Federal Natl Mtg Stock Performance
| FNMAH Stock | USD 8.80 0.65 7.98% |
The firm shows a Beta (market volatility) of 0.39, which means possible diversification benefits within a given portfolio. 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 -0.002%. Please make sure to confirm Federal Natl's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Federal Natl Mtg performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Federal Natl Mtg has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong basic indicators, Federal Natl is not utilizing all of its potentials. The new stock price confusion, may contribute to short-horizon losses for the traders. ...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 900.00 in Federal Natl Mtg on December 15, 2024 and sell it today you would lose (20.00) from holding Federal Natl Mtg or give up 2.22% of portfolio value over 90 days. Federal Natl Mtg is currently producing negative expected returns and takes up 2.6659% volatility of returns over 90 trading days. Put another way, 23% of traded otc stocks are less volatile than Federal, and 99% 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 = -7.0E-4
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FNMAH |
Estimated Market Risk
| 2.67 actual daily | 23 77% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Federal Natl is not performing at its full potential. However, 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 Federal Natl 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 generated a negative expected return over the last 90 days |
- 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.
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