If you would invest
60.00 in FANNIE MAE on
April 21, 2013 and sell it today you would
earn a total of 54.00 from holding FANNIE MAE or generate
90.0% return on investment over
30 days. FANNIE MAE is generating 3.64% of daily returns assuming 11.75% volatility of returns over the 30 days investment horizon. Simply put, majority of traded equity instruments are less risky than FANNIE MAE on the bases of their historical return distribution and most equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, FANNIE MAE is expected to generate 21.36 times more return on investment than the market. However, the company is 21.36 times more volatile than its market benchmark. It trades about 0.31 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.56 per unit of risk.