|α||(average alpha)||=||0.16||β||(beta)||=||1.52||30 days against NYA|
|Risk Adjusted Performance 0.1028||Jensen Alpha 0.1695||Total Risk Alpha 0.1319||Sortino Ratio 0.2063||Treynor Ratio 0.1504|
Google Market Price Analysis
Google Return and Market Media
The median price of Google for the period between Thu, Jun 12, 2014 and Sat, Jul 12, 2014 is 571.1 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 13.6, arithmetic mean of 567.68, and mean deviation of 11.86. The Stock received substential amount of media coverage during this period.