Google Alpha and Beta Analysis

$597.79  20.46  3.31%
Investment Horizon     30 Days    Login   to change
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This module allows you to check different measures of market premium for Google Inc as well as systematic risk associated with investing in Google over a specified time horizon. See also Google Backtesting, Google Valuation, Google Correlation, Google Prediction, Google Volatility, Google History and analyze Google Performance

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α (average alpha)=0.03    β (beta)=0.62    
30 days against NYA
Risk Adjusted Performance  (0.11)Jensen Alpha  0.282Total Risk Alpha  0.4877Sortino Ratio  0.0Treynor Ratio  (0.17)

Google expected buy-and-hold returns


Google Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Google Return and Market Media

The median price of Google for the period between Sun, Aug 2, 2015 and Tue, Sep 1, 2015 is 637.61 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 20.27, arithmetic mean of 637.04, and mean deviation of 15.93. The Stock received some media coverage during the period.
Price Growth (%)
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Google Inc Will Finally Speed Up Chrome For Mac08/21/2015