Google Inc Alpha and Beta Analysis

$767.04  24.44  3.29%
Investment Horizon     30 Days    Login   to change
Run Premiums
This module allows you to check different measures of market premium for Google Inc as well as systematic risk associated with investing in Google Inc over a specified time horizon. See also Google Inc Backtesting, Google Inc Valuation, Google Inc Correlation, Google Inc Prediction, Google Inc Volatility, Google Inc History and analyze Google Inc Performance

Google Inc Market Premiums

α (average alpha)=0.32    β (beta)=0.58    
30 days against NYA
Risk Adjusted Performance  0.1074Jensen Alpha  0.1847Total Risk Alpha  0.2576Sortino Ratio  0.2234Treynor Ratio  0.3434

Google Inc expected buy-and-hold returns


Google 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

Google Inc Return and Market Media

The median price of Google Inc for the period between Sun, Nov 1, 2015 and Tue, Dec 1, 2015 is 731.25 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 12.87, arithmetic mean of 733.43, and mean deviation of 10.47. The Stock received some media coverage during the period.
Price Growth (%)
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