Alphabet Performance

    Alphabet Inc -- USA Stock  

    USD 1,149  13.76  1.21%

    On a scale of 0 to 100 Alphabet holds performance score of 9. The firm shows Beta (market volatility) of 0.2196 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.. Although it is extremely important to respect Alphabet Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Alphabet Inc technical indicators you can presently evaluate if the expected return of 0.2089% will be sustainable into the future. Please makes use of Alphabet Inc Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to make a quick decision on weather Alphabet price patterns will revert.
     Time Horizon     30 Days    Login   to change

    Alphabet Inc Relative Risk vs. Return Landscape

    If you would invest  108,952  in Alphabet Inc on February 15, 2018 and sell it today you would earn a total of  4,621  from holding Alphabet Inc or generate 4.24% return on investment over 30 days. Alphabet Inc is currenly generating 0.2089% of daily expected returns and assumes 1.5124% risk (volatility on return distribution) over the 30 days horizon. In different words, 14% of equities are less volatile than Alphabet Inc and 97% 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 Inc is expected to generate 1.58 times more return on investment than the market. However, the company is 1.58 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

    Operating Margin

    Alphabet Inc Operating Margin
    Based on recorded statements Alphabet Inc has Operating Margin of 26.05%. This is 193.84% lower than that of the Technology sector, and significantly higher than that of Search Cloud And Integrated IT Services industry, The Operating Margin for all stocks is 338.77% lower than the firm.
    A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

    Alphabet Daily Price Distribution

    The median price of Alphabet for the period between Thu, Feb 15, 2018 and Sat, Mar 17, 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.

    Risk-Adjusted Performance

    Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet Inc are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

    One Month Efficiency

    Alphabet Sharpe Ratio = 0.1382
    Good Returns
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    Small ReturnsGOOG
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    Estimated Market Risk

      actual daily
     87 %
    of total potential

    Expected Return

      actual daily
     4 %
    of total potential

    Risk-Adjusted Return

      actual daily
     9 %
    of total potential
    Based on monthly moving average Alphabet is performing at about 9% 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.