Facebook Stock Market Value

FB -  USA Stock  

USD 364.72  8.34  2.24%

Facebook's market value is the price at which a share of Facebook stock trades on a public exchange. It measures the collective expectations of Facebook investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Facebook and determine expected loss or profit from investing in Facebook over a given investment horizon. Please check Facebook Hype Analysis, Facebook Correlation, Facebook Valuation, Facebook Volatility, as well as analyze Facebook Alpha and Beta and Facebook Performance.
Symbol
Backtest


The market value of Facebook is measured differently than its book value, which is the value of Facebook that is recorded on the company's balance sheet. Investors also form their own opinion of Facebook's value that differs from its market value or its book value, called intrinsic value, which is Facebook's 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 Facebook's market value can be influenced by many factors that don't directly affect Facebook underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Facebook's value and its price as these two are different measures arrived at by different means. Investors typically determine Facebook value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Facebook's 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.

Facebook '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 Facebook's 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 Facebook.
0.00
07/22/2021
No Change 0.00  0.0 
In 2 months and 1 day
09/20/2021
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If you would invest  0.00  in Facebook on July 22, 2021 and sell it all today you would earn a total of 0.00 from holding Facebook or generate 0.0% return on investment in Facebook over 60 days. Facebook is related to or competes with Phoenix New, Spark Networks, Iqiyi Inc, Youdao Inc, and Chindata Group. Facebook, Inc. develops products that enable people to connect and share with friends and family through mobile devices,...

Facebook 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 Facebook's 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 Facebook upside and downside potential and time the market with a certain degree of confidence.

Facebook Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Facebook's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Facebook's standard deviation. In reality, there are many statistical measures that can use Facebook historical prices to predict the future Facebook's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Facebook's 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 Facebook in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
328.25366.30367.76
Details
Intrinsic
Valuation
LowReal ValueHigh
328.25397.70399.16
Details
Naive
Forecast
LowNext ValueHigh
357.08358.54360.00
Details
27 Analysts
Consensus
LowTarget PriceHigh
270.00396.61460.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Facebook. Your research has to be compared to or analyzed against Facebook's peers to derive any actionable benefits. When done correctly, Facebook's 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 Facebook.

Facebook Backtested Returns

We consider Facebook very steady. Facebook secures Sharpe Ratio (or Efficiency) of 0.0864, which denotes the company had 0.0864% of return per unit of standard deviation over the last 3 months. Our philosophy in predicting 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-one technical indicators for Facebook, which you can use to evaluate the future volatility of the firm. Please confirm Facebook Semi Deviation of 1.11, mean deviation of 1.12, and Downside Deviation of 1.31 to check if the risk estimate we provide is consistent with the expected return of 0.13%.
Facebook has performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.5827, which means possible diversification benefits within a given portfolio. Let's try to break down what Facebook's beta means in this case. As returns on the market increase, Facebook returns are expected to increase less than the market. However, during the bear market, the loss on holding Facebook will be expected to be smaller as well. Although it is extremely important to respect Facebook historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting 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 reviewing Facebook technical indicators, you can presently evaluate if the expected return of 0.13% will be sustainable into the future. Facebook right now shows a risk of 1.46%. Please confirm Facebook variance, maximum drawdown, and the relationship between the coefficient of variation and jensen alpha to decide if Facebook will be following its price patterns.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.22)   

Weak reverse predictability

Facebook has weak reverse predictability. Overlapping area represents the amount of predictability between Facebook time series from 22nd of July 2021 to 21st of August 2021 and 21st of August 2021 to 20th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Facebook price movement. The serial correlation of -0.22 indicates that over 22.0% of current Facebook price fluctuation can be explain by its past prices. Given that Facebook has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Facebook for similar time interval.
Correlation Coefficient-0.22
Spearman Rank Test0.17
Residual Average0.0
Price Variance36.19

Facebook lagged returns against current returns

Autocorrelation, which is Facebook 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 Facebook's stock expected returns. We can calculate the autocorrelation of Facebook returns to help us make a trade decision. For example, suppose you find that Facebook 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 

Facebook 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 Facebook stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Facebook stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Facebook stock over time.
 Current vs Lagged Prices 
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      Timeline 

Facebook Lagged Returns

When evaluating Facebook's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Facebook stock have on its future price. Facebook 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, Facebook autocorrelation shows the relationship between Facebook stock current value and its past values and can show if there is a momentum factor associated with investing in Facebook.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Facebook without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Facebook Hype Analysis, Facebook Correlation, Facebook Valuation, Facebook Volatility, as well as analyze Facebook Alpha and Beta and Facebook Performance. Note that the Facebook information on this page should be used as a complementary analysis to other Facebook's 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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for Facebook Stock analysis

When running Facebook price analysis, check to measure Facebook's 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 Facebook is operating at the current time. Most of Facebook's value examination focuses on studying past and present price action to predict the probability of Facebook's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Facebook's price. Additionally, you may evaluate how the addition of Facebook to your portfolios can decrease your overall portfolio volatility.
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Facebook 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 Facebook technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Facebook 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...