Facebook Total Risk Alpha

Facebook Inc -- USA Stock  

USD 179.59  0.59  0.33%

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Facebook Inc has current Total Risk Alpha of 0.0189. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Facebook 
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0189
ER[a] =   Expected return on investing in Facebook
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Facebook
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Facebook Inc is rated # 5 in total risk alpha category among related companies. It is rated # 3 in maximum drawdown category among related companies reporting about  333.15  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Facebook Inc is roughly  333.15 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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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