Federal Home Loan Stock Performance
FMCC Stock | USD 1.62 0.06 3.57% |
Federal Home holds a performance score of 19 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.42, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federal Home's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Home is expected to be smaller as well. Use Federal Home jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to analyze future returns on Federal Home.
Risk-Adjusted Performance
19 of 100
Low | High |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Federal Home Loan are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. In spite of rather conflicting fundamental indicators, Federal Home exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Begin Period Cash Flow | 23.9 B | |
Total Cashflows From Investing Activities | 24.2 B |
Federal |
Federal Home Relative Risk vs. Return Landscape
If you would invest 85.00 in Federal Home Loan on December 29, 2023 and sell it today you would earn a total of 77.00 from holding Federal Home Loan or generate 90.59% return on investment over 90 days. Federal Home Loan is currently generating 1.1623% in daily expected returns and assumes 4.5634% risk (volatility on return distribution) over the 90 days horizon. In different words, 40% of otc stocks are less volatile than Federal, and 78% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
Risk |
Federal Home Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Home's investment risk. Standard deviation is the most common way to measure market volatility of otc stocks, such as Federal Home Loan, and traders can use it to determine the average amount a Federal Home's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2547
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | FMCC | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
4.56 actual daily | 40 60% of assets are more volatile |
Expected Return
1.16 actual daily | 22 78% of assets have higher returns |
Risk-Adjusted Return
0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average Federal Home is performing at about 19% 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 Federal Home by adding it to a well-diversified portfolio.
Federal Home Fundamentals Growth
Federal OTC Stock prices reflect investors' perceptions of the future prospects and financial health of Federal Home, and Federal Home fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Federal OTC Stock performance.
Return On Equity | 0.34 | ||||
Return On Asset | 0.0034 | ||||
Current Valuation | 2.72 T | ||||
Shares Outstanding | 650.06 M | ||||
Price To Earning | 2.22 X | ||||
Price To Sales | 0.01 X | ||||
Revenue | 4.37 B | ||||
EBITDA | 4.74 B | ||||
Cash Per Share | 28.41 X | ||||
Cash Flow From Operations | 16.35 B | ||||
Earnings Per Share | 0.12 X | ||||
Total Asset | 3.03 T | ||||
Retained Earnings | (80.04 B) | ||||
About Federal Home Performance
To evaluate Federal Home Loan OTC Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Federal Home generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Federal OTC Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Federal Home Loan market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Federal's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Federal Home Loan Mortgage Corporation operates in the secondary mortgage market in the United States. The company was founded in 1970 and is headquartered in McLean, Virginia. Freddie Mac operates under Mortgage Finance classification in the United States and is traded on OTC Exchange. It employs 7284 people.Things to note about Federal Home Loan performance evaluation
Checking the ongoing alerts about Federal Home for important developments is a great way to find new opportunities for your next move. OTC Stock alerts and notifications screener for Federal Home Loan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Federal Home Loan may become a speculative penny stock | |
Federal Home Loan appears to be risky and price may revert if volatility continues |
- Analyzing Federal Home's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Federal Home's stock is overvalued or undervalued compared to its peers.
- Examining Federal Home's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Federal Home's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Federal Home's management team can help you assess the OTC Stock's leadership.
- Pay attention to analyst opinions and ratings of Federal Home's otc stock. These opinions can provide insight into Federal Home's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Federal Home Loan. Also, note that the market value of any otc stock could be tightly coupled with the direction of predictive economic indicators such as signals in main economic indicators. Note that the Federal Home Loan information on this page should be used as a complementary analysis to other Federal Home's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Federal OTC Stock analysis
When running Federal Home's price analysis, check to measure Federal Home's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Federal Home is operating at the current time. Most of Federal Home's value examination focuses on studying past and present price action to predict the probability of Federal Home's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Federal Home's price. Additionally, you may evaluate how the addition of Federal Home to your portfolios can decrease your overall portfolio volatility.
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Money Managers Screen money managers from public funds and ETFs managed around the world | |
Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
Fundamental Analysis View fundamental data based on most recent published financial statements | |
Equity Valuation Check real value of public entities based on technical and fundamental data | |
Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon |