Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,171  9.87  0.85%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.18β0.36
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.29

Total Risk Alpha  

0.56

Sortino Ratio  

0.0

Treynor Ratio  

0.35

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 1175.81 with a coefficient of variation of 2.52. The daily time series for the period is distributed with a sample standard deviation of 29.9, arithmetic mean of 1188.31, and mean deviation of 25.37. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Senate cancels postal service hearing Trumps Amazon crusade ...08/31/2018
2
Facebooks Shrinking Margins Top List of Woes Weighing on Sto...09/06/2018
3
Tech stocks continue comeback09/12/2018
4
FAANG Report Amazon under fire over bribery claims Google ad...09/17/2018

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

Build Diversified Portfolios

Align your risk with 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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com