Alphabet Performance

GOOG -- USA Stock  

USD 1,208  6.81  0.57%

Alphabet has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.5881 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 extremely important to respect Alphabet historical returns, it is better to be realistic regarding the information on 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 technical indicators you can presently evaluate if the expected return of 0.0157% will be sustainable into the future. Alphabet right now shows a risk of 1.2291%. Please confirm Alphabet Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Alphabet will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Alphabet Relative Risk vs. Return Landscape

If you would invest  120,550  in Alphabet on July 22, 2018 and sell it today you would earn a total of  227.00  from holding Alphabet or generate 0.19% return on investment over 30 days. Alphabet is currently generating 0.0157% of daily expected returns and assumes 1.2291% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than Alphabet 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 is expected to generate 8.24 times less return on investment than the market. In addition to that, the company is 2.22 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of volatility.

Alphabet Market Risk Analysis

Sharpe Ratio = 0.0128
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Alphabet Relative Performance Indicators

Estimated Market Risk
 1.23
  actual daily
 
 89 %
of total potential
  
Expected Return
 0.02
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  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.

Performance Rating

Alphabet Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

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

Alphabet Alerts

Equity Alerts and Improvement Suggestions
About 69.0% of the company shares are owned by institutional investors
Latest headline from www.reuters.com: US STOCKS-US stocks rise as Apple hits 1 trillion mark
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