NASDAQ:FB Facebook Inc – Class A stock

NASDAQ:FB – Facebook Inc – Class A data analysis summary on 09-09-2021:

  • Last closing quote is 378.00 USD
  • Last daily return is 0.11% (0.43 USD in absolute)
  • Last year return is 38.10%
  • Last year historical 1% Value at Risk is -4.53%

NASDAQ:FB – Facebook Inc – Class A informations :

NASDAQ:FB – Facebook Inc – Class A refers to :

NASDAQ:FB stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 4.53% 42.24%* 38.10% 100.25%
15 days moving average returns 3.21% 42.32% 31.08% 101.84%
45 days moving average returns 3.72% 36.62% 39.07% 89.24%

Notes :

  • Reading example: NASDAQ:FB stock closing price has increased of 42.24%* over the last 6 months
  • Returns are not annualized

NASDAQ:FB stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.53% -6.11%
5% -2.86%(a) -3.49%
10% -2.19% -2.33%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.15%(b) 0.17%
Volatility
(standard deviation)
1.98%(c) 2.36%
Value at Risk 1% -4.45% -5.31%
5% -3.10%(d) -3.71%
10% -2.38% -2.85%

Notes:

  • Reading example: Using historical NASDAQ:FB stock data closing price daily returns over last year, the 5% worst returns are less than -2.86%(a). Also, if we assume that historical NASDAQ:FB stock returns price over last year follows a normal distribution of mean 0.15%(b) and standard deviation 1.98%(c), the 5% worst returns are less than -3.10%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud