Facebook Inc. Cl A

10-Year Study

0QZI.LSE · · GB · Common Stock

Executive Summary: Facebook Inc. Cl A has compounded at 16.9% annually over the last 10 years, with a maximum drawdown of 74.8% and an annualized volatility of 102.6%.

1Y CAGR
+5.1%
3Y CAGR
+38.0%
5Y CAGR
+15.8%
10Y CAGR
+16.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
74.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
38.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +202.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.3-10.8-10.817.9————————1.5%
202517.6-5.9-14.2-4.319.214.45.5-4.9-0.9-11.4-0.12.411.8%
20249.523.40.2-10.34.812.7-6.56.911.6-0.71.43.266.1%
202324.418.419.712.212.58.512.2-7.12.0-1.57.311.3202.2%
2022-10.5-30.95.8-8.2-5.5-16.1-4.95.1-13.9-32.918.46.4-65.3%
2021-6.62.012.110.91.25.52.94.7-8.8-7.13.64.224.8%
2020-0.5-7.2-9.419.69.9-1.113.716.2-9.5-0.12.70.934.6%
201928.4-4.03.216.7-7.97.52.8-6.7-3.13.19.31.756.4%
2018—-3.0-15.713.410.51.8-11.51.7-6.8-6.9-8.3-6.5-30.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 102.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.2% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019697.517906619221
2018-03-018178.176713081369
2018-04-019276.933648516379
2018-05-0110249.253251872184
2018-06-0110429.575907330589
2018-07-019231.50725546992
2018-08-019388.105086604488
2018-09-018746.39405808573
2018-10-018146.202817383424
2018-11-017467.131513228378
2018-12-016981.431786959795
2019-01-018963.23217234694
2019-02-018604.104303131042
2019-03-018879.331636883733
2019-04-0110361.26412579484
2019-05-019546.817650322242
2019-06-0110260.262775702207
2019-07-0110552.542495093872
2019-08-019842.88021196831
2019-09-019534.258398797669
2019-10-019828.453753811766
2019-11-0110738.27305448638
2019-12-0110916.793075300084
2020-01-0110860.680018359968
2020-02-0110075.888228042431
2020-03-019128.902367693343
2020-04-0110917.594844142055
2020-05-0111997.647427263691
2020-06-0111870.725805279944
2020-07-0113499.360468276052
2020-08-0115687.79659393529
2020-09-0114194.101241342645
2020-10-0114178.065864503218
2020-11-0114562.850336662199
2020-12-0114695.115290592776
2021-01-0113727.821540246374
2021-02-0114005.717849473012
2021-03-0115705.16107751275
2021-04-0117421.97417012889
2021-05-0117635.739733995695
2021-06-0118597.69015239527
2021-07-0119132.10944306123
2021-08-0120040.61577999463
2021-09-0118277.04180659506
2021-10-0116977.07317781888
2021-11-0117594.322185159097
2021-12-0118341.172551954893
2022-01-0116409.25402673603
2022-02-0111342.989715296728
2022-03-0112001.656271473548
2022-04-0111022.341369496515
2022-05-0110417.377182734957
2022-06-018740.916201165417
2022-07-018316.054048905748
2022-08-018737.70912579753
2022-09-017519.241106957577
2022-10-015045.961802440929
2022-11-015974.776029371645
2022-12-016358.484301742744
2023-01-017909.363530064447
2023-02-019366.715615820352
2023-03-0111216.062712314038
2023-04-0112585.505418396882
2023-05-0114162.035868662728
2023-06-0115364.473891662195
2023-07-0117234.930646995166
2023-08-0116005.770583262618
2023-09-0116326.424310061766
2023-10-0116085.936705461874
2023-11-0117261.652687728256
2023-12-0119212.27018426155
2024-01-0121029.288239127287
2024-02-0125946.65492891431
2024-03-0126000.15282036988
2024-04-0123325.23672359584
2024-05-0124448.703206160597
2024-06-0127552.129772475222
2024-07-0125758.163917065896
2024-08-0127525.353921752743
2024-09-0130714.499801172085
2024-10-0130500.088517432552
2024-11-0130928.911084911622
2024-12-0131919.30008270595
2025-01-0137552.11901047734
2025-02-0135352.6356939955
2025-03-0130334.76808701721
2025-04-0129019.366753282815
2025-05-0134603.110970726826
2025-06-0139577.16110334154
2025-07-0141769.10564030928
2025-08-0139717.992607583656
2025-09-0139364.70312221702
2025-10-0134873.57612041815
2025-11-0134832.7128144723
2025-12-0135685.7087663468
2026-01-0138640.95338386809
2026-02-0134452.92190932909
2026-03-0130724.427744215292
2026-04-0136231.34205880248
Annual Return Matrix
YearAnnual Return
20190.5636897141487394
20200.34610184412502765
20210.24811355265080337
2022-0.6533218209614944
20232.0215172787319484
20240.6614017904481608
20250.11799784687890158
20260.015289966524925536
Total Factor Risk
1.0263019940694682
VTI.US Exposure
-0.01828929264753321
VEA.US Exposure
0.006287850869155567
VWO.US Exposure
0.0005717734264503683
QQQ.US Exposure
0.03520978430940903
VTV.US Exposure
-0.0021176357827563928
IJR.US Exposure
-0.0038144083888815676
QUAL.US Exposure
0.0496959022700648
SHV.US Exposure
0.8420034306368781
TLT.US Exposure
0.007250749079849719
LQD.US Exposure
0.028838230468839408
HYG.US Exposure
0.0024584259070778466
GLD.US Exposure
-0.00012432938829989363
USO.US Exposure
-0.0014445699143397607
VNQ.US Exposure
0.0009194173954118501
BTC-USD.CC Exposure
-0.0013728604480848445
CPER.US Exposure
0.0005887297817922723
VIX.INDX Exposure
0.00101260145666724
UUP.US Exposure
0.0018368419849686872
TIP.US Exposure
0.00016225212360440155
Idiosyncratic Exposure
0.05032710685972628
Value Score
49.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
102.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →0.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.32%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$28
Avg Yield on Cost
0.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$28.250.28%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Facebook Inc. Cl A a high-risk investment?

Facebook Inc. Cl A (0QZI.LSE) has an annualized volatility of 102.6% and experienced a maximum drawdown of 74.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0QZI.LSE?

Over the past 10 years, 0QZI.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.9%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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