Facebook Risk Analysis And Volatility Evaluation

Our philosophy in predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Facebook which you can use to evaluate future volatility of the firm. Please confirm Facebook to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Facebook Technical Analysis

Transformation
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Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Facebook has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Facebook are completely uncorrelated. Furthermore, FacebookIt does not look like Facebook alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Facebook accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.4387% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Facebook Investment Opportunity
DOW has a standard deviation of returns of 1.44 and is 9.223372036854776E16 times more volatile than Facebook. 0% of all equities and portfolios are less risky than Facebook. Compared to the overall equity markets, volatility of historical daily returns of Facebook is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Facebook Total Debt History

Total Debt

Volatility Indicators

Facebook Current Risk Indicators
Additionally see Investing Opportunities. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.