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

Time Horizon

Risk Tolerance

Execute Advice
Federal National Mortgage Association -- USA Stock  

USD 10.10  0.60  5.61%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Federal National Mortgage Association is 'Hold'.
For the selected time horizon Federal National Mortgage Association has a risk adjusted performance of 0.1105, jensen alpha of 0.1111, total risk alpha of 0.3222, sortino ratio of 0.0 and treynor ratio of 0.61
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 85.68 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 Return0.15Value At Risk2.67
Potential Upside1.81Standard Deviation1.39
 Return Density 

Federal National Greeks

Alpha over DOW
Beta against DOW=0.23
Overall volatility
Information ratio =0.19

Federal National Volatility Alert

Federal National Mortgage Association exhibits very low volatility with skewness of -0.46 and kurtosis of 0.11. 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 Equity206.54 % (15.17) %
Return On Asset0.07 % (15.64) %
Profit Margin9.75 % (5.50) %
Operating Margin78.81 % (10.91) %
Current Valuation3310 B152.14 B
Shares Outstanding5.74 B1.43 B
Price to Earning340.32 times40.69 times
Price to Sales0.38 times17.81 times
Revenue25.26 B9.85 B
Net Income(6.48 B)517.71 M
Cash and Equivalents85.68 B3.89 B
Cash per Share14.93 times5.17 times
Total Debt3330 B7.36 B
Current Ratio33.80 times3.30 times
Book Value Per Share24.39 times13.64 times
Cash Flow from Operations8.26 B1.25 B
Earnings Per Share1.12 times2.30 times
Number of Employees7.2 K10.67 K
Market Capitalization9.52 B29.78 B

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.1105
Market Risk Adjusted Performance0.60
Mean Deviation1.02
Coefficient Of Variation920.13
Standard Deviation1.39
Information Ratio0.1943
Jensen Alpha0.1111
Total Risk Alpha0.3222
Treynor Ratio0.61
Maximum Drawdown5.41
Value At Risk2.67
Potential Upside1.81