Facebook Performance

FB -- USA Stock  

USD 160.30  0.15  0.09%

Macroaxis gives Facebook performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.7001 which denotes to the fact that as returns on market increase, returns on owning Facebook are expected to decrease at a much smaller rate. During bear market, Facebook is likely to outperform the market.. 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 expected return of -0.3329%. Please be advised to confirm Facebook Jensen Alpha, Maximum Drawdown and the relationship between Coefficient Of Variation and Sortino Ratio to decide if Facebook past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

Facebook Relative Risk vs. Return Landscape

If you would invest  17,250  in Facebook on August 20, 2018 and sell it today you would lose (1,205)  from holding Facebook or give up 6.99% of portfolio value over 30 days. Facebook is generating negative expected returns and assumes 1.5396% 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 under-perform the market. In addition to that, the company is 3.96 times more volatile than its market benchmark. It trades about -0.22 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Facebook Market Risk Analysis

Sharpe Ratio = -0.2162
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Facebook Relative Performance Indicators

Estimated Market Risk
 1.54
  actual daily
 
 86 %
of total potential
  
Expected Return
 -0.33
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.22
  actual daily
 
 1 %
of total potential
  
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 Performance Rating

Facebook Risk Adjusted Performance Analysis

0 

Risk-Adjusted Performance

Over the last 30 days Facebook has generated negative risk-adjusted returns adding no value to investors with long positions.

Facebook Alerts

Equity Alerts and Improvement Suggestions

Facebook generates negative expected return over the last 30 days
About 75.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Facebook exotic insider transaction detected

Facebook Performance Indicators

Facebook Basic Price Performance Measures

Quick Ratio10.26
Fifty Two Week Low149.02
Target High Price402.00
Payout Ratio0.00%
Fifty Two Week High218.62
Target Low Price140.00
Additionally see Investing Opportunities. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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