Facebook Total Risk Alpha

FB -- USA Stock  

USD 137.42  2.21  1.58%

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Facebook has current Total Risk Alpha of 0.0062. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Facebook 
Total Risk Alpha 
 = 
RFR + (ER[b] - ER[a]) 
x  
STD[a] / STD[b] 
 = 
0.0062
ER[a] =   Expected return on investing in Facebook
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Facebook
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Facebook is rated below average in total risk alpha category among related companies. It is rated below average in maximum drawdown category among related companies reporting about  1,537  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Facebook is roughly  1,537 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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