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GOOG FB BIDU YHOO 
Benchmark  United States  NYSE  10,845   132.81 Index Moved Up 1.24%  


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Google alpha and beta analysis

   
Run Premiums
Investment horizon:  
  30 Days    Login   to change
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)=(0.17)    β (beta)= 0.95     
30 days against NYA
Risk Adjusted Performance  (0.05)Jensen Alpha  (0.20)Total Risk Alpha  (0.26)Sortino Ratio  0.0Treynor Ratio  (0.09)

Google expected buy-and-hold returns

   

Google Market Price Analysis

Google Return and Market Media

The median price of Google for the period between Wed, Oct 1, 2014 and Fri, Oct 31, 2014 is 544.49 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 18.63, arithmetic mean of 546.06, and mean deviation of 15.16. The Stock received some media coverage during the period.
Price Growth (%)
 
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Google Inc Q3 Earnings Preview10/14/2014

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