Facebook Alpha and Beta Analysis

FB -- USA Stock  

  Trading Volume Increase

This module allows you to check different measures of market premium for Facebook as well as systematic risk associated with investing in Facebook over a specified time horizon. Additionally see Facebook Backtesting, Facebook Valuation, Facebook Correlation, Facebook Hype Analysis, Facebook Volatility, Facebook History and analyze Facebook Performance.
Enterprise Value
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Facebook Market Premiums

α0.04   β1.15
30 days against DJI

Facebook expected buy-and-hold returns

Facebook Market Price Analysis

Facebook Return and Market Media

The median price of Facebook for the period between Sun, Aug 18, 2019 and Sat, Nov 16, 2019 is 186.38 with a coefficient of variation of 2.73. The daily time series for the period is distributed with a sample standard deviation of 5.07, arithmetic mean of 185.92, and mean deviation of 4.2. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Jan Koum of 204534 shares of Facebook08/30/2019
2
Facebook exotic insider transaction detected09/03/2019
3
Facebook exotic insider transaction detected09/04/2019
4
Sale by Michael Schroepfer of 31423 shares of Facebook09/05/2019
5
Sale by Mark Zuckerberg of 150 shares of Facebook09/06/2019
6
Sale by David Fischer of 11608 shares of Facebook09/09/2019
7
Sale by Mark Zuckerberg of 8618 shares of Facebook09/10/2019
8
Sale by Mark Zuckerberg of 22238 shares of Facebook09/11/2019
9
Sale by Mark Zuckerberg of 570 shares of Facebook09/12/2019
10
Sale by Mark Zuckerberg of 273 shares of Facebook09/13/2019
11
Facebook exotic insider transaction detected09/16/2019
12
Sale by Mark Zuckerberg of tradable shares of Facebook09/17/2019
13
Sale by Athwal Jas of 1646 shares of Facebook09/18/2019
14
Sale by Jan Koum of 731684 shares of Facebook09/19/2019
15
Conversion by David Fischer of 56401 shares of Facebook09/20/2019
16
Sale by Mark Zuckerberg of 942 shares of Facebook09/24/2019
17
Sale by Mark Zuckerberg of 1043 shares of Facebook09/25/2019
18
Conversion by Sheryl Sandberg of 55000 shares of Facebook09/27/2019
19
Facebook exotic insider transaction detected09/30/2019
20
Exercise or conversion by Sheryl Sandberg of 43193 shares of...10/02/2019
21
Sale by Sheryl Sandberg of 16821 shares of Facebook10/03/2019
22
Facebook exotic insider transaction detected10/07/2019
23
Sale by Mark Zuckerberg of 109 shares of Facebook10/08/2019
24
Exercise or conversion by Sheryl Sandberg of 74940 shares of...10/09/2019
25
Facebook exotic insider transaction detected10/10/2019
26
Sale by Mark Zuckerberg of 145 shares of Facebook10/11/2019
27
Sale by Mark Zuckerberg of 56981 shares of Facebook10/14/2019
28
Facebook exotic insider transaction detected10/15/2019
29
Facebook exotic insider transaction detected10/16/2019
30
Exercise or conversion by Sheryl Sandberg of 74940 shares of...10/17/2019
31
Sale by Mark Zuckerberg of 2066 shares of Facebook10/18/2019
32
Sale by Mark Zuckerberg of 200 shares of Facebook10/21/2019
33
Sale by Mark Zuckerberg of 450 shares of Facebook10/22/2019
34
Sale by Mark Zuckerberg of 46114 shares of Facebook10/23/2019
35
Sale by Mark Zuckerberg of 178 shares of Facebook10/24/2019
36
Conversion by Sheryl Sandberg of 55000 shares of Facebook10/25/2019
37
Facebook exotic insider transaction detected10/28/2019
38
Sale by Mark Zuckerberg of 280 shares of Facebook10/29/2019
39
Facebook exotic insider transaction detected10/30/2019
40
Conversion by Christopher Cox of 59952 shares of Facebook10/31/2019
41
Sale by Mark Zuckerberg of 100 shares of Facebook11/01/2019
42
Sale by David Fischer of 5562 shares of Facebook11/04/2019
43
Sale by Mark Zuckerberg of 10005 shares of Facebook11/05/2019
44
Sale by Sheryl Sandberg of 185 shares of Facebook11/06/2019
45
Sale by Mark Zuckerberg of 220 shares of Facebook11/07/2019
46
Technology Sector Update for 11112019 SPWR,CARB,ACMR - Nasda...11/11/2019
47
Facebook exotic insider transaction detected11/12/2019
48
Conversion by Athwal Jas of 7601 shares of Facebook11/14/2019

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