Federal Natl Mtg Stock Market Value
| FNMAH Stock | USD 8.00 0.04 0.50% |
| Symbol | Federal |
Federal Natl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Federal Natl's otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Federal Natl.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Federal Natl on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Natl Mtg or generate 0.0% return on investment in Federal Natl over 90 days. Federal Natl is related to or competes with Federal National, Federal Home, Federal National, Federal National, Federal National, Federal Home, and Federal Natl. Federal National Mortgage Association provides a source of financing for mortgages in the United States More
Federal Natl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Federal Natl's otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Federal Natl Mtg upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0353 | |||
| Maximum Drawdown | 12.91 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 4.76 |
Federal Natl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Natl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Natl's standard deviation. In reality, there are many statistical measures that can use Federal Natl historical prices to predict the future Federal Natl's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.3646 | |||
| Treynor Ratio | (0.30) |
Federal Natl Mtg Backtested Returns
Federal Natl Mtg secures Sharpe Ratio (or Efficiency) of -0.0759, which denotes the company had a -0.0759 % return per unit of risk over the last 3 months. Federal Natl Mtg exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal Natl's Standard Deviation of 2.56, variance of 6.57, and Mean Deviation of 1.91 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, Federal Natl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Natl is expected to be smaller as well. At this point, Federal Natl Mtg has a negative expected return of -0.19%. Please make sure to confirm Federal Natl's potential upside, day median price, and the relationship between the total risk alpha and accumulation distribution , to decide if Federal Natl Mtg performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Federal Natl Mtg has insignificant predictability. Overlapping area represents the amount of predictability between Federal Natl time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federal Natl Mtg price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Federal Natl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Federal Natl Mtg lagged returns against current returns
Autocorrelation, which is Federal Natl otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Federal Natl's otc stock expected returns. We can calculate the autocorrelation of Federal Natl returns to help us make a trade decision. For example, suppose you find that Federal Natl has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Federal Natl regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Federal Natl otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Natl otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Natl otc stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Natl Lagged Returns
When evaluating Federal Natl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Natl otc stock have on its future price. Federal Natl autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Federal Natl autocorrelation shows the relationship between Federal Natl otc stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Natl Mtg.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Federal OTC Stock
Federal Natl financial ratios help investors to determine whether Federal OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federal with respect to the benefits of owning Federal Natl security.