Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,242  7.09  0.57%

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

α0.14β1.72
30 days against DJI
Risk Adjusted Performance  

0.0923

Jensen Alpha  

0.2169

Total Risk Alpha  

0.2187

Sortino Ratio  

0.1994

Treynor Ratio  

0.1788

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 1226.15 with a coefficient of variation of 2.01. The daily time series for the period is distributed with a sample standard deviation of 24.61, arithmetic mean of 1225.35, and mean deviation of 19.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
US STOCKS-Tech stocks weigh on Wall St, Nasdaq set for 3rd s...07/30/2018
2
Tesla Shorts Stand Their Ground After 1.7 Billion Loss08/03/2018
3
SP 500s Run at Record Lacks Animal Spirits08/08/2018
4
US hedge funds bet on retail, tech in Q2 as economy sizzled08/14/2018

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
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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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.