|Facebook Inc -- USA Stock|| |
USD 183.86 1.23 0.66%
On a scale of 0 to 100 Facebook holds performance score of 10. The firm shows Beta (market volatility) of 0.219 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.. Although it is extremely important to respect Facebook Inc
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 Inc technical indicators
you can presently evaluate if the expected return of 0.2113% will be sustainable into the future. Please utilizes Facebook Inc Variance
, Maximum Drawdown
and the relationship
between Coefficient Of Variation
and Jensen Alpha
to make a quick decision on weather Facebook price patterns
Facebook Inc Relative Risk vs. Return Landscape
If you would invest 17,736
in Facebook Inc on February 16, 2018
and sell it today you would earn a total of 773.00
from holding Facebook Inc or generate 4.36%
return on investment over 30
days. Facebook Inc is generating 0.2113% of daily returns and assumes 1.2912% volatility on return distribution over the 30 days horizon. Put differently, 11% of equity instruments are less risky than the company on the bases of their historical return distribution and some 96% of equities are expected to be superior in generating returns on investments over the next 30 days.
Daily Expected Return (%)
Allowing for the 30-days total investment horizon, Facebook Inc is expected to generate 1.35 times more return on investment than the market. However, the company is 1.35 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.
Based on recorded statements Facebook Inc has Operating Margin of 49.7%. This is 279.03% lower than that of the Technology sector, and 214.25% lower than that of Internet Information Providers
industry, The Operating Margin for all stocks is 555.55% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.
Facebook Daily Price Distribution
The median price of Facebook for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 181.46 with a coefficient of variation of 1.73. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 180.98, and mean deviation of 2.72. The Stock did not receive any noticable media coverage during the period.