Alphabet 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 over a specified time horizon. See also Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Prediction, Alphabet Volatility, Alphabet History and analyze Alphabet Performance

Alphabet Market Premiums

α (average alpha)=0.25    β (beta)=1.08    
30 days against NYA
Risk Adjusted Performance  0.207Jensen Alpha  0.2736Total Risk Alpha  0.2769Sortino Ratio  0.3061Treynor Ratio  0.2472

Alphabet expected buy-and-hold returns

   

Alphabet 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 Return and Market Media

The median price of Alphabet for the period between Sun, May 1, 2016 and Tue, May 31, 2016 is 710.83 with a coefficient of variation of 1.64. The daily time series for the period is distributed with a sample standard deviation of 11.61, arithmetic mean of 709.28, and mean deviation of 9.42. The Stock received some media coverage during the period.
Price Growth (%)
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