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Benchmark  United States  NYSE  10,767   163.045 Index Moved Up 1.54%  

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Google alpha and beta analysis Google alpha and beta analysis

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)=(0.19)    β (beta)= 0.66     
30 days against NYA
Risk Adjusted Performance  (0.16)Jensen Alpha  (0.19)Total Risk Alpha  (0.13)Sortino Ratio  0.0Treynor Ratio  (0.37)

Google expected buy-and-hold returns


Google Market Price Analysis

Google Return and Market Media

The median price of Google for the period between Tue, Nov 18, 2014 and Thu, Dec 18, 2014 is 533.75 with a coefficient of variation of 2.42. The daily time series for the period is distributed with a sample standard deviation of 12.77, arithmetic mean of 528.33, and mean deviation of 9.84. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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