Facebook Risk Analysis

Facebook Inc -- USA Stock  

USD 161.87  7.37  4.35%

Our philosophy in predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Facebook Inc which you can use to evaluate future volatility of the firm. Please confirm Facebook Inc to check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Facebook has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Facebook are completely uncorrelated. Furthermore, Facebook IncIt does not look like Facebook alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
= 0.00 
βBeta against DOW= 0.00 
σ
Overall volatility
= 0.00 
 IrInformation ratio = 0.00 

Actual Return Volatility

Facebook Inc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3939% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Total Debt

Facebook Inc Total Debt History

Total Debt

Investment Outlook

Facebook Investment Opportunity
DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Facebook Inc. 0% of all equities and portfolios are less risky than Facebook. Compared to the overall equity markets, volatility of historical daily returns of Facebook Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Facebook Current Risk Indicators