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Google alpha and beta analysis  

$540.11  2.40  0.44%
Investment horizon:  
  30 Days    Login   to change
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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)=0.14    β (beta)=0.36    
30 days against NYA
Risk Adjusted Performance  (0.02)Jensen Alpha  (0.06)Total Risk Alpha  (0.04)Sortino Ratio  0.0Treynor Ratio  (0.08)

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 Sat, Apr 25, 2015 and Mon, May 25, 2015 is 538.4 with a coefficient of variation of 1.79. The daily time series for the period is distributed with a sample standard deviation of 9.68, arithmetic mean of 539.59, and mean deviation of 7.03. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)
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