|α||(average alpha)||=||0.53||β||(beta)||=||(1.39)||30 days against GSPC|
|Risk Adjusted Performance 0.0482||Jensen Alpha 0.5027||Total Risk Alpha 0.0959||Sortino Ratio 0.0||Treynor Ratio (0.33)|
Federal Market Performance
96% of all equities and portfolios perform better than Federal National Mortgage Association. Compared with the overall equity markets, risk-adjusted returns on investments in Federal National Mortgage Association are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. More Info
Federal Return and Market Media
The median price of Federal for the period between Tue, Nov 12, 2013 and Thu, Dec 12, 2013 is 28000.0 with a coefficient of variation of 9.28. The daily time series for the period is distributed with a sample standard deviation of 2397.11, arithmetic mean of 25819.05, and mean deviation of 2284.81. The Stock did not receive any noticable media coverage during the period.