Facebook Coefficient Of Variation vs. Jensen Alpha 
FB  USA Stock  USD 182.79 1.92 1.06% 
Facebook 
 =  664.27 
ER  =  Expected return on investing in Facebook 
STD  =  Standard Deviation of returns on Facebook 
Coefficient Of Variation Comparison
Facebook is rated below average in coefficient of variation category among related companies. It is rated # 3 in jensen alpha category among related companies fabricating about 0.0003 of Jensen Alpha per Coefficient Of Variation. The ratio of Coefficient Of Variation to Jensen Alpha for Facebook is roughly 2,967
CV is the measure of price and return dispersion sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the nonzero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as percentage, in which case the CV is multiplied by 100.Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices and the more riskier is the asset.Coefficient Of Variation  ...

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Risk Adjusted Performance  0.1049  
Market Risk Adjusted Performance  0.4306  
Mean Deviation  1.1  
Semi Deviation  0.9209  
Downside Deviation  1.09  
Coefficient Of Variation  664.27  
Standard Deviation  1.52  
Variance  2.32  
Information Ratio  0.1498  
Jensen Alpha  0.2239  
Total Risk Alpha  0.2399  
Sortino Ratio  0.21  
Treynor Ratio  0.4206  
Maximum Drawdown  8.65  
Value At Risk  (2.12)  
Potential Upside  3.07  
Downside Variance  1.18  
Semi Variance  0.848  
Expected Short fall  (1.49)  
Skewness  1.16  
Kurtosis  3.51 
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