Facebook Risk Analysis And Volatility

Our philosophy in predicting volatility of a stock is to use all available market data together with stock 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%.
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Horizon     30 Days    Login   to change

Facebook Technical Analysis

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Facebook Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Facebook has beta of 0.0 suggesting the returns on DOW and Facebook do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Allowing for the 30-days total investment horizon, the coefficient of variation of Facebook is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Facebook is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Facebook Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Facebook Investment Opportunity

DOW has a standard deviation of returns of 43.2 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.

Facebook Current Risk Indicators

Facebook Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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