Captions on Facebook

Captioning videos on Facebook has become increasingly important.  Videos on Facebook automatically play in the news feed, but a viewer must click on the video in order to play the audio.  This means that videos need to be visually interesting in order for a viewer to engage further with the video.  By putting captions directly on the video, you are more likely to attract the attention of a casual viewer.  In other words, instead of letting the viewer choose to watch captions, you have the captions appear baked into the video itself. 
Captioning a video can be a time consuming process, but it will differentiate your video on Facebook.  You can also use the caption files on other video websites like YouTube and Vimeo.  The other benefit of having captions on your videos is that they will be more accessible to the hearing impaired.
While casual video views in a Facebook feed are helpful for brand awareness, ultimately you want your viewers to click on the video and further engage with your brand.  By putting captions directly on the video, you give yourself yet another touch point.