Alphabet Alpha and Beta Analysis

Alphabet Inc -- USA Stock  

USD 1,122  16.74  1.51%

This module allows you to check different measures of market premium for Alphabet Inc 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
Run Premiums

Alphabet Market Premiums

α (average alpha)=0.07    β (beta)=1.39    
30 days against DJI
Risk Adjusted Performance  0.1723Jensen Alpha  0.0478Total Risk Alpha  (0.13)Sortino Ratio  0.2731Treynor Ratio  0.2629

Alphabet expected buy-and-hold returns


Alphabet Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Alphabet Return and Market Media

The median price of Alphabet for the period between Sun, Dec 17, 2017 and Tue, Jan 16, 2018 is 1065.0 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 24.93, arithmetic mean of 1073.24, and mean deviation of 21.15. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)