Alphabet Alpha and Beta Analysis Overview

GOOG -- USA Stock  

USD 1,152  0.14  0.0122%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Alphabet Market Premiums

α0.38β0.0049
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.3607

Treynor Ratio  

0.0

Alphabet expected buy-and-hold returns

Alphabet Market Price Analysis

Alphabet Return and Market Media

The median price of Alphabet for the period between Fri, May 18, 2018 and Sun, Jun 17, 2018 is 1119.5 with a coefficient of variation of 2.92. The daily time series for the period is distributed with a sample standard deviation of 32.31, arithmetic mean of 1105.1, and mean deviation of 30.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Roku stock gains after Morgan Stanley abandons bearish stanc...05/29/2018
2
GLOBAL MARKETS-US jobs report brightens prospects for stocks...06/01/2018
3
Ive Made a Double-Digit Return From Baidu Stock Whats Stoppi...06/08/2018
4
FANG insiders are on track to sell more than 5 billion of st...06/12/2018
5
US to Co-Host 2026 FIFA World Cup Which Stocks Will Gain06/15/2018

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 Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.