Facebook Alpha and Beta Analysis

FB -- USA Stock  

Quarterly Earning Report: October 30, 2019  

This module allows you to check different measures of market premium for Facebook as well as systematic risk associated with investing in Facebook over a specified time horizon. Additionally see Facebook Backtesting, Facebook Valuation, Facebook Correlation, Facebook Hype Analysis, Facebook Volatility, Facebook History and analyze Facebook Performance.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.09   β1.24
30 days against DJI

Facebook expected buy-and-hold returns

Facebook Market Price Analysis

Facebook Return and Market Media

The median price of Facebook for the period between Sat, Jul 20, 2019 and Fri, Oct 18, 2019 is 186.17 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 7.15, arithmetic mean of 186.9, and mean deviation of 5.51. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Sale by Mark Zuckerberg of 500 shares of Facebook08/05/2019
2
Conversion by Michael Schroepfer of 108 shares of Facebook08/07/2019
3
Sale by Mark Zuckerberg of 2120 shares of Facebook08/08/2019
4
Sale by Mark Zuckerberg of 15170 shares of Facebook08/09/2019
5
Facebook exotic insider transaction detected08/12/2019
6
Sale by Mark Zuckerberg of 612 shares of Facebook08/13/2019
7
Facebook exotic insider transaction detected08/14/2019
8
Sale by Colin Stretch of 750 shares of Facebook08/15/2019
9
Exercise or conversion by Sheryl Sandberg of 7434 shares of ...08/16/2019
10
Exercise or conversion by David Fischer of 5302 shares of Fa...08/19/2019
11
Sale by Mark Zuckerberg of 2154 shares of Facebook08/20/2019
12
Sale by Mark Zuckerberg of 2848 shares of Facebook08/21/2019
13
Sale by David Fischer of 6250 shares of Facebook08/22/2019
14
Sale by Mark Zuckerberg of 27380 shares of Facebook08/23/2019
15
Sale by Mark Zuckerberg of 400 shares of Facebook08/26/2019
16
Sale by Mark Zuckerberg of 9550 shares of Facebook08/27/2019
17
Sale by Colin Stretch of 1000 shares of Facebook08/28/2019
18
Sale by Mark Zuckerberg of 7082 shares of Facebook08/29/2019
19
Sale by Jan Koum of 204534 shares of Facebook08/30/2019
20
Facebook exotic insider transaction detected09/03/2019
21
Facebook exotic insider transaction detected09/04/2019
22
Conversion by Mark Zuckerberg of 19000 shares of Facebook09/05/2019
23
Sale by Mark Zuckerberg of 150 shares of Facebook09/06/2019
24
Sale by David Fischer of 11608 shares of Facebook09/09/2019
25
Sale by Mark Zuckerberg of 8618 shares of Facebook09/10/2019
26
Sale by Mark Zuckerberg of 22238 shares of Facebook09/11/2019
27
Sale by Mark Zuckerberg of 570 shares of Facebook09/12/2019
28
Sale by Mark Zuckerberg of 273 shares of Facebook09/13/2019
29
Facebook exotic insider transaction detected09/16/2019
30
Sale by Mark Zuckerberg of tradable shares of Facebook09/17/2019
31
Facebook exotic insider transaction detected09/18/2019
32
Sale by Jan Koum of 731684 shares of Facebook09/19/2019
33
Conversion by David Fischer of 56401 shares of Facebook09/20/2019
34
Sale by Mark Zuckerberg of 942 shares of Facebook09/24/2019
35
Sale by Mark Zuckerberg of 1043 shares of Facebook09/25/2019
36
Conversion by Sheryl Sandberg of 55000 shares of Facebook09/27/2019
37
Facebook exotic insider transaction detected09/30/2019
38
Sale by Mark Zuckerberg of 6372 shares of Facebook10/01/2019
39
Exercise or conversion by Sheryl Sandberg of 43193 shares of...10/02/2019
40
Sale by Sheryl Sandberg of 16821 shares of Facebook10/03/2019
41
Sale by Mark Zuckerberg of 16815 shares of Facebook10/04/2019
42
Facebook exotic insider transaction detected10/07/2019
43
Sale by Jan Koum of 1119 shares of Facebook10/08/2019
44
Exercise or conversion by Sheryl Sandberg of 74940 shares of...10/09/2019
45
Sale by Mark Zuckerberg of 7033 shares of Facebook10/10/2019
46
Sale by Christopher Cox of 600 shares of Facebook10/11/2019
47
Sale by Marc Andreessen of 459000 shares of Facebook10/14/2019
48
Facebook exotic insider transaction detected10/15/2019
49
Sale by David Fischer of 12000 shares of Facebook10/17/2019

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