Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,170  14.36  1.24%

This module allows you to check different measures of market premium for Alphabet as well as systematic risk associated with investing in Alphabet over a specified time horizon. Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.33β0.01
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.4191

Treynor Ratio  

0.0

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Thu, May 24, 2018 and Sat, Jun 23, 2018 is 1136.88 with a coefficient of variation of 3.14. The daily time series for the period is distributed with a sample standard deviation of 35.36, arithmetic mean of 1125.49, and mean deviation of 28.86. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
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2
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3
Alphabets Google Buys Land in Europe to Expand Data Centers06/18/2018
4
Daimlers Profit Warning Should Terrify Traders Before Earnin...06/21/2018

Current Sentiment - GOOG

Alphabet Investor Sentiment
Majority of Macroaxis users are currently bullish on Alphabet. What is your sentiment towards investing in Alphabet? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.