Alphabet Alpha and Beta Analysis

    Alphabet Inc -- USA Stock  

    USD 1,150  13.85  1.22%

    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)=0.20    β (beta)=0.0208    
    30 days against DJI
    Risk Adjusted Performance  0.2208Jensen Alpha  0.273Total Risk Alpha  0.2602Sortino Ratio  0.1219Treynor Ratio  4.19

    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 Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 1111.34 with a coefficient of variation of 2.53. The daily time series for the period is distributed with a sample standard deviation of 28.25, arithmetic mean of 1115.25, and mean deviation of 23.62. The Stock received some media coverage during the period.
     Price Growth (%)  
    Alphabet Inc Hints At Music Subscription Service For YouTube03/16/2018