Federal Natl Mtg Stock Performance
| FNMAH Stock | USD 9.69 0.04 0.41% |
Federal Natl holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 6.54, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Federal Natl will likely underperform. Use Federal Natl treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on Federal Natl.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Federal Natl Mtg are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite fairly sluggish basic indicators, Federal Natl demonstrated solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 115.6 B | |
| Total Cashflows From Investing Activities | 90.8 B |
Federal |
Federal Natl Relative Risk vs. Return Landscape
If you would invest 400.00 in Federal Natl Mtg on October 12, 2024 and sell it today you would earn a total of 569.00 from holding Federal Natl Mtg or generate 142.25% return on investment over 90 days. Federal Natl Mtg is currently producing 1.7422% returns and takes up 9.2097% volatility of returns over 90 trading days. Put another way, 82% of traded otc stocks are less volatile than Federal, and 66% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Federal Natl Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Natl's investment risk. Standard deviation is the most common way to measure market volatility of otc stocks, such as Federal Natl Mtg, and traders can use it to determine the average amount a Federal Natl's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1892
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | FNMAH | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 9.21 actual daily | 82 82% of assets are less volatile |
Expected Return
| 1.74 actual daily | 34 66% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Federal Natl is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Federal Natl by adding it to a well-diversified portfolio.
Federal Natl Fundamentals Growth
Federal OTC Stock prices reflect investors' perceptions of the future prospects and financial health of Federal Natl, and Federal Natl fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Federal OTC Stock performance.
| Return On Equity | 0.33 | |||
| Return On Asset | 0.0039 | |||
| Profit Margin | 0.57 % | |||
| Operating Margin | 0.74 % | |||
| Current Valuation | 4.07 T | |||
| Shares Outstanding | 5.74 B | |||
| Price To Earning | 178.00 X | |||
| Price To Sales | 0.09 X | |||
| Revenue | 36.59 B | |||
| Cash And Equivalents | 118.91 B | |||
| Cash Per Share | 20.72 X | |||
| Total Debt | 4.16 T | |||
| Book Value Per Share | (14.14) X | |||
| Cash Flow From Operations | 47.21 B | |||
| Earnings Per Share | 0.01 X | |||
| Total Asset | 4.23 T | |||
About Federal Natl Performance
By evaluating Federal Natl's fundamental ratios, stakeholders can gain valuable insights into Federal Natl's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Federal Natl has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Federal Natl has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Federal National Mortgage Association provides a source of financing for mortgages in the United States. Federal National Mortgage Association was founded in 1938 and is headquartered in Washington, the District of Columbia. Federal Natl operates under Mortgage Finance classification in the United States and is traded on OTC Exchange. It employs 7400 people.Things to note about Federal Natl Mtg performance evaluation
Checking the ongoing alerts about Federal Natl for important developments is a great way to find new opportunities for your next move. OTC Stock alerts and notifications screener for Federal Natl Mtg help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Federal Natl Mtg is way too risky over 90 days horizon | |
| Federal Natl Mtg appears to be risky and price may revert if volatility continues |
- Analyzing Federal Natl's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Federal Natl's stock is overvalued or undervalued compared to its peers.
- Examining Federal Natl's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Federal Natl's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Federal Natl's management team can help you assess the OTC Stock's leadership.
- Pay attention to analyst opinions and ratings of Federal Natl's otc stock. These opinions can provide insight into Federal Natl's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Federal OTC Stock analysis
When running Federal Natl's price analysis, check to measure Federal Natl's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Federal Natl is operating at the current time. Most of Federal Natl's value examination focuses on studying past and present price action to predict the probability of Federal Natl's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Natl's price. Additionally, you may evaluate how the addition of Federal Natl to your portfolios can decrease your overall portfolio volatility.
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |