Fannie Mae (UK) Performance
| 0IL0 Stock | 3.24 0.02 0.62% |
Fannie Mae holds a performance score of 24 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 2.4, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fannie Mae will likely underperform. Use Fannie Mae semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to analyze future returns on Fannie Mae.
Risk-Adjusted Performance
24 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Fannie Mae are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, Fannie Mae unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | 3 Stocks Wall Street Could Be Watching on Fannie Maes Rally - MSN | 07/02/2024 |
2 | Fannie Mae Named Best Place to Work for Disability Inclusion by DisabilityIN - StockTitan | 07/18/2024 |
3 | Fannie Mae, Freddie Mac Stock Jumps on Renewed Hope of Freedom - The Wall Street Journal | 09/13/2024 |
4 | Fannie Mae Slashes 2025 Home Sales Forecast as Mortgage Rates Stay Above 6 percent FNMA Stock News - StockTitan | 11/21/2024 |
Fannie |
Fannie Mae Relative Risk vs. Return Landscape
If you would invest 120.00 in Fannie Mae on August 24, 2024 and sell it today you would earn a total of 204.00 from holding Fannie Mae or generate 170.0% return on investment over 90 days. Fannie Mae is generating 2.9186% of daily returns and assumes 9.4531% volatility on return distribution over the 90 days horizon. Simply put, 84% of stocks are less volatile than Fannie, and 42% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fannie Mae Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fannie Mae's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fannie Mae, and traders can use it to determine the average amount a Fannie Mae'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 = 0.3087
| Best Portfolio | Best Equity | |||
| Good Returns | 0IL0 | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 9.45 actual daily | 84 84% of assets are less volatile |
Expected Return
| 2.92 actual daily | 58 58% of assets have lower returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average Fannie Mae is performing at about 24% 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 Fannie Mae by adding it to a well-diversified portfolio.
Fannie Mae Fundamentals Growth
Fannie Stock prices reflect investors' perceptions of the future prospects and financial health of Fannie Mae, and Fannie Mae 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 Fannie Stock performance.
| Return On Equity | 0.2 | |||
| Return On Asset | 0.0039 | |||
| Profit Margin | 0.55 % | |||
| Operating Margin | 0.72 % | |||
| Current Valuation | 4.32 T | |||
| Shares Outstanding | 5.74 B | |||
| Price To Sales | 0.54 X | |||
| Revenue | 30.75 B | |||
| Gross Profit | 24.53 B | |||
| Net Income | 17.41 B | |||
| Book Value Per Share | (8.61) X | |||
| Cash Flow From Operations | 43.83 B | |||
| Earnings Per Share | 0.01 X | |||
| Retained Earnings | (73.01 B) |
About Fannie Mae Performance
Assessing Fannie Mae's fundamental ratios provides investors with valuable insights into Fannie Mae's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Fannie Mae is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Fannie Mae is entity of United Kingdom. It is traded as Stock on LSE exchange.Things to note about Fannie Mae performance evaluation
Checking the ongoing alerts about Fannie Mae for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fannie Mae help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fannie Mae is way too risky over 90 days horizon | |
| Fannie Mae appears to be risky and price may revert if volatility continues | |
| Fannie Mae is unlikely to experience financial distress in the next 2 years | |
| Latest headline from news.google.com: Fannie Mae Slashes 2025 Home Sales Forecast as Mortgage Rates Stay Above 6 percent FNMA Stock News - StockTitan |
- Analyzing Fannie Mae'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 Fannie Mae's stock is overvalued or undervalued compared to its peers.
- Examining Fannie Mae'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 Fannie Mae's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fannie Mae's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fannie Mae's stock. These opinions can provide insight into Fannie Mae's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Fannie Stock Analysis
When running Fannie Mae's price analysis, check to measure Fannie Mae'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 Fannie Mae is operating at the current time. Most of Fannie Mae's value examination focuses on studying past and present price action to predict the probability of Fannie Mae's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fannie Mae's price. Additionally, you may evaluate how the addition of Fannie Mae to your portfolios can decrease your overall portfolio volatility.