Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,201  5.53  0.46%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.14β1.06
30 days against DJI
Risk Adjusted Performance  

0.0326

Jensen Alpha  

0.0447

Total Risk Alpha  

0.18

Sortino Ratio  

0.041484

Treynor Ratio  

0.8268

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, Jul 21, 2018 and Mon, Aug 20, 2018 is 1226.15 with a coefficient of variation of 1.81. The daily time series for the period is distributed with a sample standard deviation of 22.26, arithmetic mean of 1227.32, and mean deviation of 17.91. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
US STOCKS-US stocks rise as Apple hits 1 trillion mark08/02/2018
2
Todays Pickup Irans oil buyers prepare for US sanctions fall...08/07/2018
3
MARKETS Tech stocks and chip stocks are outperforming, which...08/13/2018
4
US STOCKS-Wall St jumps on news of trade progress08/17/2018

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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.