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 10.7  0.19  1.81%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Federal National Mortgage Association is 'Strong Hold'.
For the selected time horizon Federal National Mortgage Association has a risk adjusted performance of (0.025157), jensen alpha of (0.27), total risk alpha of (0.88), sortino ratio of 0.0 and treynor ratio of (0.29)
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 84.81 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 Return-0.18Value At Risk-2.2727
Potential Upside1.8078Standard Deviation1.2449
 Return Density 
      Distribution 

Federal National Greeks

α
Alpha over DOW
=(0.27) 
βBeta against DOW= 0.65 
σ
Overall volatility
= 1.24 
 IrInformation ratio =(0.26) 

Federal National Volatility Alert

Federal National Mortgage Association exhibits very low volatility with skewness of -0.7 and kurtosis of 2.22. However, we advise investors to further study Federal National Mortgage Association technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Federal National to competition
FundamentalsFederal NationalPeer Average
Return On Equity364.86 % (15.17) %
Return On Asset0.43 % (15.64) %
Profit Margin51.34 % (5.5) %
Operating Margin81.15 % (10.91) %
Current Valuation3270 B152.14 B
Shares Outstanding5.74 B1.43 B
Price to Earning(351.61) times40.69 times
Price to Sales0.62 times17.81 times
Revenue27.67 B9.85 B
Net Income(140 M)517.71 M
Cash and Equivalents84.81 B3.89 B
Cash per Share14.78 times5.17 times
Total Debt3290 B7.36 B
Current Ratio79.48 times3.3 times
Book Value Per Share(23.1) times13.64 times
Cash Flow from Operations3.51 B1.25 B
Earnings Per Share(0.03) times2.3 times
Number of Employees7.3 K10.67 K
Beta1.950.34
Market Capitalization17.13 B29.78 B
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.025157)
Market Risk Adjusted Performance(0.28)
Mean Deviation0.8316
Coefficient Of Variation(693.02)
Standard Deviation1.24
Variance1.55
Information Ratio(0.26)
Jensen Alpha(0.27)
Total Risk Alpha(0.88)
Treynor Ratio(0.29)
Maximum Drawdown5.94
Value At Risk(2.27)
Potential Upside1.81
Skewness(0.7)
Kurtosis2.22