Alphabet Alpha and Beta Analysis

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Alphabet Market Premiums

α (average alpha)=0.0068    β (beta)=1.04    
30 days against NYA
Risk Adjusted Performance  0.0789Jensen Alpha  0.0618Total Risk Alpha  (0.09)Sortino Ratio  0.0202Treynor Ratio  0.2071

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 Fri, Jan 20, 2017 and Sun, Feb 19, 2017 is 813.67 with a coefficient of variation of 1.48. The daily time series for the period is distributed with a sample standard deviation of 12.02, arithmetic mean of 813.05, and mean deviation of 10.48. The Stock received some media coverage during the period.
Price Growth (%)  
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