Federated National Buy or Sell Recommendation

Macroaxis provides Federated National Holding Company buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Federated National positions. The advice algorithm takes into account all of Federated National Holding Company available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Federated National buy-and-hold prospective. Additionally see Federated National Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Federated National Holding Company -- USA Stock  

USD 14.58  0.04  0.28%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Federated National Holding Company is 'Hold'.
For the selected time horizon Federated National Holding Company has a risk adjusted performance of 0.0332, jensen alpha of 0.0679, total risk alpha of (0.66), sortino ratio of (0.067379) and treynor ratio of 0.8309
This buy or sell advice tool can be used to cross verify current analyst consensus on Federated National H and to analyze the company potential to grow in the current economic cycle. To make sure Federated National is not overpriced, please confirm all Federated National H fundamentals including its Price to Book, Cash and Equivalents and the relationship between Shares Owned by Institutions and Gross Profit . Given that Federated National H has Number of Shares Shorted of 230.1 K, we urge you verify Federated National Holding Company market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.098992Value At Risk2.38
Potential Upside4.07Standard Deviation1.89
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Dimensional Fund Advisors LpCommon Shares982 K15.3 M
Blackrock IncCommon Shares904.3 K14.1 M
Capital Returns Management LlcCommon Shares805.7 K12.6 M
Renaissance Technologies LlcCommon Shares688.8 K10.8 M
Thompson Siegel Walmsley LlcCommon Shares547.6 K8.5 M
Vanguard Group IncCommon Shares503.2 K7.9 M
Heartland Advisors IncCommon Shares288.1 K4.5 M

Federated National Greeks

α
Alpha over DOW
=0.06792
βBeta against DOW=0.11
σ
Overall volatility
=1.86
 IrInformation ratio =0.06

Federated National Volatility Alert

Federated National Holding Company has relatively low volatility with skewness of 0.89 and kurtosis of 0.65. However, we advise all investors to independently investigate Federated National Holding Company to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Federated National to competition
FundamentalsFederated NationalPeer Average
Return On Equity(4.68) % (15.17) %
Return On Asset(0.83) % (15.64) %
Profit Margin(2.5) % (5.5) %
Operating Margin(3.37) % (10.91) %
Current Valuation104.83 M152.14 B
Shares Outstanding13.05 M1.43 B
Shares Owned by Insiders21.9 % 6.91 %
Shares Owned by Institutions63.1 % 18.37 %
Number of Shares Shorted230.1 K3.24 M
Price to Earning(82.92) times40.69 times
Price to Book0.89 times14.44 times
Price to Sales0.5 times17.81 times
Revenue380.89 M9.85 B
Gross Profit20.27 M21.75 B
EBITDA(12.27 M)1.41 B
Net Income(9.54 M)517.71 M
Cash and Equivalents81.53 M3.89 B
Cash per Share6.25 times5.17 times
Total Debt4.92 M7.36 B
Debt to Equity2.1 % 0.72 %
Current Ratio1.56 times3.3 times
Book Value Per Share16.26 times13.64 times
Cash Flow from Operations12.73 M1.25 B
Short Ratio4.01 times2.09 times
Earnings Per Share(0.72) times2.3 times
Price to Earnings To Growth4.54 times1.22 times
Number of Employees29710.67 K
Beta0.730.34
Market Capitalization189.79 M29.78 B
Total Asset749.46 M126.86 B
Retained Earnings96.46 M38.24 B
Z Score22.8708.73
Five Year Return0.95 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Federated National exotic insider transaction detected [view details]
Risk Adjusted Performance0.0332
Market Risk Adjusted Performance0.8409
Mean Deviation1.42
Semi Deviation1.42
Downside Deviation1.6
Coefficient Of Variation1913.6
Standard Deviation1.89
Variance3.59
Information Ratio(0.056889)
Jensen Alpha0.0679
Total Risk Alpha(0.66)
Sortino Ratio(0.067379)
Treynor Ratio0.8309
Maximum Drawdown5.04
Value At Risk(2.38)
Potential Upside4.07
Downside Variance2.56
Semi Variance2.02
Expected Short fall(1.84)
Skewness0.8912
Kurtosis0.648

Current Valuation

Federated National Current Valuation Analysis
Federated National Holding Company is rated as one of the top companies in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Insurance industry is currently estimated at about 166.32 Billion. Federated National adds roughly 104.83 Million in current valuation claiming only tiny portion of equities under Insurance industry.