Federal Natl Pfd Stock Market Value
| FNMAK Stock | USD 7.25 0.25 3.33% |
| Symbol | Federal |
Federal Natl 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Federal Natl's otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Federal Natl.
| 05/06/2024 |
| 06/05/2024 |
If you would invest 0.00 in Federal Natl on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Federal Natl Pfd or generate 0.0% return on investment in Federal Natl over 30 days. Federal Natl is related to or competes with Federal Home, Federal Home, and Federal Home. Federal National Mortgage Association provides a source of financing for mortgages in the United States More
Federal Natl Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Federal Natl's otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Federal Natl Pfd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | 0.1531 | |||
| Maximum Drawdown | 15.31 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.7 |
Federal Natl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal Natl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal Natl's standard deviation. In reality, there are many statistical measures that can use Federal Natl historical prices to predict the future Federal Natl's volatility.| Risk Adjusted Performance | 0.1081 | |||
| Jensen Alpha | 0.362 | |||
| Total Risk Alpha | 0.3325 | |||
| Sortino Ratio | 0.129 | |||
| Treynor Ratio | 0.5779 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Federal Natl's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Federal Natl Pfd Backtested Returns
Federal Natl appears to be not too volatile, given 3 months investment horizon. Federal Natl Pfd secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Federal Natl Pfd, which you can use to evaluate the volatility of the firm. Please utilize Federal Natl's Coefficient Of Variation of 619.62, downside deviation of 2.78, and Mean Deviation of 1.31 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Federal Natl holds a performance score of 8. The firm shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Federal Natl's returns are expected to increase less than the market. However, during the bear market, the loss of holding Federal Natl is expected to be smaller as well. Please check Federal Natl's potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to make a quick decision on whether Federal Natl's price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
Federal Natl Pfd has good predictability. Overlapping area represents the amount of predictability between Federal Natl time series from 6th of May 2024 to 21st of May 2024 and 21st of May 2024 to 5th of June 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Federal Natl Pfd price movement. The serial correlation of 0.78 indicates that around 78.0% of current Federal Natl price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Federal Natl Pfd lagged returns against current returns
Autocorrelation, which is Federal Natl otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Federal Natl's otc stock expected returns. We can calculate the autocorrelation of Federal Natl returns to help us make a trade decision. For example, suppose you find that Federal Natl has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Federal Natl regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Federal Natl otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Federal Natl otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Federal Natl otc stock over time.
Current vs Lagged Prices |
| Timeline |
Federal Natl Lagged Returns
When evaluating Federal Natl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Federal Natl otc stock have on its future price. Federal Natl autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Federal Natl autocorrelation shows the relationship between Federal Natl otc stock current value and its past values and can show if there is a momentum factor associated with investing in Federal Natl Pfd.
Regressed Prices |
| Timeline |
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Other Information on Investing in Federal OTC Stock
Federal Natl financial ratios help investors to determine whether Federal OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Federal with respect to the benefits of owning Federal Natl security.