Alpha and Beta Analysis
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![]() | (alpha) | = | 0.22 | ![]() | (beta) | = | 1.27 | 30 days against S&P 500 |
| Risk Adjusted Performance 0.2944 | Jensen Alpha 0.2278 | Total Risk Alpha (0.03) | Sortino Ratio 0.4274 | Treynor Ratio 0.479 |
Google Probability Of Bankruptcy
Google Inc has less than 1.0 (%) percent chance of experiencing financial distress in the next 2 years of operations. | Google Market Performance
72% of all equities and portfolios perform better than Google Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Google Inc are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days. |
Google Return and Market MediaThe median price of Google for the period between Sun, Apr 21, 2013 and Tue, May 21, 2013 is 857.23 with a coefficient of variation of 4.6. The daily time series for the period is distributed with a sample standard deviation of 39.21, arithmetic mean of 853.22, and mean deviation of 34.36. The Stock received substential amount of media coverage during this period.
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