Projected Return Density against MarketGiven investment horizon of 30 days, Google has beta of 0.54 . This indicates as returns on market go up, Google avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Google Inc will be expected to be much smaller as well. Additionally, Google Inc has negative alpha implying that risk taken by holding this equity is not justified. The company is significantly underperforming NYSE Given investment horizon of 30 days, the coefficient of variation of Google is 5223.46. The daily returns are destributed with a variance of 0.57 and standard deviation of 0.75. The mean deviation of Google Inc is currently at 0.59. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.6
Actual Return VolatilityGoogle Inc inherits 0.75% risk (volatility on return distribution) over the 30 days horizon. NYSE inherits 0.6% risk (volatility on return distribution) over the 30 days horizon.
Largest Period Trend Change
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Google Inc has a volatility of 0.75 and is 1.25 times more volatile than NYSE. 7% of all equities and portfolios are less risky than Google. Compared with the overall equity markets, volatility of historical daily returns of Google Inc is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Google Inc to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Google to be traded at $1140.27 in 30 days. As returns on market increase, Google returns are expected to increase less than the market. However during bear market, the loss on holding Google will be expected to be smaller as well.
Google correlation with market
Google Current Risk Indicators
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