|α||(average alpha)||=||0.31||β||(beta)||=||0.63||30 days against GSPC|
|Risk Adjusted Performance 0.227||Jensen Alpha 0.3008||Total Risk Alpha 0.2303||Sortino Ratio 0.7544||Treynor Ratio 0.5504|
Google Market Performance
73% of all equities and portfolios perform better than Google Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Google Inc are ranked lower than 27 (%) of all global equities and portfolios over the last 30 days. More Info
Google Return and Market Media
The median price of Google for the period between Mon, Nov 11, 2013 and Wed, Dec 11, 2013 is 1045.93 with a coefficient of variation of 2.01. The daily time series for the period is distributed with a sample standard deviation of 21.02, arithmetic mean of 1044.71, and mean deviation of 17.85. The Stock received substential amount of media coverage during this period.