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META Meta Platforms, Inc.

Communication Services

614.99 Close 10/30
Since 2024-12-02 +4.4%
Open
614.51
High
626.37
Low
610.13
Prev close
624.52
Volume
24.8M
Amplitude
2.60%
P/E
21.0
P/B
5.8
Revenue YoY (TTM)
+27.5%
52W 520.26 779.82

Is Meta Platforms, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Growth: Good, Momentum: Good, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 20.98 55th percentile Pricey
Price / book 5.76 85th percentile Expensive
Free-cash-flow yield (%) 1.83 54th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; FCF margin, TTM is Good.
ROE, TTM (%) 27.63 87th percentile Top
Operating margin, TTM (%) 32.86 85th percentile Top
FCF margin, TTM (%) 11.86 64th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 27.53 80th percentile Good
Diluted EPS growth, TTM YoY (%) 29.51 71th percentile Good
Momentum Good All 2 indicators are Good.
60-day return (%) 4.33 79th percentile Good
240-day return (%) 1.23 52th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 15,070,521,414 100th percentile Top
60-day annualized volatility (%) 44.42 50th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Meta Platforms, Inc. (META) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Meta Platforms, Inc. to every stock like it

AI finds several complementary traits of Meta Platforms, Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Meta Platforms, Inc.

Meta Platforms, Inc. (META) peers and tracking

Watchlist

This page refreshes daily after the close. Add Meta Platforms, Inc. to your watchlist to track signal changes on your next visit.

Meta Platforms, Inc. (META) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

EPS surprise beat

Active · now 13.15%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
37 historical occurrences (since 2015-01-28)

Average forward return after EPS surprise beat

20-day: Win 54.5%, Sample 33, Median +1.5%, Excess +1.36%, Beat mkt rate 51.5%

60-day: Win 69.7%, Sample 33, Median +8.64%, Excess +3.46%, Beat mkt rate 60.6%

120-day: Win 72.7%, Sample 33, Median +9.2%, Excess +4.17%, Beat mkt rate 54.5%

120 days after: historical avg +12.24%

20-day +3.43%
60-day +8.53%
120-day +12.24%
20-day
60-day
120-day
Win
54.5%
69.7%
72.7%
Sample
33
33
33
Median
+1.5%
+8.64%
+9.2%
Excess
+1.36%
+3.46%
+4.17%
Beat mkt rate
51.5%
60.6%
54.5%

Over 33 occurrences, 120-day forward avg gained 12.24%, beat the market by 4.17 pts; win rate 72.7%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 You are here397+40.5% +21.9% 59.7% +35.2%
20-40 430+17.1% +10.7% 61.4% +0.6%
40-60 359+25.2% +26.4% 77.4% +4.5%
60-80 138+40.7% +36.8% 97.1% +18.8%
80-100 103+67.9% +72.5% 100% +43.7%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 20.98, placing it in the 12.6 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
+19%
Win rate 64.6% Excess +12.4%
206d
+11.1%
Win rate 70% Excess +2.3%
567d
+27.4%
Win rate 94.5% Excess +16%
183d
60-day momentum down
+12.9%
Win rate 53.7% Excess +7.7%
451d
+10.7%
Win rate 62.2% Excess 0%
135d
Insufficient data
(5d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 206 historical days, 120-day forward avg gained 19%, win rate 64.6%, beat the market by 12.4%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

29 times historically; 60-day forward avg +5.69%, win rate 67.9%, beating the market by +2.21 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

21 times historically; 60-day forward avg +8.4%, win rate 65%, beating the market by +3.91 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

13 times historically; 60-day forward avg +4.32%, win rate 53.8%, beating the market by +0.02 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.