Facebook Risk Analysis And Volatility

FB -- USA Stock  

USD 200.78  2.42  1.22%

We consider Facebook very steady. Facebook secures Sharpe Ratio (or Efficiency) of 0.095 which denotes the organization had 0.095% of return per unit of standard deviation over the last 2 months. Our philosophy in predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Facebook which you can use to evaluate future volatility of the firm. Please confirm Facebook Mean Deviation of 1.28, Semi Deviation of 1.94 and Downside Deviation of 2.22 to check if risk estimate we provide are consistent with the epected return of 0.1798%.
Interest Expense

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

60 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

Facebook Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Developed by Larry Williams, the Weighted Close is the average of Facebook high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Facebook closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Facebook Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Facebook has beta of 0.0 suggesting the returns on DOW and Facebook do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Allowing for the 30-days total investment horizon, the coefficient of variation of Facebook is 1052.18. The daily returns are destributed with a variance of 3.58 and standard deviation of 1.89. The mean deviation of Facebook is currently at 1.32. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.89
Ir
Information ratio =0.00

Facebook Return Volatility

the company accepts 1.8919% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Facebook Investment Opportunity

Facebook has a volatility of 1.89 and is 2.95 times more volatile than DOW. 16% of all equities and portfolios are less risky than Facebook. Compared to the overall equity markets, volatility of historical daily returns of Facebook is lower than 16 (%) of all global equities and portfolios over the last 30 days.

Facebook Current Risk Indicators

Facebook Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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