Alphabet Performance

Macroaxis gives Alphabet performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5307 which signifies that as returns on market increase, returns on owning Alphabet are expected to decrease at a much smaller rate. During bear market, Alphabet is likely to outperform the market.. Even though it is essential to pay attention to Alphabet Inc historical returns, it is always good to be careful when utilizing equity current trading patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alphabet Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Alphabet Inc has expected return of -0.153%. Please be advised to confirm Alphabet Inc Downside Variance, and the relationship between Treynor Ratio and Kurtosis to decide if Alphabet Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  97,588  in Alphabet Inc on May 30, 2017 and sell it today you would lose (3,539)  from holding Alphabet Inc or give up 3.63% of portfolio value over 30 days. Alphabet Inc is currenly does not generate positive expected returns and assumes 1.2416% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than Alphabet Inc and 99% 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 under-perform the market. In addition to that, the company is 3.86 times more volatile than its market benchmark. It trades about -0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.28 per unit of volatility.

Alphabet Daily Price Distribution

The median price of Alphabet for the period between Tue, May 30, 2017 and Thu, Jun 29, 2017 is 957.37 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 15.83, arithmetic mean of 958.97, and mean deviation of 13.04. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Alphabet Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Alphabet Sharpe Ratio = -0.1233
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Estimated Market Risk

 1.24
  actual daily
 
 88 %
of total potential
  

Expected Return

 -0.15
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.12
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Alphabet is performing at about 0% 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.