Federal National Mortgage Key Fundamental Indicators
| FNMAS Stock | USD 12.97 0.39 3.10% |
As of the 1st of February, Federal National shows the Standard Deviation of 2.05, mean deviation of 1.55, and Variance of 4.2. Federal National Mortgage technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Put another way, you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to analyze thirteen technical drivers for Federal National Mortgage, which can be compared to its peers. Please confirm Federal National Mortgage market risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and skewness to decide if Federal National Mortgage is priced favorably, providing market reflects its regular price of 12.97 per share. Given that Federal National has information ratio of (0.22), we urge you to verify Federal National Mortgage's prevailing market performance to make sure the company can sustain itself at a future point.
Federal National's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Federal National's valuation are provided below:Federal National Mortgage does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Federal |
Federal National '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 National'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 National.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Federal National on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Federal National Mortgage or generate 0.0% return on investment in Federal National over 90 days. Federal National is related to or competes with Federal Home, Computershare, Singapore Exchange, China Galaxy, Computershare, Bankinter, and Eurobank Ergasias. Federal National Mortgage Association provides a source of financing for mortgages in the United States More
Federal National 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 National'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 National Mortgage upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 9.51 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 2.98 |
Federal National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Federal National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Federal National's standard deviation. In reality, there are many statistical measures that can use Federal National historical prices to predict the future Federal National's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | 1.91 |
Federal National February 1, 2026 Technical Indicators
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| Risk Adjusted Performance | (0.13) | |||
| Market Risk Adjusted Performance | 1.92 | |||
| Mean Deviation | 1.55 | |||
| Coefficient Of Variation | (517.58) | |||
| Standard Deviation | 2.05 | |||
| Variance | 4.2 | |||
| Information Ratio | (0.22) | |||
| Jensen Alpha | (0.40) | |||
| Total Risk Alpha | (0.50) | |||
| Treynor Ratio | 1.91 | |||
| Maximum Drawdown | 9.51 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 2.98 | |||
| Skewness | 0.2397 | |||
| Kurtosis | 0.2058 |
Federal National Mortgage Backtested Returns
Federal National Mortgage secures Sharpe Ratio (or Efficiency) of -0.19, which denotes the company had a -0.19 % return per unit of risk over the last 3 months. Federal National Mortgage exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Federal National's Mean Deviation of 1.55, variance of 4.2, and Standard Deviation of 2.05 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Federal National are expected to decrease at a much lower rate. During the bear market, Federal National is likely to outperform the market. At this point, Federal National Mortgage has a negative expected return of -0.4%. Please make sure to confirm Federal National's skewness, and the relationship between the total risk alpha and day median price , to decide if Federal National Mortgage performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.72 |
Good predictability
Federal National Mortgage has good predictability. Overlapping area represents the amount of predictability between Federal National time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st of February 2026. 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 National Mortgage price movement. The serial correlation of 0.72 indicates that around 72.0% of current Federal National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Enterprise Value can be a useful tool to compare companies with different capital structures. Long term liability and current cash or cash equivalents can have a huge impact on market valuation of a given company.
| Competition |
In accordance with the recently published financial statements, Federal National Mortgage has a Current Valuation of 4.07 T. This is much higher than that of the Financial Services sector and significantly higher than that of the Mortgage Finance industry. The current valuation for all United States stocks is significantly lower than that of the firm.
Federal National Mortgage Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Federal National's current stock value. Our valuation model uses many indicators to compare Federal National value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Federal National competition to find correlations between indicators driving Federal National's intrinsic value. More Info.Federal National Mortgage is one of the top stocks in return on equity category among its peers. It also is one of the top stocks in return on asset category among its peers reporting about 0.01 of Return On Asset per Return On Equity. The ratio of Return On Equity to Return On Asset for Federal National Mortgage is roughly 84.72 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Federal National's earnings, one of the primary drivers of an investment's value.Federal Current Valuation Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Federal National's direct or indirect competition against its Current Valuation to detect undervalued stocks with similar characteristics or determine the otc stocks which would be a good addition to a portfolio. Peer analysis of Federal National could also be used in its relative valuation, which is a method of valuing Federal National by comparing valuation metrics of similar companies.Federal National is currently under evaluation in current valuation category among its peers.
Federal Fundamentals
| Return On Equity | 0.33 | |||
| Return On Asset | 0.0039 | |||
| Current Valuation | 4.07 T | |||
| Shares Outstanding | 5.74 B | |||
| Shares Owned By Institutions | 36.19 % | |||
| Number Of Shares Shorted | 7.41 M | |||
| Price To Earning | 236.00 X | |||
| Price To Sales | 0.11 X | |||
| Revenue | 36.59 B | |||
| Gross Profit | 24.45 B | |||
| Net Income | 22.18 B | |||
| Cash And Equivalents | 118.91 B | |||
| Cash Per Share | 20.72 X | |||
| Total Debt | 4.16 T | |||
| Current Ratio | 242.68 X | |||
| Book Value Per Share | (14.14) X | |||
| Cash Flow From Operations | 47.21 B | |||
| Short Ratio | 5.09 X | |||
| Earnings Per Share | 0.01 X | |||
| Number Of Employees | 7.4 K | |||
| Beta | 2.06 | |||
| Market Capitalization | 3.04 B | |||
| Total Asset | 4.23 T | |||
| Net Asset | 4.23 T |
About Federal National Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Federal National Mortgage's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Federal National using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Federal National Mortgage based on its fundamental data. In general, a quantitative approach, as applied to this otc stock, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Federal National Mortgage Association provides a source of financing for mortgages in the United States. Federal National Mortgage Association was founded in 1938 and is headquartered in Washington, the District of Columbia. Fannie Mae operates under Mortgage Finance classification in the United States and is traded on OTC Exchange. It employs 7400 people.
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Additional Tools for Federal OTC Stock Analysis
When running Federal National's price analysis, check to measure Federal National'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 National is operating at the current time. Most of Federal National's value examination focuses on studying past and present price action to predict the probability of Federal National'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 National's price. Additionally, you may evaluate how the addition of Federal National to your portfolios can decrease your overall portfolio volatility.