Facebook Alpha and Beta Analysis

Facebook -- USA Stock  

USD 168.10  1.82  1.09%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.13β0.18
30 days against DJI
Risk Adjusted Performance  

0.0937

Jensen Alpha  

0.12

Total Risk Alpha  

0.038139

Sortino Ratio  

0.0

Treynor Ratio  

0.90

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, Feb 21, 2018 and Sun, Apr 22, 2018 is 169.39 with a coefficient of variation of 6.19. The daily time series for the period is distributed with a sample standard deviation of 10.58, arithmetic mean of 170.83, and mean deviation of 9.42. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Conversion by Mark Zuckerberg of 127500 shares of Facebook03/09/2018
2
Twitter Lands Another Upgrade Ahead of Earnings04/20/2018

Current Sentiment - FB

Facebook Investor Sentiment
Nearly all of Macroaxis users are currently bullish on Facebook. What is your opinion about investing in Facebook? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.