Facebook Jensen Alpha

Facebook Inc -- USA Stock  

USD 182.78  1.91  1.06%

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Facebook Inc has current Jensen Alpha of 0.2807. Jensen alpha is a measure of the returns that are attributable to the managers ability to select security and time the market. In other words it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk free rate.
Facebook 
Jensen Alpha 
 = 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
 = 
0.2807
ER[a] =   Expected return on investing in Facebook
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Facebook and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Facebook Inc is rated # 4 in jensen alpha category among related companies. It is rated # 3 in maximum drawdown category among related companies reporting about  22.43  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Facebook Inc is roughly  22.43 
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.
Compare Facebook to competition
Facebook, Inc. operates as a mobile application and Website that enables people to connect, share, discover, and communicate each other on mobile devices and personal computers worldwide. more
NameFacebook Inc
Analyst Consensus
Piotroski F Score
Macroaxis Advice
InstrumentUSA Stock Stocks Directory
RegionNorth America
ExchangeNASDAQ
CIK Number01326801.0
ISINUS30303M1027
CUSIP30303M102
CurrencyUSD - US Dollar