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Google alpha and beta analysis

$631.93  3.93  0.63%
    
  
SummaryPerformanceTechnicalsRecomendation
   Premiums
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)=0.91    β (beta)=0.92    
30 days against NYA
Risk Adjusted Performance  0.2047Jensen Alpha  0.9136Total Risk Alpha  0.8128Sortino Ratio  0.0Treynor Ratio  1.02

Google expected buy-and-hold returns

   

Google 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

Google Return and Market Media

The median price of Google for the period between Tue, Jun 30, 2015 and Thu, Jul 30, 2015 is 579.85 with a coefficient of variation of 10.05. The daily time series for the period is distributed with a sample standard deviation of 58.82, arithmetic mean of 585.29, and mean deviation of 54.04. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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