Meta Platforms Stock Alpha and Beta Analysis
| META Stock | USD 676.49 2.16 0.32% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Meta Platforms. It also helps investors analyze the systematic and unsystematic risks associated with investing in Meta Platforms over a specified time horizon. Remember, high Meta Platforms' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Meta Platforms' market risk premium analysis include:
Beta 0.39 | Alpha 0.25 | Risk 1.75 | Sharpe Ratio 0.18 | Expected Return 0.32 |
Meta Platforms Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Meta |
Meta Platforms Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Meta Platforms market risk premium is the additional return an investor will receive from holding Meta Platforms long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Meta Platforms. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Meta Platforms' performance over market.| α | 0.25 | β | 0.39 |
Meta Platforms expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Meta Platforms' Buy-and-hold return. Our buy-and-hold chart shows how Meta Platforms performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Meta Platforms Market Price Analysis
Market price analysis indicators help investors to evaluate how Meta Platforms stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Meta Platforms shares will generate the highest return on investment. By understating and applying Meta Platforms stock market price indicators, traders can identify Meta Platforms position entry and exit signals to maximize returns.
Meta Platforms Return and Market Media
The median price of Meta Platforms for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 597.19 with a coefficient of variation of 4.71. The daily time series for the period is distributed with a sample standard deviation of 28.15, arithmetic mean of 598.06, and mean deviation of 22.77. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Meta Platforms dividend paid on 27th of December 2024 | 12/27/2024 |
1 | Should You Buy 1 Share of Each Magnificent Seven Stock | 12/31/2024 |
2 | Acquisition by Mark Zuckerberg of 22946 shares of Meta Platforms subject to Rule 16b-3 | 01/07/2025 |
3 | Daily Open Tech rout in markets continues | 01/14/2025 |
4 | Disposition of 1295 shares by Mark Zuckerberg of Meta Platforms at 615.5431 subject to Rule 16b-3 | 01/16/2025 |
5 | Disposition of 300 shares by Mark Zuckerberg of Meta Platforms at 621.82 subject to Rule 16b-3 | 01/17/2025 |
6 | Disposition of tradable shares by Mark Zuckerberg of Meta Platforms at 633. subject to Rule 16b-3 | 01/22/2025 |
7 | Disposition of 876 shares by Mark Zuckerberg of Meta Platforms at 635.8983 subject to Rule 16b-3 | 01/23/2025 |
8 | Disposition of 0 shares by Mark Zuckerberg of Meta Platforms at 650.8821 subject to Rule 16b-3 | 01/24/2025 |
9 | Disposition of 413 shares by Javier Olivan of Meta Platforms at 627.59 subject to Rule 16b-3 | 01/27/2025 |
About Meta Platforms Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Meta or other stocks. Alpha measures the amount that position in Meta Platforms has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2024 | 2025 (projected) | Dividend Yield | 0.003077 | 0.002735 | Price To Sales Ratio | 9.02 | 8.57 |
Meta Platforms Upcoming Company Events
As portrayed in its financial statements, the presentation of Meta Platforms' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Meta Platforms' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Meta Platforms' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Meta Platforms. Please utilize our Beneish M Score to check the likelihood of Meta Platforms' management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Meta Platforms
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Meta Platforms Backtesting, Meta Platforms Valuation, Meta Platforms Correlation, Meta Platforms Hype Analysis, Meta Platforms Volatility, Meta Platforms History and analyze Meta Platforms Performance. For information on how to trade Meta Stock refer to our How to Trade Meta Stock guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Meta Platforms technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.