Facebook Alpha and Beta Analysis

FB -- USA Stock  

Trending

This module allows you to check different measures of market premium for Facebook as well as systematic risk associated with investing in Facebook over a specified time horizon. Additionally see Facebook Backtesting, Facebook Valuation, Facebook Correlation, Facebook Hype Analysis, Facebook Volatility, Facebook History and analyze Facebook Performance.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.035603   β1.03
30 days against DJI

Facebook expected buy-and-hold returns

Facebook Market Price Analysis

Facebook Return and Market Media

The median price of Facebook for the period between Sun, Sep 8, 2019 and Sat, Dec 7, 2019 is 189.4 with a coefficient of variation of 3.73. The daily time series for the period is distributed with a sample standard deviation of 7.07, arithmetic mean of 189.36, and mean deviation of 5.6. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Mark Zuckerberg of 570 shares of Facebook09/12/2019
2
Sale by Mark Zuckerberg of 273 shares of Facebook09/13/2019
3
Sale by Mark Zuckerberg of tradable shares of Facebook09/17/2019
4
Sale by Athwal Jas of 1646 shares of Facebook09/18/2019
5
Sale by Mark Zuckerberg of 1100 shares of Facebook09/19/2019
6
Sale by Mark Zuckerberg of 942 shares of Facebook09/24/2019
7
Facebook exotic insider transaction detected09/25/2019
8
Conversion by Sheryl Sandberg of 55000 shares of Facebook09/27/2019
9
Facebook exotic insider transaction detected09/30/2019
10
Exercise or conversion by Sheryl Sandberg of 43193 shares of...10/02/2019
11
Sale by Sheryl Sandberg of 16821 shares of Facebook10/03/2019
12
Sale by Mark Zuckerberg of 109 shares of Facebook10/08/2019
13
Facebook exotic insider transaction detected10/09/2019
14
Sale by Mark Zuckerberg of 56981 shares of Facebook10/14/2019
15
Facebook exotic insider transaction detected10/16/2019
16
Sale by Mark Zuckerberg of 200 shares of Facebook10/21/2019
17
Sale by Mark Zuckerberg of 46114 shares of Facebook10/23/2019
18
Sale by Mark Zuckerberg of 178 shares of Facebook10/24/2019
19
Conversion by Sheryl Sandberg of 55000 shares of Facebook10/25/2019
20
Sale by Mark Zuckerberg of 280 shares of Facebook10/29/2019
21
Facebook exotic insider transaction detected10/30/2019
22
Sale by Mark Zuckerberg of 313 shares of Facebook11/01/2019
23
Sale by David Fischer of 5562 shares of Facebook11/04/2019
24
Bona fide gift to Mark Zuckerberg of 103000 shares of Facebo...11/05/2019
25
Sale by Sheryl Sandberg of 185 shares of Facebook11/06/2019
26
Facebook exotic insider transaction detected11/07/2019
27
Conversion by Mark Zuckerberg of 19000 shares of Facebook11/08/2019
28
Conversion by Mark Zuckerberg of 19000 shares of Facebook11/11/2019
29
Facebook exotic insider transaction detected11/12/2019
30
Conversion by Athwal Jas of 7601 shares of Facebook11/14/2019
31
Payment of 18736 shares by David Wehner of Facebook subject ...11/15/2019
32
Exercise or conversion by Newstead Jennifer of 6717 shares o...11/19/2019
33
Sale by Colin Stretch of 1000 shares of Facebook11/20/2019
34
Sale by Mark Zuckerberg of 14047 shares of Facebook11/21/2019
35
Sale by Susan Taylor of 1133 shares of Facebook11/22/2019
36
Sale by Newstead Jennifer of 260 shares of Facebook11/27/2019
37
Sale by Mark Zuckerberg of 8497 shares of Facebook11/29/2019
38
Bona fide gift to Sheryl Sandberg of 207500 shares of Facebo...12/02/2019
39
Exercise or conversion by David Wehner of 18750 shares of Fa...12/03/2019
40
Sale by Newstead Jennifer of 260 shares of Facebook12/04/2019
41
Conversion by Mark Zuckerberg of 36367 shares of Facebook12/06/2019

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