Meta Platforms Alpha and Beta Analysis

FBDelisted Stock  USD 169.49  1.83  1.07%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Meta Platforms. It also helps investors analyze the systematic and unsystematic risks associated with investing in Meta Platforms over a specified time horizon. Remember, high Meta Platforms' 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 Meta Platforms' market risk premium analysis include:
Beta
1.18
Alpha
(0.44)
Risk
0.0
Sharpe Ratio
0.0
Expected Return
0.0
Please note that although Meta Platforms alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Meta Platforms did 0.44  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Meta Platforms stock's relative risk over its benchmark. Meta Platforms has a beta of 1.18  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Meta Platforms will likely underperform. .
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.
  
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any Company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Meta Platforms Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Meta Platforms market risk premium is the additional return an investor will receive from holding Meta Platforms 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 Meta Platforms. 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 Meta Platforms' performance over market.
α-0.44   β1.18

Meta Platforms Fundamentals Vs Peers

Comparing Meta Platforms' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Meta Platforms' direct or indirect competition across all of the common fundamentals between Meta Platforms and the related equities. This way, we can detect undervalued stocks with similar characteristics as Meta Platforms or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Meta Platforms' fundamental indicators could also be used in its relative valuation, which is a method of valuing Meta Platforms by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare Meta Platforms to competition
FundamentalsMeta PlatformsPeer Average
Return On Equity29.07-0.31
Return On Asset16.74-0.14
Profit Margin31.20 %(1.27) %
Operating Margin43.50 %(5.51) %
Current Valuation433.22 B16.62 B
Shares Outstanding2.29 B571.82 M
Shares Owned By Insiders0.55 %10.09 %

Meta Platforms Opportunities

Meta Platforms Return and Market Media

The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  

About Meta Platforms Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Meta or other delisted stocks. Alpha measures the amount that position in Meta Platforms has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Meta Platforms in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Meta Platforms' short interest history, or implied volatility extrapolated from Meta Platforms options trading.

Build Portfolio with Meta Platforms

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any Company could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Note that the Meta Platforms information on this page should be used as a complementary analysis to other Meta Platforms' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

Other Consideration for investing in Meta Stock

If you are still planning to invest in Meta Platforms check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Meta Platforms' history and understand the potential risks before investing.
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