Alphabet Performance

GOOG -- USA Stock  

USD 1,037  32.15  3.01%

Macroaxis gives Alphabet performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.4051 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-one different technical indicators which can help you to evaluate its performance. Alphabet has expected return of -0.0709%. 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.
Horizon     30 Days    Login   to change

Alphabet Relative Risk vs. Return Landscape

If you would invest  107,932  in Alphabet on November 10, 2018 and sell it today you would lose (4,274)  from holding Alphabet or give up 3.96% of portfolio value over 30 days. Alphabet is currently does not generate positive expected returns and assumes 2.3738% risk (volatility on return distribution) over the 30 days horizon. In different words, 21% 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 1.82 times more volatile than its market benchmark. It trades about -0.03 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 = -0.0299
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Alphabet Relative Performance Indicators

Estimated Market Risk
 2.37
  actual daily
 
 21 %
of total potential
 
21
Expected Return
 -0.07
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.03
  actual daily
 
 0 %
of total potential
 
0
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 Performance Rating

Alphabet Risk Adjusted Performance Analysis

0

Risk-Adjusted Performance

Over the last 30 days Alphabet has generated negative risk-adjusted returns adding no value to investors with long positions.

Alphabet Alerts

Equity Alerts and Improvement Suggestions

Alphabet generates negative expected return over the last 30 days
Alphabet has high likelihood to experience some financial distress in the next 2 years
About 70.0% of the company shares are owned by institutional investors

Alphabet Performance Indicators

Alphabet Basic Price Performance Measures

Quick Ratio3.98
Fifty Two Week Low980.64
Target High Price1,400.00
Fifty Two Week High1,273.89
Target Low Price1,240.00
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