Alphabet Performance

Alphabet Inc -- USA Stock  

USD 1,018  17.58  1.7%

On a scale of 0 to 100 Alphabet holds performance score of 16. The firm shows Beta (market volatility) of 0.237 which signifies that as returns on market increase, Alphabet returns are expected to increase less than the market. However during bear market, the loss on holding Alphabet will be expected to be smaller as well.. Although it is vital to follow to Alphabet Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Alphabet Inc technical indicators you can presently evaluate if the expected return of 0.3037% will be sustainable into the future. Please makes use of Alphabet Inc Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Alphabet price patterns will revert.
Investment Horizon     30 Days    Login   to change

Alphabet Inc Relative Risk vs. Return Landscape

If you would invest  97,054  in Alphabet Inc on October 24, 2017 and sell it today you would earn a total of  6,542  from holding Alphabet Inc or generate 6.74% return on investment over 30 days. Alphabet Inc is currenly generating 0.3037% of daily expected returns and assumes 1.2011% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than Alphabet Inc and 95% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Alphabet Inc is expected to generate 3.39 times more return on investment than the market. However, the company is 3.39 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

Alphabet Daily Price Distribution

The median price of Alphabet for the period between Tue, Oct 24, 2017 and Thu, Nov 23, 2017 is 1025.75 with a coefficient of variation of 1.98. The daily time series for the period is distributed with a sample standard deviation of 20.23, arithmetic mean of 1019.3, and mean deviation of 13.4. The Stock received some media coverage during the period.
16 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet Inc are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Alphabet Sharpe Ratio = 0.2528
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Estimated Market Risk

 1.2
  actual daily
 
 89 %
of total potential
  

Expected Return

 0.3
  actual daily
 
 5 %
of total potential
  

Risk-Adjusted Return

 0.25
  actual daily
 
 16 %
of total potential
  
Based on monthly moving average Alphabet is performing at about 16% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alphabet by adding it to a well-diversified portfolio.