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GOOG FB BIDU YHOO 
Benchmark  United States  NYSE  11,031   5.228 Index Moved Up 0.05%  


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Google alpha and beta analysis 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)=(0.19)    β (beta)= 0.87     
30 days against NYA
Risk Adjusted Performance  0.0036Jensen Alpha  (0.15)Total Risk Alpha  (0.31)Sortino Ratio  0.0Treynor Ratio  (0.01)

Google expected buy-and-hold returns

   

Google Market Price Analysis

Google Return and Market Media

The median price of Google for the period between Sat, Oct 25, 2014 and Mon, Nov 24, 2014 is 545.38 with a coefficient of variation of 1.26. The daily time series for the period is distributed with a sample standard deviation of 6.84, arithmetic mean of 544.62, and mean deviation of 5.69. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
 
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