Alphabet Hype Analysis, Alphabet Correlation, Alphabet Valuation, Alphabet Volatility as well as analyze Alphabet Alpha and Beta and Alphabet Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Alphabet and determine expected loss or profit from investing in Alphabet over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Alphabet 'What if' Analysis
April 19, 20190.00
June 18, 20190.00
If you would invest 0.00 in Alphabet on April 19, 2019 and sell it all today you would earn a total of 0.00 from holding Alphabet or generate 0.0% return on investment in Alphabet over 60 days. Alphabet is related to or competes with Workday, Xunlei, Teradata, Unisys, VMware, Sabre. Alphabet Inc. provides online advertising services in the United States, Europe, the Middle East, Africa, the Asia-Pacif...
Alphabet Upside/Downside Indicators
|Value At Risk||(2.77)|
Alphabet Market Premium Indicators
|Risk Adjusted Performance||(0.09)|
|Total Risk Alpha||(0.17)|
Alphabet Backtested Returns
Macroaxis considers Alphabet to be very steady. Alphabet secures Sharpe Ratio (or Efficiency) of -0.1573 which signifies that the organization had -0.1573% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Alphabet exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alphabet Mean Deviation of 1.26 and Risk Adjusted Performance of
(0.09) to double-check risk estimate we provide. The firm shows Beta (market volatility) of 0.8008 which signifies that as returns on market increase, Alphabet returns are expected to increase less than the market. However during bear market, the loss on holding Alphabet will be expected to be smaller as well. Even though it is essential to pay attention to Alphabet historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alphabet exposes twenty-one different technical indicators which can help you to evaluate its performance. Alphabet has expected return of -0.3143%. Please be advised to confirm Alphabet Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Alphabet past performance will be repeated at some point in the near future.
|15 days auto-correlation||0.73|
|Spearman Rank Test||0.72|
Alphabet lagged returns against current returns
Current and Lagged Values
Alphabet regressed lagged prices vs. current prices
Current vs Lagged Prices
Alphabet Lagged Returns
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Please also check Alphabet Hype Analysis, Alphabet Correlation, Alphabet Valuation, Alphabet Volatility as well as analyze Alphabet Alpha and Beta and Alphabet Performance. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.