Facebook Performance

Facebook Inc -- USA Stock  

USD 179.96  2.60  1.47%

Macroaxis gives Facebook performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.0129 which denotes to the fact that Facebook returns are very sensitive to returns on the market. as market goes up or down, Facebook is expected to follow.. Even though it is essential to pay attention to Facebook Inc historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Facebook Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Facebook Inc has expected return of -0.0766%. Please be advised to confirm Facebook Inc Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to decide if Facebook Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Facebook Inc Relative Risk vs. Return Landscape

If you would invest  18,129  in Facebook Inc on January 19, 2018 and sell it today you would lose (393.00)  from holding Facebook Inc or give up 2.17% of portfolio value over 30 days. Facebook Inc is generating negative expected returns and assumes 2.405% volatility on return distribution over the 30 days horizon. Put differently, 22% 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 Inc is expected to generate 1.41 times more return on investment than the market. However, the company is 1.41 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.08 per unit of risk.

Operating Margin

Facebook Inc Operating Margin
Based on recorded statements Facebook Inc has Operating Margin of 49.7%. This is 279.03% lower than that of the Technology sector, and 214.25% lower than that of Internet Information Providers industry, The Operating Margin for all stocks is 555.55% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Facebook Daily Price Distribution

The median price of Facebook for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 is 185.31 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 5.88, arithmetic mean of 182.9, and mean deviation of 5.04. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days Facebook Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Facebook Sharpe Ratio = -0.0318
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Estimated Market Risk

  actual daily
 78 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average Facebook is performing at about 0% 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.