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Benchmark  United States  NYSE  10,936   4.99 Index Moved Down -0.05%  


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Google 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 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)= 0.16     β (beta)= 1.52     
30 days against NYA
Risk Adjusted Performance  0.1028Jensen Alpha  0.1695Total Risk Alpha  0.1319Sortino Ratio  0.2063Treynor Ratio  0.1504

Google Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Google to competition
GooglePeer Average
Return On Equity
14.76 %
(10.56) %
Return On Asset
8.48 %
(13.62) %
Profit Margin
20.91 %
(1.86) %
Operating Margin
23.21 %
(11.69) %
Current Valuation
340.46 B
307.1 B
Shares Outstanding
674.49 M
566.68 M
Shares Owned by Insiders
0.19 %
6.99 %
   

Google Market Price Analysis

Google Return and Market Media

The median price of Google for the period between Thu, Jun 12, 2014 and Sat, Jul 12, 2014 is 571.1 with a coefficient of variation of 2.39. The daily time series for the period is distributed with a sample standard deviation of 13.6, arithmetic mean of 567.68, and mean deviation of 11.86. The Stock received substential amount of media coverage during this period.
Price Growth (%)
 
Change Benchmark  Embed  Timeline 
1
Google Inc Getting Serious About Games06/24/2014
2
Google sets sights on TVs cars and watches beyond mere smart...06/25/2014
3
Google Inc EU Privacy Compliance Not Good For The Internet B...06/26/2014
4
Google Inc IO Plans Show Roadmap for Next Decade Prateek Als...06/27/2014
5
Google Detroit diverge on road map for selfdriving cars06/30/2014
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