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GOOG FB BIDU YHOO 
Benchmark  United States  NYSE  11,063   19.31 Index Moved Down -0.17%  


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Google alpha and beta analysis Google alpha and beta analysis

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

Google Market Premiums

α (average alpha)= 0.58     β (beta)=(0.61)    
30 days against NYA
Risk Adjusted Performance  0.0977Jensen Alpha  0.197Total Risk Alpha  (0.13)Sortino Ratio  0.0Treynor Ratio  (12.81)

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 Thu, Jan 29, 2015 and Sat, Feb 28, 2015 is 536.94 with a coefficient of variation of 2.43. The daily time series for the period is distributed with a sample standard deviation of 13.05, arithmetic mean of 536.72, and mean deviation of 9.58. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
 
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