|Horizon||30 Days Login to change|
Facebook Market Sensitivity
Facebook Technical Analysis
Facebook Projected Return Density Against MarketAllowing for the 30-days total investment horizon, the stock has beta coefficient of 1.4826 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Facebook will likely underperform. Additionally, Facebook has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Facebook Return VolatilityFacebook accepts 2.5702% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.