Federal National Mortgage Stock Performance
| FNMA Stock | USD 6.02 0.23 3.68% |
Federal National holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.5, 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 National will likely underperform. Use Federal National treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to analyze future returns on Federal National.
Risk-Adjusted Performance
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Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Federal National Mortgage are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak primary indicators, Federal National sustained 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 National Relative Risk vs. Return Landscape
If you would invest 262.00 in Federal National Mortgage on December 22, 2024 and sell it today you would earn a total of 340.00 from holding Federal National Mortgage or generate 129.77% return on investment over 90 days. Federal National Mortgage is currently generating 1.8254% in daily expected returns and assumes 9.8041% risk (volatility on return distribution) over the 90 days horizon. In different words, 87% of otc stocks are less volatile than Federal, and 64% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Federal National Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal National's investment risk. Standard deviation is the most common way to measure market volatility of otc stocks, such as Federal National Mortgage, and traders can use it to determine the average amount a Federal National'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 = 0.1862
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 9.8 actual daily | 87 87% of assets are less volatile |
Expected Return
| 1.83 actual daily | 36 64% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Federal National 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 National by adding it to a well-diversified portfolio.
Federal National Fundamentals Growth
Federal OTC Stock prices reflect investors' perceptions of the future prospects and financial health of Federal National, and Federal National 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 | 4.06 T | ||||
| Shares Outstanding | 1.16 B | ||||
| Price To Sales | 0.02 X | ||||
| Revenue | 36.59 B | ||||
| EBITDA | 4.96 B | ||||
| Cash And Equivalents | 115.07 B | ||||
| Cash Per Share | 20.05 X | ||||
| Total Debt | 4.16 T | ||||
| Book Value Per Share | (14.14) X | ||||
| Cash Flow From Operations | 47.21 B | ||||
| Total Asset | 4.23 T | ||||
| Retained Earnings | (128.15 B) | ||||
About Federal National Performance
By analyzing Federal National's fundamental ratios, stakeholders can gain valuable insights into Federal National's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Federal National 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 National has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
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. Fannie Mae operates under Mortgage Finance classification in the United States and is traded on OTC Exchange. It employs 7400 people.Things to note about Federal National Mortgage performance evaluation
Checking the ongoing alerts about Federal National for important developments is a great way to find new opportunities for your next move. OTC Stock alerts and notifications screener for Federal National Mortgage help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Federal National is way too risky over 90 days horizon | |
| Federal National appears to be risky and price may revert if volatility continues |
- Analyzing Federal National'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 National's stock is overvalued or undervalued compared to its peers.
- Examining Federal National'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 National's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Federal National's management team can help you assess the OTC Stock's leadership.
- Pay attention to analyst opinions and ratings of Federal National's otc stock. These opinions can provide insight into Federal National's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Federal OTC Stock analysis
When running Federal National's price analysis, check to measure Federal National'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 National is operating at the current time. Most of Federal National's value examination focuses on studying past and present price action to predict the probability of Federal National'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 National's price. Additionally, you may evaluate how the addition of Federal National to your portfolios can decrease your overall portfolio volatility.
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