| FNMAH Stock | | | USD 8.38 0.31 3.57% |
Federal Natl total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Federal Natl Mtg or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Federal Natl Mtg has current Total Risk Alpha of 0.3547. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.3547 | |
| ER[a] | = | Expected return on investing in Federal Natl |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Federal Natl |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Federal Natl Total Risk Alpha Peers Comparison
Federal Total Risk Alpha Relative To Other Indicators
Federal Natl Mtg is rated
# 3 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
199.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Federal Natl Mtg is roughly
199.18 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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