Alphabet Alpha and Beta Analysis Overview |
| GOOG -- USA Stock | USD 1,092 23.44 2.10% |
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
| α | 0.07 | β | 1.14 |
30 days against DJI
Risk Adjusted Performance 0.10 | Jensen Alpha 0.07 | Total Risk Alpha 0.023638 | Sortino Ratio 0.0 | Treynor Ratio 0.16 |
Alphabet expected buy-and-hold returns
Alphabet Market Price Analysis
Alphabet Return and Market Media
The median price of Alphabet for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 1168.19 with a coefficient of variation of 3.32. The daily time series for the period is distributed with a sample standard deviation of 38.26, arithmetic mean of 1153.95, and mean deviation of 31.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
1 | Google to Spend 12 Billion to Remain Apple Safaris 2019 Defa... | 10/01/2018 |
2 | US STOCKS ON THE MOVE-FANG stocks, Tilray, Barnes Noble, Sna... | 10/04/2018 |
3 | FANGs Sink Amid Broad US Stock-Market Selloff | 10/10/2018 |
4 | World stocks extend rise after blockbuster US earnings | 10/17/2018 |
Build Diversified Portfolios
Align your risk with 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 Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Search macroaxis.com