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
| α | 0.14 | β | 1.72 |
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 (%) |
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 Loss | 08/03/2018 |
3 | SP 500s Run at Record Lacks Animal Spirits | 08/08/2018 |
4 | US hedge funds bet on retail, tech in Q2 as economy sizzled | 08/14/2018 |
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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.