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Facebook Stock Performance

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FB -- USA Stock  

Fiscal Quarter End: March 31, 2020  

The firm shows Beta (market volatility) of 0.4093, which denotes to the fact that as returns on market increase, Facebook returns are expected to increase less than the market. However during bear market, the loss on holding Facebook will be expected to be smaller as well. Even though it is essential to pay attention to Facebook historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Facebook exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Facebook has an expected return of -0.0451%. Please be advised to confirm Facebook Jensen Alpha, Maximum Drawdown and the relationship between Coefficient Of Variation and Sortino Ratio to decide if Facebook stock performance from the past will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Facebook has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Facebook is not utilizing all of its potentials. The late stock price disturbance, may contribute to short term losses for the investors.
Quick Ratio4.28
Fifty Two Week Low159.28
Target High Price300.00
Fifty Two Week High224.20
Target Low Price178.00

Facebook Relative Risk vs. Return Landscape

If you would invest  20,164  in Facebook on January 28, 2020 and sell it today you would lose (727.00)  from holding Facebook or give up 3.61% of portfolio value over 30 days. Facebook is generating negative expected returns and assumes 1.6276% volatility on return distribution over the 30 days horizon. Put differently, 14% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
    
  Risk (%) 
Allowing for the 30-days total investment horizon, Facebook is expected to generate 1.62 times more return on investment than the market. However, the company is 1.62 times more volatile than its market benchmark. It trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Facebook Market Risk Analysis

Sharpe Ratio = -0.0277
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Facebook Stock Performance Indicators

Estimated Market Risk
 1.63
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.05
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.03
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 0 %
of total potential
 
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Based on monthly moving average Facebook is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Facebook by adding it to a well-diversified portfolio.

Facebook Alerts

Equity Alerts and Improvement Suggestions

Facebook generates negative expected return over the last 30 days
Over 80.0% of the company shares are owned by institutional investors
Latest headline from www.coinspeaker.com: Exercise or conversion by Michael Schroepfer of 26847 shares of Facebook subject to Rule 16b-3
Please check Investing Opportunities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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