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Federal Home Loan Mortgage (FRA:FHL) Cyclically Adjusted Price-to-FCF : 2.72 (As of Apr. 30, 2025)


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What is Federal Home Loan Mortgage Cyclically Adjusted Price-to-FCF?

As of today (2025-04-30), Federal Home Loan Mortgage's current share price is €4.48. Federal Home Loan Mortgage's Cyclically Adjusted FCF per Share for the quarter that ended in Dec. 2024 was €1.65. Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF for today is 2.72.

The historical rank and industry rank for Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF or its related term are showing as below:

FRA:FHL' s Cyclically Adjusted Price-to-FCF Range Over the Past 10 Years
Min: 0.13   Med: 0.94   Max: 5.25
Current: 2.28

During the past years, Federal Home Loan Mortgage's highest Cyclically Adjusted Price-to-FCF was 5.25. The lowest was 0.13. And the median was 0.94.

FRA:FHL's Cyclically Adjusted Price-to-FCF is ranked better than
87.54% of 875 companies
in the Banks industry
Industry Median: 8.46 vs FRA:FHL: 2.28

The Shiller PE Ratio was first used by professor Robert Shiller. He uses E10 for his Shiller PE Ratio calculation. E10 is the average of the inflation adjusted earnings per share of a company over the past 10 years. The similar calculation is applied by GuruFocus to calculate the Cyclically Adjusted Price-to-FCF. The Cyclically Adjusted FCF per Share is the average of the inflation adjusted free cash flow per share of a company over the past 10 years.

Federal Home Loan Mortgage's adjusted free cash flow per share data for the three months ended in Dec. 2024 was €-0.266. Add all the adjusted free cash flow per share for the past 10 years together and divide 10 will get our Cyclically Adjusted FCF per Share, which is €1.65 for the trailing ten years ended in Dec. 2024.

Shiller PE for Stocks: The True Measure of Stock Valuation


Federal Home Loan Mortgage Cyclically Adjusted Price-to-FCF Historical Data

The historical data trend for Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF can be seen below:

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

* Premium members only.

Federal Home Loan Mortgage Cyclically Adjusted Price-to-FCF Chart

Federal Home Loan Mortgage Annual Data
Trend Dec15 Dec16 Dec17 Dec18 Dec19 Dec20 Dec21 Dec22 Dec23 Dec24
Cyclically Adjusted Price-to-FCF
Get a 7-Day Free Trial Premium Member Only Premium Member Only 1.10 0.35 0.13 0.36 1.43

Federal Home Loan Mortgage Quarterly Data
Mar20 Jun20 Sep20 Dec20 Mar21 Jun21 Sep21 Dec21 Mar22 Jun22 Sep22 Dec22 Mar23 Jun23 Sep23 Dec23 Mar24 Jun24 Sep24 Dec24
Cyclically Adjusted Price-to-FCF Get a 7-Day Free Trial Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only Premium Member Only 0.36 0.58 0.65 0.52 1.43

Competitive Comparison of Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF

For the Mortgage Finance subindustry, Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF, along with its competitors' market caps and Cyclically Adjusted Price-to-FCF data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF Distribution in the Banks Industry

For the Banks industry and Financial Services sector, Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF distribution charts can be found below:

* The bar in red indicates where Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF falls into.


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Federal Home Loan Mortgage Cyclically Adjusted Price-to-FCF Calculation

Like the Shiller PE Ratio, the Cyclically Adjusted Price-to-FCF takes the Free Cash Flow per Share from the past 10 years, adjusts it for inflation, and then calculates the average. This average is then used for the P/FCF calculation. Because it considers this 10-year average, it's often referred to as the CAPFCF Ratio.

The Shiller PE Ratio was first used by professor Robert Shiller to measure the valuation of the overall market. The similar calculation is applied by GuruFocus to calculate the Cyclically Adjusted Price-to-FCF.

Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF for today is calculated as

Cyclically Adjusted Price-to-FCF=Share Price/ Cyclically Adjusted FCF per Share
=4.48/1.65
=2.72

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.

Federal Home Loan Mortgage's Cyclically Adjusted FCF per Share for the quarter that ended in Dec. 2024 is calculated as:

For example, Federal Home Loan Mortgage's adjusted Free Cash Flow per Share data for the three months ended in Dec. 2024 was:

Adj_FreeCashFlowPerShare=Free Cash Flow per Share/CPI of Dec. 2024 (Change)*Current CPI (Dec. 2024)
=-0.266/133.1571*133.1571
=-0.266

Current CPI (Dec. 2024) = 133.1571.

Federal Home Loan Mortgage Quarterly Data

Free Cash Flow per Share CPI Adj_FreeCashFlowPerShare
201503 -1.001 99.621 -1.338
201506 0.064 100.684 0.085
201509 -0.598 100.392 -0.793
201512 1.280 99.792 1.708
201603 -1.135 100.470 -1.504
201606 2.265 101.688 2.966
201609 0.251 101.861 0.328
201612 -0.193 101.863 -0.252
201703 -0.005 102.862 -0.006
201706 0.087 103.349 0.112
201709 1.157 104.136 1.479
201712 -0.139 104.011 -0.178
201803 1.164 105.290 1.472
201806 -0.304 106.317 -0.381
201809 -0.159 106.507 -0.199
201812 -0.604 105.998 -0.759
201903 1.170 107.251 1.453
201906 0.366 108.070 0.451
201909 -0.619 108.329 -0.761
201912 2.447 108.420 3.005
202003 0.781 108.902 0.955
202006 -0.649 108.767 -0.795
202009 1.524 109.815 1.848
202012 -1.354 109.897 -1.641
202103 2.697 111.754 3.214
202106 1.460 114.631 1.696
202109 0.328 115.734 0.377
202112 -0.264 117.630 -0.299
202203 1.053 121.301 1.156
202206 1.180 125.017 1.257
202209 1.377 125.227 1.464
202212 -0.078 125.222 -0.083
202303 0.992 127.348 1.037
202306 0.448 128.729 0.463
202309 0.210 129.860 0.215
202312 0.534 129.419 0.549
202403 0.823 131.776 0.832
202406 0.266 132.554 0.267
202409 1.033 133.029 1.034
202412 -0.266 133.157 -0.266

Add all the adjusted free cash flow per share together and divide 10 will get our Cyclically Adjusted FCF per Share.

Please note that we use the CPI data of the country/region where the company is headquartered. If the CPI data for that country/region is not available, then we will use the CPI data of the United States as default.


Federal Home Loan Mortgage  (FRA:FHL) Cyclically Adjusted Price-to-FCF Explanation

Compared with the regular Price-to-Free-Cash-Flow, which works poorly for cyclical businesses, the Cyclically Adjusted Price-to-FCF smoothed out the fluctuations of free cash flow during business cycles. Therefore it is more accurate in reflecting the valuation of the company.

If a company has consistent business performance, the Cyclically Adjusted Price-to-FCF should give similar results to regular Price-to-Free-Cash-Flow.


Federal Home Loan Mortgage Cyclically Adjusted Price-to-FCF Related Terms

Thank you for viewing the detailed overview of Federal Home Loan Mortgage's Cyclically Adjusted Price-to-FCF provided by GuruFocus.com. Please click on the following links to see related term pages.


Federal Home Loan Mortgage Business Description

Address
8200 Jones Branch Drive, McLean, VA, USA, 22102-3110
Federal Home Loan Mortgage Corp is a U.S. based government-sponsored enterprise. The company invests in mortgage loans and mortgage-related securities. It operates in the following segments: Single-family, Multifamily. Its Single-family segment provides liquidity and support to the single-family mortgage market through a variety of activities that include the purchase, securitization, and guarantee of single-family loans originated by lenders. The company purchases multifamily loans for aggregation and then securitization through the issuance of multifamily K Certificates as well as issues and guarantees other securitization products. Majority of the revenue is earned from single family segment.

Federal Home Loan Mortgage Headlines

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