Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,170  1.06  0.09%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.18β0.44
30 days against DJI
Risk Adjusted Performance  

0.038144

Jensen Alpha  

0.19

Total Risk Alpha  

0.37

Sortino Ratio  

0.0

Treynor Ratio  

0.18

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, Aug 20, 2018 and Wed, Sep 19, 2018 is 1177.36 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 28.35, arithmetic mean of 1193.97, and mean deviation of 24.71. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
New US-Mexico Trade Deal Lifts Stocks Investor Sentiment08/28/2018
2
Senate cancels postal service hearing Trumps Amazon crusade ...08/31/2018
3
Facebooks Shrinking Margins Top List of Woes Weighing on Sto...09/06/2018
4
Tech stocks continue comeback09/12/2018

Current Sentiment - GOOG

Alphabet Investor Sentiment

Majority of Macroaxis users are currently bullish on Alphabet. What is your sentiment towards investing in Alphabet? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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