Federated National Risk Analysis

Federated National Holding Company -- USA Stock  

USD 14.49  0.01  0.069%

Macroaxis considers Federated National not very risky given 1 month investment horizon. Federated National H secures Sharpe Ratio (or Efficiency) of 0.189 which denotes Federated National H had 0.189% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Federated National Holding Company which you can use to evaluate future volatility of the firm. Please utilize Federated National H Coefficient Of Variation of 553.07, Mean Deviation of 1.34 and Downside Deviation of 1.39 to check if our risk estimates are consistent with your expectations.
Investment Horizon     30 Days    Login   to change

Federated National Market Sensitivity

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.
One Month Beta |Analyze Federated National H Demand Trend
Check current 30 days Federated National correlation with market (DOW)
β = -0.0609
Federated National Almost negative betaFederated National H Beta Legend

Federated National H Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Federated National H Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given the investment horizon of 30 days, Federated National Holding Company has beta of -0.0609 suggesting as returns on benchmark increase, returns on holding Federated National are expected to decrease at a much smaller rate. During bear market, however, Federated National Holding Company is likely to outperform the market. Moreover, Federated National Holding Company has an alpha of 0.329 implying that it can potentially generate 0.329% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Federated National is 529.06. The daily returns are destributed with a variance of 3.35 and standard deviation of 1.83. The mean deviation of Federated National Holding Company is currently at 1.38. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.33
βBeta against DOW=0.06
σ
Overall volatility
=1.83
 IrInformation ratio =0.0337

Actual Return Volatility

Federated National Holding Company inherits 1.8307% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4705% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Federated National Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Indifferent to market move

Total Debt

Federated National H Total Debt History

Total Debt

Largest Trends

Federated National Largest Period Trend

Investment Outlook

Federated National Investment Opportunity
Federated National Holding Company has a volatility of 1.83 and is 3.89 times more volatile than DOW. 17% of all equities and portfolios are less risky than Federated National. Compared to the overall equity markets, volatility of historical daily returns of Federated National Holding Company is lower than 17 (%) of all global equities and portfolios over the last 30 days. Use Federated National Holding Company to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Federated National to be traded at $14.35 in 30 days. 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.

Federated National correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Federated National Holding Com and equity matching DJI index in the same portfolio.

Volatility Indicators

Federated National Current Risk Indicators