Asset Comparison and Correlation
|Ratos AB vs Federal National Mortgage Asso|
Assuming 30 trading days horizon, Ratos AB is expected to under-perform the Federal. But the stock apears to be less risky and, when comparing its historical volatility, Ratos AB is 2.73 times less risky than Federal. The stock trades about -0.06 of its potential returns per unit of risk. The Federal National Mortgage Association is currently generating about 0.28 of returns per unit of risk over similar time horizon. If you would invest 1,555,000 in Federal National Mortgage Association on April 26, 2013 and sell it today you would earn a total of 570,000 from holding Federal National Mortgage Association or generate 36.66% return on investment over 30 days.
Over the last 30 days Ratos AB has generated negative risk-adjusted returns adding no value to investors with long positions.
Match-ups for Ratos
85% of all equities and portfolios perform better than Federal National Mortgage Association. Compared with the overall equity markets, risk-adjusted returns on investments in Federal National Mortgage Association are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.
Match-ups for Federal