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Benchmark  United States  NYSE  10,547   34.932 Index Moved Down -0.33%  


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Google alpha and beta analysis

 
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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
α (average alpha)=(2.89)    β (beta)= 1.05     
30 days against NYA
Risk Adjusted Performance  (0.17)Jensen Alpha  (2.89)Total Risk Alpha  (3.84)Sortino Ratio  (0.18)Treynor Ratio  (2.66)

Google Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Google to competition
GooglePeer Average
Return On Equity
15.36 %
(8.45) %
Return On Asset
8.60 %
(10.64) %
Profit Margin
21.60 %
(1.66) %
Operating Margin
23.55 %
(8.96) %
Current Valuation
314.13 B
246.51 B
Shares Outstanding
672.1 M
415.39 M
   

Google Market Price Analysis

Google Return and Market Media

The median price of Google for the period between Tue, Mar 25, 2014 and Thu, Apr 24, 2014 is 554.9 with a coefficient of variation of 38.14. The daily time series for the period is distributed with a sample standard deviation of 271.23, arithmetic mean of 711.19, and mean deviation of 238.8. The Stock received substential amount of media coverage during this period.
Price Growth (%)
 
Change Benchmark  Embed  Timeline 
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2
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Google Inc Stock Split What It Means For Investors04/08/2014
6
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7
Google Inc. Q1 Earnings Call Top 3 Things To Watch VIDEO04/16/2014
8
Is Facebook to Blame for Google Inc. Ad Problems04/22/2014