Facebook Total Risk Alpha

    Facebook -- USA Stock  

    USD 159.69  5.74  3.47%

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    Facebook has current Total Risk Alpha of 0.0. 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] 
     = 
    0.0
    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 is rated below average in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies .
    The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.

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