Federal National Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Federal National Mortgage Association -- USA Stock  

USD 11.55  0.01  0.0865%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Federal National Mortgage Association is 'Cautious Hold'.
For the selected time horizon Federal National Mortgage Association has a mean deviation of 3.31, semi deviation of 2.22, standard deviation of 5.7, variance of 32.52, downside variance of 10.36 and semi variance of 4.93
This buy or sell advice tool can be used to cross verify current analyst consensus on Federal National Mor and to analyze the company potential to grow in the current economic cycle. To make sure Federal National is not overpriced, please confirm all Federal National Mor fundamentals including its Price to Earning as well as the relationship between Cash per Share and Earnings Per Share . Given that Federal National Mor has Cash and Equivalents of 84.1 B, we urge you verify Federal National Mortgage Association 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 Return0.97Value At Risk5.03
Potential Upside11.11Standard Deviation5.7
 Return Density 
      Distribution 

Federal National Greeks

α
Alpha over DOW
=0.75
βBeta against DOW=0.8
σ
Overall volatility
=5.79
 IrInformation ratio =0.12

Federal National Volatility Alert

Federal National Mortgage Association shows above average downside volatility of 3.22 for selected time horizon. We advise investors to further inspect Federal National Mortgage Association to make sure all market timing and asset allocation strategies are consistent with estimation about Federal National future alpha.
    
 Better Than Average     
    
 Worse Than Average Compare Federal National to competition
FundamentalsFederal NationalPeer Average
Return On Equity358.67 % (15.17) %
Return On Asset0.43 % (15.64) %
Profit Margin50.66 % (5.5) %
Operating Margin80.81 % (10.91) %
Current Valuation3290 B152.14 B
Shares Outstanding5.74 B1.43 B
Price to Earning(340.32) times40.69 times
Price to Sales0.59 times17.81 times
Revenue27.7 B9.85 B
Net Income(384 M)517.71 M
Cash and Equivalents84.1 B3.89 B
Cash per Share14.65 times5.17 times
Total Debt3310 B7.36 B
Current Ratio74.82 times3.3 times
Book Value Per Share(23.11) times13.64 times
Cash Flow from Operations8.14 B1.25 B
Earnings Per Share(0.07) times2.3 times
Number of Employees7.3 K10.67 K
Beta2.210.34
Market Capitalization16.47 B29.78 B
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0896
Market Risk Adjusted Performance1.2
Mean Deviation3.31
Semi Deviation2.22
Downside Deviation3.22
Coefficient Of Variation590.34
Standard Deviation5.7
Variance32.52
Information Ratio0.1232
Jensen Alpha0.7528
Total Risk Alpha(2.09)
Sortino Ratio0.2183
Treynor Ratio1.19
Maximum Drawdown23.43
Value At Risk(5.03)
Potential Upside11.11
Downside Variance10.36
Semi Variance4.93
Expected Short fall(4.43)
Skewness2.63
Kurtosis8.44