Alphabet Performance

GOOG -- USA Stock  

USD 1,206  26.04  2.11%

On a scale of 0 to 100 Alphabet holds performance score of 13. The firm shows Beta (market volatility) of 1.0507 which signifies that Alphabet returns are very sensitive to returns on the market. as market goes up or down, Alphabet is expected to follow. Although it is vital to follow to Alphabet historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Alphabet technical indicators you can presently evaluate if the expected return of 0.274% will be sustainable into the future. Please makes use of Alphabet Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to make a quick decision on weather Alphabet price patterns will revert.
Horizon     30 Days    Login   to change

Alphabet Relative Risk vs. Return Landscape

If you would invest  107,557  in Alphabet on February 22, 2019 and sell it today you would earn a total of  12,993  from holding Alphabet or generate 12.08% return on investment over 30 days. Alphabet is currently generating 0.274% of daily expected returns and assumes 1.3123% risk (volatility on return distribution) over the 30 days horizon. In different words, 11% of equities are less volatile than Alphabet and 95% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Alphabet is expected to generate 1.91 times more return on investment than the market. However, the company is 1.91 times more volatile than its market benchmark. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly 0.13 per unit of risk.

Alphabet Market Risk Analysis

Sharpe Ratio = 0.2088
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Alphabet Relative Performance Indicators

Estimated Market Risk
 1.31
  actual daily
 
 11 %
of total potential
 
11
Expected Return
 0.27
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.21
  actual daily
 
 13 %
of total potential
 
13
Based on monthly moving average Alphabet is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alphabet by adding it to a well-diversified portfolio.

Alphabet Performance Rating

Alphabet Risk Adjusted Performance Analysis

13

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

Alphabet Alerts

Equity Alerts and Improvement Suggestions

About 70.0% of the company shares are owned by institutional investors

Alphabet Performance Indicators

Alphabet Basic Price Performance Measures

Quick Ratio3.77
Fifty Two Week Low970.11
Target High Price1,420.00
Fifty Two Week High1,273.89
Target Low Price1,240.00
Please also check Risk vs Return Analysis. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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