|Horizon||30 Days Login to change|
Facebook Relative Risk vs. Return LandscapeIf you would invest 15,352 in Facebook on November 13, 2018 and sell it today you would lose (851.00) from holding Facebook or give up 5.54% of portfolio value over 30 days. Facebook is generating negative expected returns and assumes 2.296% volatility on return distribution over the 30 days horizon. Put differently, 20% 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.
Facebook Market Risk Analysis
Sharpe Ratio = -0.0478
Facebook Relative Performance Indicators