We consider Facebook not too risky. Facebook Inc secures Sharpe Ratio (or Efficiency) of 0.1308 which denotes Facebook Inc had 0.1308% of return per unit of standard deviation over the last 1 month. Our philosophy in predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Facebook Inc which you can use to evaluate future volatility of the firm. Please confirm Facebook Inc Semi Deviation of 0.4585, Mean Deviation of 0.6525 and Downside Deviation of 0.7087 to check if risk estimate we provide are consistent with the epected return of 0.1201%.
|Investment Horizon||30 Days Login to change|
Facebook Market Sensitivity
|Facebook returns are very sensitive to returns on the market. As market goes up or down, Facebook is expected to follow.One Month Beta |Analyze Facebook Inc Demand TrendCheck current 30 days Facebook correlation with market (NYSE)|
β = 0.9757