Facebook Performance

FB -- USA Stock  

USD 185.32  3.75  2.07%

Facebook has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5213 which denotes to the fact that as returns on market increase, Facebook returns are expected to increase less than the market. However during bear market, the loss on holding Facebook will be expected to be smaller as well. Although it is extremely important to respect Facebook historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Facebook technical indicators you can presently evaluate if the expected return of 0.1965% will be sustainable into the future. Facebook right now shows a risk of 1.5307%. Please confirm Facebook Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to decide if Facebook will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Facebook are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days. Despite somewhat unfluctuating basic indicators, Facebook may actually be approaching a critical reversion point that can send shares even higher in June 2019.
Quick Ratio5.22
Fifty Two Week Low123.02
Target High Price296.00
Fifty Two Week High218.62
Target Low Price120.00
Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  16,768  in Facebook on April 25, 2019 and sell it today you would earn a total of  1,389  from holding Facebook or generate 8.28% return on investment over 30 days. Facebook is generating 0.1965% of daily returns and assumes 1.5307% volatility on return distribution over the 30 days horizon. Put differently, 13% of equity instruments are less risky than the company on the bases of their historical return distribution and some 97% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Facebook is expected to generate 2.31 times more return on investment than the market. However, the company is 2.31 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of risk.

Facebook Market Risk Analysis

Sharpe Ratio = 0.1284
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Facebook Relative Performance Indicators

Estimated Market Risk
 1.53
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.2
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.13
  actual daily
 
 8 %
of total potential
 
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Based on monthly moving average Facebook is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Facebook by adding it to a well-diversified portfolio.

Facebook Alerts

Equity Alerts and Improvement Suggestions

About 75.0% of the company shares are owned by institutional investors
Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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