While all the above reasons are certainly true, there is one point that no one really thinks about.
Adolescent girls feel their bodies are actively working against them. It's one thing to be lonely, but it's a horse of a different color if your body hates you too. It likes to cause you pain and then it decides to bleed out of weird places and you can't control it! It's the ultimate treachery.
If a girl isn't friendless or insecure, the reason she is depressed is because her own body is trying to kill her. Trust me, I know from experience.