We consider Facebook not too risky. Facebook Inc secures Sharpe Ratio (or Efficiency) of 0.1956 which denotes Facebook Inc had 0.1956% 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-seven technical indicators for Facebook Inc which you can use to evaluate future volatility of the firm. Please confirm Facebook Inc Downside Deviation of 0.353, Mean Deviation of 0.4526 and Coefficient Of Variation of 433.56 to check if risk estimate we provide are consistent with the epected return of 0.1137%.
|Investment Horizon||30 Days Login to change|
Facebook Market Sensitivity
|As returns on market increase, Facebook returns are expected to increase less than the market. However during bear market, the loss on holding Facebook will be expected to be smaller as well.One Month Beta |Analyze Facebook Inc Demand TrendCheck current 30 days Facebook correlation with market (NYSE)|
β = 0.7381