Alphabet Performance

GOOG -- USA Stock  

USD 1,085  3.42  0.31%

The firm shows Beta (market volatility) of 0.7987 which signifies that as returns on market increase, Alphabet returns are expected to increase less than the market. However during bear market, the loss on holding Alphabet will be expected to be smaller as well. 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-one different technical indicators which can help you to evaluate its performance. Alphabet has expected return of -0.2905%. Please be advised to confirm Alphabet Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Alphabet past performance will be repeated at some point in the near future.
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Risk-Adjusted Performance

Over the last 30 days Alphabet has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Stock's fundamental drivers remain rather sound which may send shares a bit higher in July 2019. The ongoing tumult may also be a sign of longer-term up-swing for the firm shareholders.
Quick Ratio3.80
Fifty Two Week Low970.11
Target High Price1,420.00
Fifty Two Week High1,289.27
Target Low Price1,250.00
Horizon     30 Days    Login   to change

Alphabet Relative Risk vs. Return Landscape

If you would invest  123,634  in Alphabet on May 17, 2019 and sell it today you would lose (15,099)  from holding Alphabet or give up 12.21% of portfolio value over 30 days. Alphabet is currently does not generate positive expected returns and assumes 1.9548% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Alphabet and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Alphabet is expected to under-perform the market. In addition to that, the company is 2.53 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of volatility.

Alphabet Market Risk Analysis

Sharpe Ratio = -0.1486
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Alphabet Relative Performance Indicators

Estimated Market Risk
 1.95
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 -0.29
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.15
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Alphabet is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alphabet by adding it to a well-diversified portfolio.

Alphabet Alerts

Equity Alerts and Improvement Suggestions

Alphabet generates negative expected return over the last 30 days
About 70.0% of the company shares are owned by institutional investors
Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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