It collects data from our posts, our likes, our photos, things we type and delete without posting, and things we do while not on Facebook and even when we’re offline. It buys data about us from others. And it can infer even more: our sexual orientation, political beliefs, relationship status, drug use, and other personality traits — even if we didn’t take the personality test that Cambridge Analytica developed.

Google, as the author points out, knows who you sleep with and for many, knows when you go to bed and when you get up, thanks to Android tracking. If you and your special other both have Android phones, Google knows when you are together. Similarly, Google can guess if you are single or lonely.
They collect this in secret, analyze it in secret, sell it to others in secret. We have no idea what they are doing or even if it is accurate. And if it is inaccurate, we have no way to request corrections.
Under the EU GPDR that takes effect May 1, companies need to tell you want they know about you (if you live in the EU) and who they share that information with.
Source: Facebook and Cambridge Analytica – Schneier on Security