Facebook Sortino Ratio

Facebook Inc -- USA Stock  

USD 168.15  4.41  2.56%

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Facebook Inc has current Sortino Ratio of 0.0. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio 
ER[a] - ER[b] 
ER[a] =   Expected return on investing in Facebook
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Facebook Inc is rated below average in sortino ratio category among related companies. It is rated # 2 in maximum drawdown category among related companies .
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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. 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