Facebook Performance

FB -- USA Stock  

Quarterly Earning Report: October 30, 2019  

The firm shows Beta (market volatility) of 1.2488 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Facebook will likely underperform. Even though it is essential to pay attention to Facebook historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Facebook exposes twenty-seven different technical indicators which can help you to evaluate its performance. Facebook has expected return of -0.0843%. Please be advised to confirm Facebook Semi Deviation, Jensen Alpha, Maximum Drawdown, as well as the relationship between Coefficient Of Variation and Sortino Ratio to decide if Facebook past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Facebook has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Facebook is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio4.32
Fifty Two Week Low123.02
Target High Price347.00
Fifty Two Week High208.66
Target Low Price120.00
Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  20,078  in Facebook on September 16, 2019 and sell it today you would lose (1,208)  from holding Facebook or give up 6.02% of portfolio value over 30 days. Facebook is generating negative expected returns and assumes 1.5986% volatility on return distribution over the 30 days horizon. Put differently, 14% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% 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 under-perform the market. In addition to that, the company is 1.62 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.01 per unit of volatility.

Facebook Market Risk Analysis

Sharpe Ratio = -0.0527
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Facebook Relative Performance Indicators

Estimated Market Risk
 1.6
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.08
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.05
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Facebook is performing at about 0% 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

Facebook generates negative expected return over the last 30 days
About 75.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Sale by Mark Zuckerberg of 20125 shares of Facebook
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