct 02SEC filing · Form 8-KSEC EDGAR-0.73%-1.03%
Annaly Capital Management, Inc. Announces Dates of Third Quarter 2026 Financial Results and Conference CallPress releaseBusiness Wire-0.96%-4.01%
Annaly Capital Management, Inc. Announces 3rd Quarter 2026 Common Stock Dividend of $0.75 per SharePress releaseBusiness Wire-0.58%-2.22%
Annaly Capital Management, Inc. Announces Redemption of all 17,700,000 Outstanding Shares of 6.750% Series I Fixed-to-Floating Rate Cumulative Redeemable Preferred StockPress releaseBusiness Wire+0.38%+0.81%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Aug 19SEC filing · Form 8-KSEC EDGAR+0.09%-1.52%
Annaly Capital Management, Inc. Announces Preferred DividendsPress releaseBusiness Wire+0.13%+0.82%
Form 10-Q ANNALY CAPITAL MANAGEMEN For: Jun 30SEC filing · Form 10-QSEC EDGAR-0.22%-0.43%
Annaly Capital Management, Inc. Reports 2nd Quarter 2026 ResultsPress releaseBusiness Wire-1.41%-1.15%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Jul 21SEC filing · Form 8-KSEC EDGAR-1.41%-1.15%
Annaly Capital Management, Inc. Announces Dates of Second Quarter 2026 Financial Results and Conference CallPress releaseBusiness Wire+0.38%+0.27%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Jun 10SEC filing · Form 8-KSEC EDGAR-0.29%-0.68%
Annaly Capital Management, Inc. Increases 2nd Quarter 2026 Common Stock Dividend to $0.75 per SharePress releaseBusiness Wire+0.39%+1.01%
Annaly Capital Management, Inc. Announces Preferred DividendsPress releaseBusiness Wire+0.22%+0.71%
Form ARS ANNALY CAPITAL MANAGEMEN For: Dec 31SEC filing · Form ARSSEC EDGAR-0.70%-0.48%
Form DEF 14A ANNALY CAPITAL MANAGEMEN For: Jun 10SEC filing · Form DEFSEC EDGAR-0.70%-0.48%
Form DEFA14A ANNALY CAPITAL MANAGEMENSEC filing · Form DEFA14ASEC EDGAR-0.70%-0.48%
Form 10-Q ANNALY CAPITAL MANAGEMEN For: Mar 31SEC filing · Form 10-QSEC EDGAR+0.31%+0.84%
Annaly Capital Management, Inc. Reports 1st Quarter 2026 ResultsPress releaseBusiness Wire-0.92%-1.39%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Apr 21SEC filing · Form 8-KSEC EDGAR-0.92%-1.39%
Annaly Capital Management, Inc. Announces Dates of First Quarter 2026 Financial Results and Conference CallPress releaseBusiness Wire+0.37%+0.00%
MeridianLink® Mortgage Powers Onslow Bay’s Expansion of Non-Agency Loan CapabilitiesPress releaseBusiness Wire-0.05%+0.97%
Annaly Capital Management, Inc. Announces 1st Quarter 2026 Common Stock Dividend of $0.70 per SharePress releaseBusiness Wire-0.02%-2.41%
Form 10-K ANNALY CAPITAL MANAGEMEN For: Dec 31SEC filing · Form 10-KSEC EDGAR-0.39%+0.39%
Annaly Capital Management, Inc. Announces Preferred DividendsPress releaseBusiness Wire+0.39%-0.48%
Annaly Capital Management, Inc. Reports 4th Quarter 2025 ResultsPress releaseBusiness Wire-0.27%-1.03%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Jan 28SEC filing · Form 8-KSEC EDGAR-0.27%-1.03%
Annaly Capital Management, Inc. Announces Dates of Fourth Quarter 2025 Financial Results and Conference CallPress releaseBusiness Wire+0.35%+1.35%
Annaly Capital Management, Inc. Announces Retirement of Chief Legal OfficerPress releaseBusiness Wire-0.20%-0.04%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Dec 29SEC filing · Form 8-KSEC EDGAR-0.20%-0.04%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Dec 22SEC filing · Form 8-KSEC EDGAR+0.00%-1.29%
Annaly Capital Management, Inc. Announces 4th Quarter 2025 Common Stock Dividend of $0.70 per SharePress releaseBusiness Wire+0.00%-1.16%
Onslow Bay Closes 100th Residential Whole Loan SecuritizationPress releaseBusiness Wire+0.24%-0.44%
Annaly Capital Management, Inc. Announces Preferred DividendsPress releaseBusiness Wire+0.35%+1.44%
Form 10-Q ANNALY CAPITAL MANAGEMEN For: Sep 30SEC filing · Form 10-QSEC EDGAR+0.05%+2.22%
Annaly Capital Management, Inc. Reports 3rd Quarter 2025 ResultsPress releaseBusiness Wire-0.38%-1.93%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Oct 22SEC filing · Form 8-KSEC EDGAR-0.38%-1.93%
Annaly Capital Management, Inc. Announces Dates of Third Quarter 2025 Financial Results and Conference CallPress releaseBusiness Wire+0.29%+0.29%
Hurricane Capital Appoints Kevin Keyes as Strategic Advisor and Special Advisor to CEOPress releaseBusiness Wire+0.05%+0.17%
Annaly Capital Management, Inc. Announces 3rd Quarter 2025 Common Stock Dividend of $0.70 per SharePress releaseBusiness Wire-0.04%-0.18%
Form CERT ANNALY CAPITAL MANAGEMENSEC filing · Form CERTSEC EDGAR+0.07%—
Form 8-A12B ANNALY CAPITAL MANAGEMENSEC filing · Form 8-A12BSEC EDGAR+0.07%-0.43%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Aug 06SEC filing · Form 8-KSEC EDGAR-0.07%-0.05%
Annaly Capital Management, Inc. Announces Preferred DividendsPress releaseBusiness Wire+0.07%-0.43%
Annaly Capital Management, Inc. Announces Pricing of Public Offering of Series J Fixed-Rate Cumulative Redeemable Preferred StockPress releaseBusiness Wire+0.07%+0.79%
Form 10-Q ANNALY CAPITAL MANAGEMEN For: Jun 30SEC filing · Form 10-QSEC EDGAR-0.80%-1.45%
Annaly Capital Management, Inc. Reports 2nd Quarter 2025 ResultsPress releaseBusiness Wire+0.05%+1.58%
Form 8-K ANNALY CAPITAL MANAGEMEN For: Jul 23SEC filing · Form 8-KSEC EDGAR+0.05%+1.58%
Annaly Capital Management, Inc. Announces Dates of Second Quarter 2025 Financial Results and Conference CallPress releaseBusiness Wire+0.91%+1.25%
Annaly Capital Management, Inc. Announces 2nd Quarter 2025 Common Stock Dividend of $0.70 per SharePress releaseBusiness Wire+0.10%-0.63%
Form 8-K ANNALY CAPITAL MANAGEMEN For: May 14SEC filing · Form 8-KSEC EDGAR+0.03%+0.82%

Each reaction is the move the market actually made, measured from the news timestamp. Headlines link through to the NLY section they belong to.

Keep exploring

Where else NLY is measured.

NLY earnings → · Analyst actions → · SEC filings →

Other Real Estate names, measured the same way

Same sector, same measurement: percent move vs. the price at the news timestamp, read at 30 minutes. Sample sizes differ, so the medians are comparable but the confidence behind them is not.

All Real Estate names, measured the same way →

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Method

How the numbers are made.

How is Annaly Capital Management Inc.'s median reaction calculated?

Every labeled NLY news event is measured from its own timestamp: the last trade before the news is the base price, and the move is read at fixed horizons — 30 minutes of trading, then the close. The median across 235 events is what this page reports. Point-in-time, zero look-ahead: no event borrows information from a later one.

What counts as a positive reaction?

Any event whose price move is above zero at the horizon, relative to the last trade before the news timestamp. 50% of NLY's measured events are up at 30 minutes; the rest close the window flat or negative.

How often is this page updated?

The news table refreshes automatically as new events are labeled and priced. The reaction medians are re-pulled in batches from the dataset — the figures here are as of 2026-09-21.

Does NLY's past reaction predict its next one?

No. These are realized facts about past events, not forecasts. They describe a distribution — they say nothing certain about any future move.

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26M+ news records, 2006–2026 Operating since 2012 Point-in-time, zero look-ahead Peer-reviewable methodology (SSRN) ↗