|Horizon||30 Days Login to change|
Facebook Market Sensitivity
|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.One Month Beta |Analyze Facebook Demand TrendCheck current 30 days Facebook correlation with market (DOW)|
β = 0.5863
Facebook Technical Analysis
Facebook Projected Return Density Against MarketAllowing for the 30-days total investment horizon, Facebook has beta of 0.5863 suggesting as returns on market go up, Facebook average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Facebook will be expected to be much smaller as well. Additionally, Facebook has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
Facebook Return VolatilityFacebook accepts 1.7073% volatility on return distribution over the 30 days horizon. DOW inherits 1.0635% risk (volatility on return distribution) over the 30 days horizon.