Facebook Alpha and Beta Analysis Overview

FB -- USA Stock  

USD 158.78  5.26  3.43%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.0063β0.54
30 days against DJI
Risk Adjusted Performance  

0.019876

Jensen Alpha  

0.01311

Total Risk Alpha  

0.0532

Sortino Ratio  

0.0

Treynor Ratio  

0.09

Facebook expected buy-and-hold returns

Facebook Market Price Analysis

Facebook Return and Market Media

The median price of Facebook for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 160.58 with a coefficient of variation of 2.9. The daily time series for the period is distributed with a sample standard deviation of 4.66, arithmetic mean of 160.36, and mean deviation of 3.84. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Sheryl Sandberg of 18641 shares of Facebook09/27/2018
2
Facebook exotic insider transaction detected10/03/2018
3
Facebook exotic insider transaction detected10/08/2018
4
Exercise or conversion by Michael Schroepfer of 66256 shares...10/11/2018
5
Acquisition or disposition of Facebook securities by Accel I...10/16/2018

Facebook Upcoming Events

Facebook Upcoming Company Events

Upcoming Quarterly ReportMay 2, 2018
Next Earnings ReportJuly 25, 2018

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Additionally see Facebook Backtesting, Facebook Valuation, Facebook Correlation, Facebook Hype Analysis, Facebook Volatility, Facebook History and analyze Facebook Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.
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