Facebook Alpha and Beta Analysis

Facebook Inc -- USA Stock  

USD 181.29  1.49  0.83%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Facebook Market Premiums

α (average alpha)=0.36    β (beta)=0.65    
30 days against DJI
Risk Adjusted Performance  0.0135Jensen Alpha  0.0836Total Risk Alpha  (0.67)Sortino Ratio  (0.15)Treynor Ratio  (0.03314)

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 Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 179.8 with a coefficient of variation of 2.34. The daily time series for the period is distributed with a sample standard deviation of 4.25, arithmetic mean of 181.2, and mean deviation of 3.59. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)