Facebook Performance

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FB -- USA Stock  

 Earnings Call  Today

On a scale of 0 to 100 Facebook holds performance score of 13. The firm shows Beta (market volatility) of 0.6047 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 0.2118% will be sustainable into the future. Please utilizes Facebook Variance, Maximum Drawdown and the relationship between Coefficient Of Variation and Jensen Alpha to make a quick decision on weather Facebook price patterns will revert.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Facebook are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days. Despite somewhat unfluctuating basic indicators, Facebook sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio4.50
Fifty Two Week Low143.43
Target High Price342.00
Fifty Two Week High222.75
Target Low Price120.00
Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  19,165  in Facebook on December 30, 2019 and sell it today you would earn a total of  2,614  from holding Facebook or generate 13.64% return on investment over 30 days. Facebook is generating 0.2118% of daily returns and assumes 1.0459% volatility on return distribution over the 30 days horizon. Put differently, 9% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% 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 1.52 times more return on investment than the market. However, the company is 1.52 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.14 per unit of risk.

Facebook Market Risk Analysis

Sharpe Ratio = 0.2025
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Facebook Relative Performance Indicators

Estimated Market Risk
  actual daily
 9 %
of total potential
Expected Return
  actual daily
 3 %
of total potential
Risk-Adjusted Return
  actual daily
 13 %
of total potential
Based on monthly moving average Facebook is performing at about 13% 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.

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Over 78.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Conversion by Mark Zuckerberg of 249662 shares of Facebook
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