Alphabet Alpha and Beta Analysis

Alphabet Inc -- USA Stock  

USD 1,095  5.28  0.48%

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. Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance
 Time Horizon     30 Days    Login   to change
Run Premiums

Alphabet Market Premiums

α (average alpha)=0.05    β (beta)=1.11    
30 days against DJI
Risk Adjusted Performance  0.091411Jensen Alpha  0.0247Total Risk Alpha  0.0461Sortino Ratio  0.0Treynor Ratio  0.12

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, Jan 21, 2018 and Tue, Feb 20, 2018 is 1129.79 with a coefficient of variation of 4.99. The daily time series for the period is distributed with a sample standard deviation of 55.55, arithmetic mean of 1112.76, and mean deviation of 49.09. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)