Alphabet Stock Alpha and Beta Analysis


USD 96.98  2.50  2.51%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alphabet Inc Class. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alphabet Inc over a specified time horizon. Remember, high Alphabet Inc's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Alphabet Inc Backtesting, Alphabet Inc Valuation, Alphabet Inc Correlation, Alphabet Inc Hype Analysis, Alphabet Inc Volatility, Alphabet Inc History and analyze Alphabet Inc Performance.
Please note that although Alphabet Inc alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Alphabet Inc did 0.21  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Alphabet Inc Class stock's relative risk over its benchmark. Alphabet Class has a beta of 1.25  . Let's try to break down what Alphabet's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alphabet Inc will likely underperform.
Alphabet Inc Enterprise Value over EBIT is relatively stable at the moment as compared to the past year. The company's current value of Enterprise Value over EBIT is estimated at 23.63. Enterprise Value over EBITDA is expected to hike to 19.98 this year, although Price to Book Value will most likely fall to 6.62.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

2.08 Trillion

Alphabet Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alphabet Inc market risk premium is the additional return an investor will receive from holding Alphabet Inc long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Alphabet Inc. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Alphabet Inc's performance over market.
α-0.21   β1.25
90 days against NYA

Alphabet Inc expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Alphabet Inc's Buy-and-hold return. Our buy-and-hold chart shows how Alphabet Inc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Alphabet Inc Market Price Analysis

Market price analysis indicators help investors to evaluate how Alphabet Inc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alphabet Inc shares will generate the highest return on investment. By understating and applying Alphabet Inc stock market price indicators, traders can identify Alphabet Inc position entry and exit signals to maximize returns.

Alphabet Inc Return and Market Media

The median price of Alphabet Inc for the period between Wed, Sep 7, 2022 and Tue, Dec 6, 2022 is 98.74 with a coefficient of variation of 5.75. The daily time series for the period is distributed with a sample standard deviation of 5.68, arithmetic mean of 98.78, and mean deviation of 4.07. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Alphabet Inc. Cl A stock rises Wednesday, outperforms market...09/14/2022
Conversion by Schindler Philipp of 6635 shares of Alphabet09/27/2022
Alphabet exotic insider transaction detected09/28/2022
EPS Estimate09/30/2022
Sale by Walker John Kent of 34809 shares of Alphabet10/03/2022
Alphabet exotic insider transaction detected10/04/2022
Alphabet exotic insider transaction detected10/06/2022
Google Stock My Favorite Contrarian Bet In This Uncertain Ma...10/11/2022
Meta, Alphabet, Pinterest shares shudder on Snap warning - Y...10/20/2022
EPS Reported10/25/2022
3 Reasons to Buy Alphabet Stock After Its Latest Price Drop ...11/03/2022
Is Alphabet Still a Worthy Long-Term Investment - Yahoo Fina...11/09/2022
Billionaire George Soros Makes a Huge Bet on Alphabet - TheS...11/23/2022
Microsoft Corp. stock rises Wednesday, outperforms market - ...11/30/2022

About Alphabet Inc Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Alphabet or other stocks. Alpha measures the amount that position in Alphabet Class has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2020 2021 2022 (projected)
Calculated Tax Rate16.2516.220.3
Long Term Debt to Equity0.06260.05890.0635

Alphabet Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Alphabet Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alphabet Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alphabet Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alphabet Inc. Please utilize our Beneish M Score to check the likelihood of Alphabet Inc's management manipulating its earnings.
Upcoming Quarterly Report1st of February 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check Alphabet Inc Backtesting, Alphabet Inc Valuation, Alphabet Inc Correlation, Alphabet Inc Hype Analysis, Alphabet Inc Volatility, Alphabet Inc History and analyze Alphabet Inc Performance. Note that the Alphabet Class information on this page should be used as a complementary analysis to other Alphabet Inc's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Alphabet Class price analysis, check to measure Alphabet Inc's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alphabet Inc is operating at the current time. Most of Alphabet Inc's value examination focuses on studying past and present price action to predict the probability of Alphabet Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alphabet Inc's price. Additionally, you may evaluate how the addition of Alphabet Inc to your portfolios can decrease your overall portfolio volatility.
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Alphabet Inc technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Alphabet Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Alphabet Inc trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...