Facebook Information Ratio 
FB  USA Stock  USD 203.91 0.96 0.47% 
Symbol 
Facebook 
 =  0.0701 
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 
Information Ratio Comparison
Facebook is rated # 3 in information ratio category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 150.80 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for Facebook is roughly 150.80
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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Facebook Technical Signals
All Facebook Technical Indicators
Cycle Indicators  
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Pattern Recognition  
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Statistic Functions  
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Volume Indicators 
Risk Adjusted Performance  0.1074  
Market Risk Adjusted Performance  0.2545  
Mean Deviation  1.32  
Semi Deviation  1.97  
Downside Deviation  2.36  
Coefficient Of Variation  649.59  
Standard Deviation  1.9  
Variance  3.61  
Information Ratio  0.0701  
Jensen Alpha  0.11  
Total Risk Alpha  (0.15)  
Sortino Ratio  0.0564  
Treynor Ratio  0.2445  
Maximum Drawdown  10.57  
Value At Risk  (2.40)  
Potential Upside  2.98  
Downside Variance  5.59  
Semi Variance  3.89  
Expected Short fall  (1.40)  
Skewness  (1.50)  
Kurtosis  5.68 
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