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Alpha and Beta Analysis
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 | (alpha) | = | (0.20) |  | (beta) | = | (0.53) | 30 days against GSPC |
| Risk Adjusted Performance (0.02) | Jensen Alpha (0.21) | Total Risk Alpha 0.1231 | Sortino Ratio (0.01) | Treynor Ratio 0.3504 |
Federal Probability Of Bankruptcy
Federal National Mortgage Association has less than 16.16 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Federal Market Performance
Over the last 30 days Federal National Mortgage Association has generated negative risk-adjusted returns adding no value to investors with long positions. |
Federal Return and Market MediaThe median price of Federal for the period between Mon, May 20, 2013 and Wed, Jun 19, 2013 is 18750.0 with a coefficient of variation of 9.05. The daily time series for the period is distributed with a sample standard deviation of 1726.89, arithmetic mean of 19076.19, and mean deviation of 1465.76. The Stock did not receive any noticable media coverage during the period.
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