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Google alpha and beta analysis

$521.52  10.17  1.91%
    
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

Google Market Premiums

α (average alpha)=0.0041    β (beta)=0.98    
30 days against NYA
Risk Adjusted Performance  (0.09)Jensen Alpha  0.0039Total Risk Alpha  0.0247Sortino Ratio  0.0Treynor Ratio  (0.12)

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, May 31, 2015 and Tue, Jun 30, 2015 is 534.61 with a coefficient of variation of 1.06. The daily time series for the period is distributed with a sample standard deviation of 5.67, arithmetic mean of 532.96, and mean deviation of 4.68. The Stock received some media coverage during the period.
Price Growth (%)
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Check Google Sensitivity to Hype