|α||(average alpha)||=||(2.89)||β||(beta)||=||1.05||30 days against NYA|
|Risk Adjusted Performance (0.17)||Jensen Alpha (2.89)||Total Risk Alpha (3.84)||Sortino Ratio (0.18)||Treynor Ratio (2.66)|
Google Market Price Analysis
Google Return and Market Media
The median price of Google for the period between Tue, Mar 25, 2014 and Thu, Apr 24, 2014 is 554.9 with a coefficient of variation of 38.14. The daily time series for the period is distributed with a sample standard deviation of 271.23, arithmetic mean of 711.19, and mean deviation of 238.8. The Stock received substential amount of media coverage during this period.