Facebook Alpha and Beta Analysis

FB -- USA Stock  

USD 189.93  0.21  0.11%

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.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.02   β1.24
30 days against DJI

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 22, 2019 and Fri, Sep 20, 2019 is 189.02 with a coefficient of variation of 3.76. The daily time series for the period is distributed with a sample standard deviation of 7.17, arithmetic mean of 190.88, and mean deviation of 5.99. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Breyer James of 4028678 shares of Facebook06/26/2019
2
Sale by Christopher Cox of 2600 shares of Facebook06/27/2019
3
Conversion by Athwal Jas of 516 shares of Facebook07/01/2019
4
Conversion by Ebersman David A of 53797 shares of Facebook07/03/2019
5
Sale by Mark Zuckerberg of 300 shares of Facebook07/09/2019
6
Exercise or conversion by Michael Schroepfer of 59952 shares...07/10/2019
7
Conversion by Accel Ix Lp of 139733902 shares of Facebook07/11/2019
8
Exercise or conversion by Reed Hastings of 2533 shares of Fa...07/12/2019
9
Payment of 7432 shares by David Fischer of Facebook subject ...07/15/2019
10
Conversion by David Fischer of 14988 shares of Facebook07/17/2019
11
Sale by Mark Zuckerberg of 49397 shares of Facebook07/18/2019
12
Exercise or conversion by Sheryl Sandberg of 34364 shares of...07/19/2019
13
Facebook exotic insider transaction detected07/22/2019
14
Acquisition by Newstead Jennifer of 80611 shares of Facebook...07/24/2019
15
Bona fide gift to Christopher Cox of 125893 shares of Facebo...07/25/2019
16
Conversion by Sheryl Sandberg of 55000 shares of Facebook07/29/2019
17
Facebook exotic insider transaction detected07/30/2019
18
Conversion by Colin Stretch of 7681 shares of Facebook08/01/2019
19
Sale by David Fischer of 5501 shares of Facebook08/02/2019
20
Sale by Mark Zuckerberg of 500 shares of Facebook08/05/2019
21
Conversion by Michael Schroepfer of 108 shares of Facebook08/07/2019
22
Sale by Mark Zuckerberg of 2120 shares of Facebook08/08/2019
23
Sale by Mark Zuckerberg of 15170 shares of Facebook08/09/2019
24
Facebook exotic insider transaction detected08/12/2019
25
Sale by Mark Zuckerberg of 612 shares of Facebook08/13/2019
26
Facebook exotic insider transaction detected08/14/2019
27
Sale by Colin Stretch of 750 shares of Facebook08/15/2019
28
Exercise or conversion by Sheryl Sandberg of 7434 shares of ...08/16/2019
29
Exercise or conversion by David Fischer of 5302 shares of Fa...08/19/2019
30
Sale by Mark Zuckerberg of 2154 shares of Facebook08/20/2019
31
Sale by Mark Zuckerberg of 2848 shares of Facebook08/21/2019
32
Sale by David Fischer of 6250 shares of Facebook08/22/2019
33
Sale by Mark Zuckerberg of 27380 shares of Facebook08/23/2019
34
Sale by Mark Zuckerberg of 400 shares of Facebook08/26/2019
35
Sale by Mark Zuckerberg of 9550 shares of Facebook08/27/2019
36
Sale by Colin Stretch of 1000 shares of Facebook08/28/2019
37
Conversion by Sheryl Sandberg of 55000 shares of Facebook08/29/2019
38
Sale by Jan Koum of 204534 shares of Facebook08/30/2019
39
Facebook exotic insider transaction detected09/03/2019
40
Sale by David Fischer of 12267 shares of Facebook09/04/2019
41
Sale by Michael Schroepfer of 31423 shares of Facebook09/05/2019
42
Sale by Mark Zuckerberg of 100 shares of Facebook09/06/2019
43
Sale by David Fischer of 11608 shares of Facebook09/09/2019
44
Sale by Mark Zuckerberg of 8618 shares of Facebook09/10/2019
45
Sale by Mark Zuckerberg of 22238 shares of Facebook09/11/2019
46
Sale by Mark Zuckerberg of 570 shares of Facebook09/12/2019
47
Facebook exotic insider transaction detected09/13/2019
48
Facebook exotic insider transaction detected09/16/2019
49
Exercise or conversion by Christopher Cox of 9375 shares of ...09/19/2019
50
Conversion by David Fischer of 56401 shares of Facebook09/20/2019

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