NASDAQ:FB Facebook Inc – Class A stock

NASDAQ:FB – Facebook Inc – Class A data analysis summary on 19-01-2022:

  • Last closing quote is 319.59 USD
  • Last daily return is 0.45% (1.44 USD in absolute)
  • Last year return is 22.40%
  • Last year historical 1% Value at Risk is -4.20%

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 -1.80% -5.15%* 22.40% 44.32%
15 days moving average returns 1.68% -4.71% 26.16% 53.21%
45 days moving average returns 0.37% -1.18% 22.36% 61.36%

Notes :

  • Reading example: NASDAQ:FB stock closing price has decreased of 5.15%* 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% -4.20% -6.11%
5% -3.44%(a) -3.89%
10% -2.23% -2.51%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.11%(b) 0.10%
Volatility
(standard deviation)
1.86%(c) 2.45%
Value at Risk 1% -4.21% -5.59%
5% -2.94%(d) -3.92%
10% -2.27% -3.03%

Notes:

  • Reading example: Using historical NASDAQ:FB stock data closing price daily returns over last year, the 5% worst returns are less than -3.44%(a). Also, if we assume that historical NASDAQ:FB stock returns price over last year follows a normal distribution of mean 0.11%(b) and standard deviation 1.86%(c), the 5% worst returns are less than -2.94%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud