|α||(average alpha)||=||0.14||β||(beta)||=||0.19||30 days against NYA|
|Risk Adjusted Performance 0.179||Jensen Alpha 0.1259||Total Risk Alpha (0.18)||Sortino Ratio (0.22)||Treynor Ratio 0.9907|
Google Market Price Analysis
Google Return and Market Media
The median price of Google for the period between Wed, Feb 5, 2014 and Fri, Mar 7, 2014 is 1203.79 with a coefficient of variation of 1.23. The daily time series for the period is distributed with a sample standard deviation of 14.83, arithmetic mean of 1203.26, and mean deviation of 11.38. The Stock received substential amount of media coverage during this period.