Facebook Alpha and Beta Analysis Overview

FB -- USA Stock  

USD 210.53  0.59  0.28%

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

α0.45β0.94
30 days against DJI
Risk Adjusted Performance  

0.0662

Jensen Alpha  

0.1736

Total Risk Alpha  

0.18

Sortino Ratio  

0.0439

Treynor Ratio  

62.1

Facebook expected buy-and-hold returns

Facebook Market Price Analysis

Facebook Return and Market Media

The median price of Facebook for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 202.54 with a coefficient of variation of 2.65. The daily time series for the period is distributed with a sample standard deviation of 5.35, arithmetic mean of 202.21, and mean deviation of 4.43. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Facebook shares drop on report of widened probe on data scan...07/03/2018
2
Sale by Michael Schroepfer of 28867 shares of Facebook07/10/2018
3
Exercise or conversion by Michael Schroepfer of 37500 shares...07/13/2018
4
Facebook exotic insider transaction detected07/16/2018
5
Conversion by Accel Ix Lp of 149527730 shares of Facebook07/19/2018

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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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