Macroaxis: Personalized Investing
Simple Personalized Investing

SP 500   1,669   2.87  Index Moved Up 0.17%
AODC BRH PC6A ICK Heavy Metals IT Macroaxis 30 Currency 
United States GSPC USD ...  |  Create Portfolios


Processing
Collecting data for FNM

FANNIE quote and profile

 
 Companies |  Insiders  | Dashboard  
     
1.28
  
STOCK
0.14  Macroaxis: 12.73 Up   12.73%  
Year To Date
0.171.28
Last 1 Month(s)
0.61.28
Trading Day 
1.141.31
May 21 2013 

Diversification Suggestion

Use FANNIE to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.
Analyze FANNIE MAE Trend or Check current 30 days FANNIE correlation with market (S&P 500)
1 Month Beta 6.19  
Highest Price:  
Lowest Price:  
1.14  
0.6  
May 20 2013 
April 23 2013 
As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, FANNIE will likely underperform.
FANNIE MAE Large BetaFANNIE MAE Beta Legend
FNM Germany Munich #US3135861090DE
FANNIE MAE
Benchmark S&P 500
Currency: EUR - Euro
Traded on Munich Stock Exchange
    
Number of Employees21
 thisGreen FNM FNM.MU agains markets  12.73 % Macroaxis: change 12.73 Moved Up  
 
 Germany DAX   0.19 % Macroaxis: 0.19 Moved Up  
 
 United States SP 500   0.17 % Macroaxis: 0.17 Moved Up  
 
Compare to Competition Get Alpha   Get Advice

FANNIE Leadership

Timothy Mayopoulos President CEO, Director
Philip Laskawy Non-Executive Independent Chairman of the Board
Edward Watson Executive Vice President - Operations and Technology
John Nichols Chief Risk Officer, Executive Vice President

FANNIE correlation with market

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding FANNIE MAE and equity matching GDAXI index in the same portfolio

FANNIE Performance

Price Growth (%)  
Market   FANNIE   
 

FANNIE 30-Days Risk-Return Take

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 (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
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.
Past Market
Over 30
Days
16
Out Of
100
 
Chance of
Less
Than
29 %
 
Follow FANNIE with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Add To Reader
 
Add FANNIE to your reader
 

FANNIE Research Report

FANNIE vs. Berkshire

Correlation analysis and fundamentals comparison between FANNIE MAE and Berkshire Hathaway

FANNIE vs Competition

FANNIE vs. AngloGold Ashanti Ltd
FANNIE vs. Berkshire Hathaway Inc
FANNIE vs. PetroChina Co Ltd
FANNIE vs. Industrial and Commercial Bank of China Limited
FANNIE vs. Nestl
FANNIE vs. Nestl
FANNIE vs. PetroChina Co Ltd
FANNIE vs. Royal Dutch Shell plc
FANNIE vs. Royal Dutch Shell plc
FANNIE vs. Roche Holding AG

FANNIE May 21 2013 Opportunity Range

Downside Deviation8.96
Information Ratio0.2836
Maximum Drawdown54.48
Value At Risk(6.25)
Potential Upside25.84

 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
  
 
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium