Federated National Performance

Federated National Holding Company -- USA Stock  

USD 16.10  0.08  0.50%

On a scale of 0 to 100 Federated National holds performance score of 8. The firm shows Beta (market volatility) of -0.5818 which denotes to the fact that as returns on market increase, returns on owning Federated National are expected to decrease at a much smaller rate. During bear market, Federated National is likely to outperform the market.. Although it is vital to follow to Federated National H historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Federated National H technical indicators you can presently evaluate if the expected return of 0.3314% will be sustainable into the future. Please utilizes Federated National H Treynor Ratio, Expected Short fall and the relationship between Jensen Alpha and Potential Upside to make a quick decision on weather Federated National price patterns will revert.
 Time Horizon     30 Days    Login   to change

Federated National H Relative Risk vs. Return Landscape

If you would invest  1,492  in Federated National Holding Company on February 20, 2018 and sell it today you would earn a total of  106.00  from holding Federated National Holding Company or generate 7.1% return on investment over 30 days. Federated National Holding Company is currenly generating 0.3314% of daily expected returns and assumes 2.6234% risk (volatility on return distribution) over the 30 days horizon. In different words, 24% of equities are less volatile than Federated National Holding Company and 94% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Federated National Holding Company is expected to generate 2.79 times more return on investment than the market. However, the company is 2.79 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Operating Margin

Federated National H Operating Margin
Based on recorded statements Federated National Holding Company has Operating Margin of 2.67%. This is 88.95% lower than that of the Financial sector, and significantly higher than that of Insurance industry, The Operating Margin for all stocks is 124.47% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Federated National Daily Price Distribution

The median price of Federated National for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 16.08 with a coefficient of variation of 2.98. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 16.07, and mean deviation of 0.36. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Federated National Holding Company are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Federated National Sharpe Ratio = 0.1263
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Estimated Market Risk

  actual daily
 76 %
of total potential

Expected Return

  actual daily
 6 %
of total potential

Risk-Adjusted Return

  actual daily
 8 %
of total potential
Based on monthly moving average Federated National is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Federated National by adding it to a well-diversified portfolio.


Federated National H Dividends Analysis
Check Federated National H dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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