With this equity back-testing module your can estimate the performance of a buy and hold strategy of Alphabet and determine expected loss or profit from investing in Alphabet over given investment horizon. Please also check Alphabet Hype Analysis, Alphabet Correlation, Alphabet Valuation, Alphabet Volatility as well as analyze Alphabet Alpha and Beta and Alphabet Performance.
|Horizon||30 Days Login to change|
Alphabet 'What if' Analysis
October 15, 20180.00
December 14, 20180.00
If you would invest 0.00 in Alphabet on October 15, 2018 and sell it all today you would earn a total of 0.00 from holding Alphabet or generate 0.0% return on investment in Alphabet over 60 days. Alphabet is related to or competes with CA, Workday, Xunlei, Teradata, Unisys, VMware, and Alphabet. Alphabet Inc., through its subsidiaries, provides online advertising services in the United States and internationally
Alphabet Upside/Downside Indicators
Alphabet Market Premium Indicators
Alphabet Backtested Returns
Macroaxis considers Alphabet to be not too risky. Alphabet secures Sharpe Ratio (or Efficiency) of -0.0364 which signifies that Alphabet had -0.0364% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Alphabet exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alphabet Risk Adjusted Performance of
(0.001465) and Mean Deviation of 1.78 to double-check risk estimate we provide. Macroaxis gives Alphabet performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.4705 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Alphabet will likely underperform.. Even though it is essential to pay attention to Alphabet historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alphabet exposes twenty-eight different technical indicators which can help you to evaluate its performance. Alphabet has expected return of -0.0834%. Please be advised to confirm Alphabet Downside Variance, and the relationship between Treynor Ratio and Kurtosis to decide if Alphabet past performance will be repeated at some point in the near future.
|15 days auto-correlation||(0.32)|
|Spearman Rank Test||0.02|
Alphabet lagged returns against current returns
Current and Lagged Values
Alphabet regressed lagged prices vs. current prices
Current vs Lagged Prices
Alphabet Lagged Returns
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
|All Next||Launch Global Markets Map|
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Alphabet Hype Analysis, Alphabet Correlation, Alphabet Valuation, Alphabet Volatility as well as analyze Alphabet Alpha and Beta and Alphabet Performance. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.