Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,096  8.49  0.78%

This module allows you to check different measures of market premium for Alphabet as well as systematic risk associated with investing in Alphabet over a specified time horizon. Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.04β1.34
30 days against DJI
Risk Adjusted Performance  

0.17

Jensen Alpha  

0.09

Total Risk Alpha  

0.018699

Sortino Ratio  

0.0

Treynor Ratio  

0.25

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 1166.09 with a coefficient of variation of 3.66. The daily time series for the period is distributed with a sample standard deviation of 42.01, arithmetic mean of 1147.23, and mean deviation of 36.61. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
2 Big Red Flags For The Stock Market10/02/2018
2
Leading tech stocks hammered as US markets correct following...10/11/2018
3
Bond Bears Stalk a FANG, Short Netflix Debt10/15/2018
4
Wall St Week Ahead-With market on edge, investors look to te...10/19/2018

Current Sentiment - GOOG

Alphabet Investor Sentiment

Majority of Macroaxis users are currently bullish on Alphabet. What is your sentiment towards investing in Alphabet? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.
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