Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,189  4.41  0.37%

This module allows you to check different measures of market premium for Alphabet as well as systematic risk associated with investing in Alphabet over a specified time horizon. Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.07β0.31
30 days against DJI
Risk Adjusted Performance  

0.0967

Jensen Alpha  

0.2283

Total Risk Alpha  

0.06

Sortino Ratio  

0.0671

Treynor Ratio  

1.27

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 1152.26 with a coefficient of variation of 2.2. The daily time series for the period is distributed with a sample standard deviation of 25.12, arithmetic mean of 1144.07, and mean deviation of 21.28. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
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4
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Current Sentiment - GOOG

Alphabet Investor Sentiment
Majority of Macroaxis users are currently bullish on Alphabet. What is your sentiment towards investing in Alphabet? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Please also try Coins and Tokens Correlation module to utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges.