Alphabet Alpha and Beta Analysis

Alphabet -- USA Stock  

USD 1,020  47.47  4.45%

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

α0.24β0.13
30 days against DJI
Risk Adjusted Performance  

0.14

Jensen Alpha  

0.18

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

1.14

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, Feb 24, 2018 and Wed, Apr 25, 2018 is 1074.16 with a coefficient of variation of 4.55. The daily time series for the period is distributed with a sample standard deviation of 48.92, arithmetic mean of 1074.41, and mean deviation of 41.96. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Two stocks you should always put money on Alphabet Inc. , Do...03/02/2018
2
Wall Street slides as high bond yields fan cost worries04/24/2018

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
Skip

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.