Facebook Performance

FB -- USA Stock  

USD 202.31  4.82  2.44%

On a scale of 0 to 100 Facebook holds performance score of 21. The firm shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Facebook are completely uncorrelated. Although it is vital to follow to Facebook historical returns, it is good to be conservative about what you can actually do with the information regarding 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 0.3299% will be sustainable into the future. Please utilizes Facebook Jensen Alpha, Maximum Drawdown and the relationship between Coefficient Of Variation and Sortino Ratio to make a quick decision on weather Facebook price patterns will revert.
 Time Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  18,449  in Facebook on May 21, 2018 and sell it today you would earn a total of  1,300  from holding Facebook or generate 7.05% return on investment over 30 days. Facebook is generating 0.3299% of daily returns and assumes 1.0384% volatility on return distribution over the 30 days horizon. Put differently, 9% of equity instruments are less risky than the company on the bases of their historical return distribution and some 94% 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 0.75 times more return on investment than the market. However, the company is 1.34 times less risky than the market. It trades about 0.32 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Facebook Market Risk Analysis

Sharpe Ratio = 0.3177
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Facebook Relative Performance Indicators

Estimated Market Risk
 1.04
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.33
  actual daily
 
 6 %
of total potential
  
Risk-Adjusted Return
 0.32
  actual daily
 
 21 %
of total potential
  
Based on monthly moving average Facebook is performing at about 21% 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.

Performance Rating

Facebook Risk Adjusted Performance Analysis
21 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Facebook are ranked lower than 21 (%) of all global equities and portfolios over the last 30 days.

Facebook Alerts

Equity Alerts and Improvement Suggestions
About 74.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Sale by Mark Zuckerberg of 29611 shares of Facebook
Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.