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 :
- stock symbol: NASDAQ:FB
- company name: Facebook Inc – Class A
- FIGI (Financial Instrument Global Identifier): BBG000MM2P62
- CIK (Central Index Key): 1326801.0
- region code ISO 3166-1 alpha-2 : US
- trading exchange: Nasdaq Nms Global Market
- region exchange MIC (Market Identifier Code): XNAS
- trading currency ISO 4217 code: USD
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