Facebook Performance

FB -- USA Stock  

  Trading Volume Increase

Facebook has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.218 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Facebook will likely underperform. Although it is extremely important to respect Facebook historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Facebook technical indicators you can presently evaluate if the expected return of 0.0985% will be sustainable into the future. Facebook right now shows a risk of 1.4441%. Please confirm Facebook Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to decide if Facebook will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Facebook are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. Despite somewhat strong basic indicators, Facebook is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio4.50
Fifty Two Week Low123.02
Target High Price330.00
Fifty Two Week High208.66
Target Low Price120.00
Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  18,259  in Facebook on October 14, 2019 and sell it today you would earn a total of  1,060  from holding Facebook or generate 5.81% return on investment over 30 days. Facebook is generating 0.0985% of daily returns and assumes 1.4441% volatility on return distribution over the 30 days horizon. Put differently, 12% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Facebook is expected to generate 1.34 times less return on investment than the market. In addition to that, the company is 1.95 times more volatile than its market benchmark. It trades about 0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of volatility.

Facebook Market Risk Analysis

Sharpe Ratio = 0.0682
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Facebook Relative Performance Indicators

Estimated Market Risk
 1.44
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.1
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
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Based on monthly moving average Facebook is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Facebook by adding it to a well-diversified portfolio.

Facebook Alerts

Equity Alerts and Improvement Suggestions

About 75.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Exercise or conversion by Michael Schroepfer of 20000 shares of Facebook subject to Rule 16b-3
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