Meta Platforms Stock Market Value

FB -  USA Stock  

USD 196.23  2.69  1.39%

Meta Platforms' market value is the price at which a share of Meta Platforms stock trades on a public exchange. It measures the collective expectations of Meta Platforms investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Meta Platforms and determine expected loss or profit from investing in Meta Platforms over a given investment horizon. Please check Meta Platforms Hype Analysis, Meta Platforms Correlation, Meta Platforms Valuation, Meta Platforms Volatility, as well as analyze Meta Platforms Alpha and Beta and Meta Platforms Performance.
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Is Meta Platforms' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Meta Platforms. If investors know Meta Platforms will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Meta Platforms listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Meta Platforms is measured differently than its book value, which is the value of Meta Platforms that is recorded on the company's balance sheet. Investors also form their own opinion of Meta Platforms' value that differs from its market value or its book value, called intrinsic value, which is Meta Platforms' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Meta Platforms' market value can be influenced by many factors that don't directly affect Meta Platforms' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Meta Platforms' value and its price as these two are different measures arrived at by different means. Investors typically determine Meta Platforms value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Meta Platforms' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Meta Platforms 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Meta Platforms' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Meta Platforms.
0.00
02/22/2022
No Change 0.00  0.0 
In 3 months and 1 day
05/23/2022
0.00
If you would invest  0.00  in Meta Platforms on February 22, 2022 and sell it all today you would earn a total of 0.00 from holding Meta Platforms or generate 0.0% return on investment in Meta Platforms over 90 days. Meta Platforms is related to or competes with Youdao Inc, Decisionpoint Systems, Spark Networks, Mediaalpha Inc, Match, Genius Sports, and 36Kr Holdings. Meta Platforms, Inc. develops products that enable people to connect and share with friends and family through mobile de...

Meta Platforms Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Meta Platforms' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Meta Platforms upside and downside potential and time the market with a certain degree of confidence.

Meta Platforms Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Meta Platforms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meta Platforms' standard deviation. In reality, there are many statistical measures that can use Meta Platforms historical prices to predict the future Meta Platforms' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Meta Platforms' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Meta Platforms in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
189.77193.57197.37
Details
Intrinsic
Valuation
LowReal ValueHigh
174.19229.81233.61
Details
28 Analysts
Consensus
LowTarget PriceHigh
300.00390.86460.00
Details
Earnings
Estimates (12)
LowProjected EPSHigh
13.6413.9114.32
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Meta Platforms. Your research has to be compared to or analyzed against Meta Platforms' peers to derive any actionable benefits. When done correctly, Meta Platforms' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Meta Platforms.

Meta Platforms Backtested Returns

We consider Meta Platforms very steady. Meta Platforms has Sharpe Ratio of 0.0063, which conveys that the firm had 0.0063% of return per unit of risk over the last 3 months. Our standpoint towards estimating the 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-seven technical indicators for Meta Platforms, which you can use to evaluate the future volatility of the firm. Please verify Meta Platforms mean deviation of 2.76, and Risk Adjusted Performance of (0.029112) to check out if the risk estimate we provide is consistent with the expected return of 0.0239%.
The company secures a Beta (Market Risk) of 1.978, which conveys a somewhat significant risk relative to the market. Let's try to break down what Meta Platforms's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Meta Platforms will likely underperform. Although it is extremely important to respect Meta Platforms price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Meta Platforms technical indicators, you can presently evaluate if the expected return of 0.0239% will be sustainable into the future. Meta Platforms right now secures a risk of 3.8%. Please verify Meta Platforms potential upside, skewness, and the relationship between the maximum drawdown and semi variance to decide if Meta Platforms will be following its current price movements.

Auto-correlation

    
  -0.07  

Very weak reverse predictability

Meta Platforms has very weak reverse predictability. Overlapping area represents the amount of predictability between Meta Platforms time series from 22nd of February 2022 to 8th of April 2022 and 8th of April 2022 to 23rd of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Meta Platforms price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Meta Platforms price fluctuation can be explain by its past prices.
Correlation Coefficient-0.07
Spearman Rank Test-0.51
Residual Average0.0
Price Variance145.04

Meta Platforms lagged returns against current returns

Autocorrelation, which is Meta Platforms stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Meta Platforms' stock expected returns. We can calculate the autocorrelation of Meta Platforms returns to help us make a trade decision. For example, suppose you find that Meta Platforms stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Meta Platforms regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Meta Platforms stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meta Platforms stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meta Platforms stock over time.
 Current vs Lagged Prices 
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      Timeline 

Meta Platforms Lagged Returns

When evaluating Meta Platforms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meta Platforms stock have on its future price. Meta Platforms autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Meta Platforms autocorrelation shows the relationship between Meta Platforms stock current value and its past values and can show if there is a momentum factor associated with investing in Meta Platforms.
 Regressed Prices 
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      Timeline 

Meta Platforms Investors Sentiment

The influence of Meta Platforms' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Meta Platforms. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Meta Platforms Implied Volatility

    
  50.59  
Meta Platforms' implied volatility exposes the market's sentiment of Meta Platforms stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Meta Platforms' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Meta Platforms stock will not fluctuate a lot when Meta Platforms' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Meta Platforms in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Meta Platforms' short interest history, or implied volatility extrapolated from Meta Platforms options trading.

Current Sentiment - FB

Meta Platforms Investor Sentiment

Nearly all of Macroaxis users are currently bullish on Meta Platforms. What is your trading attitude regarding investing in Meta Platforms? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check Meta Platforms Hype Analysis, Meta Platforms Correlation, Meta Platforms Valuation, Meta Platforms Volatility, as well as analyze Meta Platforms Alpha and Beta and Meta Platforms Performance. Note that the Meta Platforms information on this page should be used as a complementary analysis to other Meta Platforms' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

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When running Meta Platforms price analysis, check to measure Meta Platforms' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Meta Platforms is operating at the current time. Most of Meta Platforms' value examination focuses on studying past and present price action to predict the probability of Meta Platforms' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Meta Platforms' price. Additionally, you may evaluate how the addition of Meta Platforms to your portfolios can decrease your overall portfolio volatility.
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Meta Platforms technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Meta Platforms technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Meta Platforms trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...