Federal National Mortgage Stock Alpha and Beta Analysis
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Federal National Mortgage. It also helps investors analyze the systematic and unsystematic risks associated with investing in Federal National over a specified time horizon. Remember, high Federal National's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Federal National's market risk premium analysis include:
Beta 0.0 | Alpha 0.0 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Federal National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Federal National market risk premium is the additional return an investor will receive from holding Federal National long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Federal National. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Federal National's performance over market.| α | 0.00 | β | 0.00 |
Federal National Upcoming Company Events
As portrayed in its financial statements, the presentation of Federal National's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Federal National's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Federal National's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Federal National. Please utilize our Beneish M Score to check the likelihood of Federal National's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Other Information on Investing in Federal OTC Stock
Federal National 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 National security.