Alphabet Inc Alpha and Beta Analysis

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

Alphabet Inc Market Premiums

α (average alpha)=0.11    β (beta)=0.70    
30 days against NYA
Risk Adjusted Performance  (0.11)Jensen Alpha  (0.24)Total Risk Alpha  0.0773Sortino Ratio  0.0Treynor Ratio  0.6515

Alphabet Inc expected buy-and-hold returns

   

Alphabet Inc 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

Alphabet Inc Return and Market Media

The median price of Alphabet Inc for the period between Tue, Jan 12, 2016 and Thu, Feb 11, 2016 is 711.67 with a coefficient of variation of 3.19. The daily time series for the period is distributed with a sample standard deviation of 22.69, arithmetic mean of 711.95, and mean deviation of 17.56. The Stock received some media coverage during the period.
Price Growth (%)
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