Facebook Buy or Sell Recommendation

Macroaxis provides Facebook Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Facebook positions. The advice algorithm takes into account all of Facebook Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Facebook buy-and-hold prospective. Additionally see Facebook Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Facebook Inc -- USA Stock  

USD 174.98  0.42  0.24%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Facebook Inc is 'Buy'.
For the selected time horizon Facebook Inc has a risk adjusted performance of 0.031, jensen alpha of (0.16), total risk alpha of (0.77), sortino ratio of (0.046416) and treynor ratio of 0.07
Macroaxis provides buy, hold, or sell suggestion on Facebook Inc to complement and cross-verify current analyst consensus on Facebook Inc. Our buy, hold, or sell recommendation engine determines the organization potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Facebook is not overpriced, please confirm all Facebook Inc fundamentals including its Operating Margin, Shares Owned by Institutions, Price to Sales, as well as the relationship between Shares Outstanding and Price to Earning . Given that Facebook Inc has Number of Shares Shorted of 20.25 M, we urge you verify Facebook Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.11Value At Risk-0.9061
Potential Upside1.6744Standard Deviation1.2876
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Apg Asset Management NvCommon Shares2.1 M366.2 M
Wellcome Trust Ltd The As Trustee Of The Wellcome TrustCommon Shares2 M345.7 M
National Pension ServiceCommon Shares1.8 M305.9 M
Vontobel Asset Management IncCommon Shares1.7 M297 M
State Treasurer State Of MichiganCommon Shares1.4 M239.4 M
Bank Of MontrealCommon Shares1.4 M238 M
Gateway Investment Advisers LlcCommon Shares1.4 M235.1 M

Facebook Greeks

α
Alpha over DOW
=(0.16) 
βBeta against DOW= 1.43 
σ
Overall volatility
= 1.28 
 IrInformation ratio =(0.065) 

Facebook Volatility Alert

Facebook Inc has relatively low volatility with skewness of -2.11 and kurtosis of 7.55. However, we advise all investors to independently investigate Facebook Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Facebook to competition
FundamentalsFacebookPeer Average
Return On Equity22.51 % (15.17) %
Return On Asset14.93 % (15.64) %
Profit Margin39.66 % (5.5) %
Operating Margin46.66 % (10.91) %
Current Valuation459.83 B152.14 B
Shares Outstanding2.37 B1.43 B
Shares Owned by Insiders1.75 % 6.91 %
Shares Owned by Institutions72.44 % 18.37 %
Number of Shares Shorted20.25 M3.24 M
Price to Earning39.42 times40.69 times
Price to Book7.68 times14.44 times
Price to Sales15.42 times17.81 times
Revenue33.17 B9.85 B
Gross Profit23.85 B21.75 B
EBITDA18.08 B1.41 B
Net Income13.13 B517.71 M
Cash and Equivalents35.45 B3.89 B
Cash per Share12.21 times5.17 times
Debt to Equity0.01 % 0.72 %
Current Ratio12.31 times3.3 times
Book Value Per Share22.92 times13.64 times
Cash Flow from Operations19.38 B1.25 B
Short Ratio0.97 times2.09 times
Earnings Per Share4.47 times2.3 times
Price to Earnings To Growth1.42 times1.22 times
Number of Employees15.72 K10.67 K
Beta0.540.34
Market Capitalization511.46 B29.78 B
Total Asset49.41 B126.86 B
Retained Earnings21.67 B38.24 B
Working Capital19.73 B3.58 B
Current Asset21.65 B36.8 B
Current Liabilities1.93 B33.34 B
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Sale by Colin Stretch of 750 shares of Facebook [view details]
Risk Adjusted Performance0.031
Market Risk Adjusted Performance0.08
Mean Deviation0.8206
Semi Deviation1.65
Downside Deviation1.8
Coefficient Of Variation1173.18
Standard Deviation1.29
Variance1.66
Information Ratio(0.065011)
Jensen Alpha(0.16)
Total Risk Alpha(0.77)
Sortino Ratio(0.046416)
Treynor Ratio0.07
Maximum Drawdown4.5
Value At Risk(0.91)
Potential Upside1.67
Downside Variance3.25
Semi Variance2.72
Expected Short fall(0.8)
Skewness(2.11)
Kurtosis7.55

Current Valuation

Facebook Current Valuation Analysis
Facebook Inc is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Internet Information Providers industry is currently estimated at about 993.9 Billion. Facebook totals roughly 459.83 Billion in current valuation claiming about 46% of equities under Internet Information Providers industry.