Facebook Alpha and Beta Analysis

FB -- USA Stock  

USD 180.87  0.19  0.10%

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

α0.22   β0.00
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 Wed, Mar 27, 2019 and Sun, May 26, 2019 is 181.44 with a coefficient of variation of 4.66. The daily time series for the period is distributed with a sample standard deviation of 8.47, arithmetic mean of 181.59, and mean deviation of 6.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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