Alphabet Alpha and Beta Analysis Overview |
| GOOG -- USA Stock | USD 1,160 7.35 0.64% |
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
| α | 0.32 | β | 0.20 |
30 days against DJI
Risk Adjusted Performance 0.01 | Jensen Alpha 0.0 | Total Risk Alpha 0.0 | Sortino Ratio 0.3607 | Treynor Ratio 0.0 |
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, May 19, 2018 and Mon, Jun 18, 2018 is 1119.5 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 32.31, arithmetic mean of 1105.1, and mean deviation of 30.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
1 | Roku stock gains after Morgan Stanley abandons bearish stanc... | 05/29/2018 |
2 | GLOBAL MARKETS-US jobs report brightens prospects for stocks... | 06/01/2018 |
3 | Ive Made a Double-Digit Return From Baidu Stock Whats Stoppi... | 06/08/2018 |
4 | FANG insiders are on track to sell more than 5 billion of st... | 06/12/2018 |
5 | US to Co-Host 2026 FIFA World Cup Which Stocks Will Gain | 06/15/2018 |
Generate Optimal Portfolios
Align your risk and return expectations
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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.