|α||(average alpha)||=||0.25||β||(beta)||=||1.78||30 days against NYA|
|Risk Adjusted Performance 0.1115||Jensen Alpha 0.2566||Total Risk Alpha 0.2612||Sortino Ratio 0.275||Treynor Ratio 0.1357|
Google Market Price Analysis
Google Return and Market Media
The median price of Google for the period between Mon, Jun 23, 2014 and Wed, Jul 23, 2014 is 579.18 with a coefficient of variation of 1.42. The daily time series for the period is distributed with a sample standard deviation of 8.21, arithmetic mean of 579.6, and mean deviation of 6.44. The Stock received substential amount of media coverage during this period.