Federated National Performance

Federated National Holding Company -- USA Stock  

USD 14.5  0.21  1.47%

On a scale of 0 to 100 Federated National holds performance score of 11. The firm shows Beta (market volatility) of -0.0609 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 0.3236% will be sustainable into the future. Please utilizes Federated National H Downside Deviation, Treynor Ratio, Expected Short fall, as well as the relationship between Variance and Potential Upside to make a quick decision on weather Federated National price patterns will revert.
Investment Horizon     30 Days    Login   to change

Federated National H Relative Risk vs. Return Landscape

If you would invest  1,355  in Federated National Holding Company on November 15, 2017 and sell it today you would earn a total of  95  from holding Federated National Holding Company or generate 7.01% return on investment over 30 days. Federated National Holding Company is currenly generating 0.3236% of daily expected returns and assumes 1.7897% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% 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 3.77 times more return on investment than the market. However, the company is 3.77 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The DOW is currently generating roughly 0.55 per unit of risk.

Federated National Daily Price Distribution

The median price of Federated National for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 13.81 with a coefficient of variation of 2.81. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 13.83, and mean deviation of 0.31. The Stock received some media coverage during the period.
11 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Federated National Holding Company are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Federated National Sharpe Ratio = 0.1808
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Estimated Market Risk

 1.79
  actual daily
 
 84 %
of total potential
  

Expected Return

 0.32
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.18
  actual daily
 
 11 %
of total potential
  
Based on monthly moving average Federated National is performing at about 11% 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.

Dividends

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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