Facebook Alpha and Beta Analysis

Facebook Inc -- USA Stock  

USD 179.59  0.59  0.33%

This module allows you to check different measures of market premium for Facebook Inc 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
Investment Horizon     30 Days    Login   to change
Run Premiums

Facebook Market Premiums

α (average alpha)=0.12    β (beta)=1.14    
30 days against DJI
Risk Adjusted Performance  0.0448Jensen Alpha  0.092Total Risk Alpha  0.0189Sortino Ratio  0.0746Treynor Ratio  0.165

Facebook expected buy-and-hold returns


Facebook Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Facebook Return and Market Media

The median price of Facebook for the period between Fri, Oct 20, 2017 and Sun, Nov 19, 2017 is 178.92 with a coefficient of variation of 1.97. The daily time series for the period is distributed with a sample standard deviation of 3.49, arithmetic mean of 177.42, and mean deviation of 2.79. The Stock received some media coverage during the period.
Price Growth (%)  
The Markets Are Undervaluing these stock Facebook, Inc. , Th...11/16/2017