Facebook Volatility

<div class='circular--portrait' style='background:#FF01C9;color: #FFF8DC;font-size:4em;padding-top: 25px;;'>FA</div>
FB -- USA Stock  

Buyout Trend

Macroaxis considers Facebook very steady given 3 months investment horizon. Facebook secures Sharpe Ratio (or Efficiency) of 0.094, which denotes the organization had 0.094% of return per unit of standard deviation over the last 3 months. Our philosophy in predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Facebook, which you can use to evaluate future volatility of the firm. Please utilize Facebook Downside Deviation of 4.63, Mean Deviation of 3.18 and Semi Deviation of 4.52 to check if our risk estimates are consistent with your expectations.

Search Volatility

 
Refresh
Facebook Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Facebook daily returns, and it is calculated using variance and standard deviation. We also use Facebook's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Facebook volatility.

  Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Almost neglects market trends

Facebook Market Sensitivity

As returns on market increase, returns on owning Facebook are expected to decrease at a much smaller rate. During bear market, Facebook is likely to outperform the market.
3 Months Beta |Analyze Facebook Demand Trend
Check current 30 days Facebook correlation with market (DOW)
β = -0.4502

Facebook Central Daily Price Deviation

Facebook Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Facebook high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Facebook closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Facebook Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Facebook has beta of -0.4502 suggesting as returns on benchmark increase, returns on holding Facebook are expected to decrease at a much smaller rate. During bear market, however, Facebook is likely to outperform the market. Moreover, The company has an alpha of 0.1801 implying that it can potentially generate 0.1801% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Facebook is 1064.05. The daily returns are destributed with a variance of 18.01 and standard deviation of 4.24. The mean deviation of Facebook is currently at 3.09. For similar time horizon, the selected benchmark (DOW) has volatility of 4.1
α
Alpha over DOW
=0.18
β
Beta against DOW=-0.45
σ
Overall volatility
=4.24
Ir
Information ratio =0.07

Facebook Return Volatility

the company accepts 4.2441% volatility on return distribution over the 30 days horizon. the entity inherits 4.0968% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Facebook Volatility

Volatility is a rate at which the price of Facebook or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Facebook may increase or decrease. In other words, similar to Facebook's beta indicator, it measures the risk of Facebook and helps estimate the fluctuations that may happen in a short period of time. So if prices of Facebook fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

Facebook Investment Opportunity

Facebook has a volatility of 4.24 and is 1.03 times more volatile than DOW. 37  of all equities and portfolios are less risky than Facebook. Compared to the overall equity markets, volatility of historical daily returns of Facebook is lower than 37 () of all global equities and portfolios over the last 30 days. Use Facebook to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Facebook to be traded at $258.4 in 30 days. . As returns on market increase, returns on owning Facebook are expected to decrease at a much smaller rate. During bear market, Facebook is likely to outperform the market.

Facebook correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Facebook Inc and equity matching DJI index in the same portfolio.

Facebook Current Risk Indicators

Facebook Suggested Diversification Pairs

Please check Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Company logos by clearbit
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page