Macroaxis considers Facebook not too risky given 1 month investment horizon. Facebook Inc secures Sharpe Ratio (or Efficiency) of 0.3457 which denotes Facebook Inc had 0.3457% 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-six technical indicators for Facebook Inc which you can use to evaluate future volatility of the firm. Please utilize Facebook Inc Semi Deviation of 0.3683, Mean Deviation of 0.8548 and Downside Deviation of 0.7128 to check if our risk estimates are consistent with your expectations.
|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 = 0.835