Facebook Jensen Alpha

Facebook Inc -- USA Stock  

USD 184.19  0.90  0.49%

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Facebook Inc has current Jensen Alpha of 0.1421. Jensen alpha is a measure of the returns that are attributable to the managers ability to select security and time the market. In other words it is the returns remaining after deducting what would have been attributable to beta returns (which do not require skill) and the risk free rate.
Jensen Alpha 
ER[a] - RFR * (1-BETA) 
BETA * ER[b]) 
ER[a] =   Expected return on investing in Facebook
ER[b] =   Expected return on market index or selected benchmark
BETA =   Beta coefficient between Facebook and the market
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Jensen Alpha Comparison

Facebook Inc is rated # 3 in jensen alpha category among related companies. It is rated # 5 in maximum drawdown category among related companies reporting about  30.11  of Maximum Drawdown per Jensen Alpha. The ratio of Maximum Drawdown to Jensen Alpha for Facebook Inc is roughly  30.11 
Jensen alpha is the difference between the return of the portfolio, and what the portfolio should theoretically have earned. Any portfolio can be expected to earn the risk free rate (RF), plus the market risk premium (which is given by [Beta x (Market Portfolio Return - Risk Free Rate)]. Anything remaining over and above is alpha.
Compare Facebook to competition
Facebook, Inc. provides various products to connect and share through mobile devices, personal computers, and other surfaces worldwide. Facebook, Inc. was founded in 2004 and is headquartered in Menlo Park, California. Facebook operates under Internet Information Providers classification in USA and traded on NASDAQ exchange. It employs 25105 people. more
NameFacebook Inc
Founder, Chairman and CEOMark ZuckerbergView All
Thematic Classifications
Analyst Consensus
Piotroski F Score
Macroaxis Advice
InstrumentUSA Stock View All
RegionNorth America
CIK Number01326801.0
CurrencyUSD - US Dollar