META — factor decomposition (Technology)

How much of META's move over the window is systematic (market, XLK sector-excess, rate-excess via TLT) vs. idiosyncratic (stock-specific).

Return decomposition (log-return points, additive)

Market+28.74ppSector (excess)+0.00ppRate (excess)+0.00ppIdiosyncratic-56.01pp

Factor betas

Beta · Market (SPY)+1.40
Beta · Sector-excess (XLK)-0.54
Beta · Rate-excess (TLT)-0.17
0.24
Window2025-06-30 → 2026-07-31 (274 trading days)

Read

Moderate confidence: R² is 0.24 — these three factors explain some but not most of META's day-to-day variance. Treat the split below as directional.

Note: the net move here (-27.3pp) is small relative to the systematic and idiosyncratic swings underneath it — they're largely offsetting each other, which is why the idiosyncratic share below exceeds 100% (it's dividing by a small net, not an error). Read the pp values themselves as the meaningful numbers here, not the ratio.

Of META's -27.3pp move over this window, -56.0pp (205% of the total magnitude) is idiosyncratic — not explained by riding market, sector, or rate moves. The rest (+28.7pp) came from systematic exposure: market +28.7pp, sector +0.0pp, rate +0.0pp.