Facebook Probability of Target Price Finishing Over 227.76

FB -- USA Stock  

Quarterly Earning Report: October 30, 2019  

Facebook probability of target price tool provides mechanism to make assumptions about upside and downside potential of Facebook performance during a given time horizon utilizing its historical volatility. Please specify Facebook time horizon, a valid symbol (red box) and a target price (blue box) you would like Facebook odds to be computed. Additionally see Facebook Backtesting, Facebook Valuation, Facebook Correlation, Facebook Hype Analysis, Facebook Volatility, Facebook History as well as Facebook Performance.
Horizon     30 Days    Login   to change
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Facebook Target Price Odds to finish over 227.76

Current PriceHorizonTarget PriceOdds to move over $ 227.76  or more in 30 days
 189.55 30 days 227.76 
near 1
Based on normal probability distribution, the odds of Facebook to move over $ 227.76  or more in 30 days from now is near 1 (This Facebook probability density function shows the probability of Facebook Stock to fall within a particular range of prices over 30 days) . Probability of Facebook price to stay between its current price of $ 189.55  and $ 227.76  at the end of the 30-day period is about 33.77 .
Allowing for the 30-days total investment horizon, the stock has beta coefficient of 1.2636 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Facebook will likely underperform. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Facebook is significantly underperforming DOW.
 Facebook Price Density 
      Price 
α
Alpha over DOW
=0.08
β
Beta against DOW=1.26
σ
Overall volatility
=6.90
Ir
Information ratio =0.05

Facebook Alerts and 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: Exercise or conversion by Athwal Jas of 2505 shares of Facebook subject to Rule 16b-3

FacebookPrice Density Drivers

Shares Percent Shares Out0.88%
Short Percent Of Float1.05%
Float Shares2.38B
Shares Short Prior Month24.83M
Average Daily Volume Last 10 Day10.34M
Average Daily Volume In Three Month13.89M
Date Short InterestSeptember 30, 2019
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