Facebook Total Risk Alpha

Facebook Inc -- USA Stock  

USD 168.15  4.41  2.56%

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Facebook Inc has current Total Risk Alpha of 0.19. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha 
RFR + (ER[b] - ER[a]) 
STD[a] / STD[b] 
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 Inc is rated below average in total risk alpha category among related companies. It is rated # 2 in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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