Alphabet Inc Class A Stock Alpha and Beta Analysis
| GOOGL Stock | USD 167.24 0.62 0.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alphabet Inc Class A. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alphabet over a specified time horizon. Remember, high Alphabet's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Alphabet's market risk premium analysis include:
Beta 0.58 | Alpha 0.24 | Risk 2.04 | Sharpe Ratio 0.13 | Expected Return 0.26 |
Alphabet Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Alphabet |
Alphabet Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alphabet market risk premium is the additional return an investor will receive from holding Alphabet long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Alphabet. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Alphabet's performance over market.| α | 0.24 | β | 0.58 |
Alphabet expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Alphabet's Buy-and-hold return. Our buy-and-hold chart shows how Alphabet performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alphabet Market Price Analysis
Market price analysis indicators help investors to evaluate how Alphabet stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alphabet shares will generate the highest return on investment. By understating and applying Alphabet stock market price indicators, traders can identify Alphabet position entry and exit signals to maximize returns.
Alphabet Return and Market Media
The median price of Alphabet for the period between Mon, Feb 5, 2024 and Sun, May 5, 2024 is 147.68 with a coefficient of variation of 6.27. The daily time series for the period is distributed with a sample standard deviation of 9.31, arithmetic mean of 148.51, and mean deviation of 7.72. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Walker John Kent of 97120 shares of Alphabet subject to Rule 16b-3 | 02/09/2024 |
2 | OpenAIs Sam Altman Returns to Board After Probe Clears Him | 03/08/2024 |
3 | Print the Legend | 03/22/2024 |
4 | With the ANZ share price nearing 29 heres a few steps to value it | 04/09/2024 |
5 | Meta Platforms, Alphabet, Wheaton Among Best Stocks To Buy And Watch New Names Added To IBD Stock Lists | 04/18/2024 |
6 | Market Highlights US megacaps up on dip buying ahead of earnings and 5 ASX small caps to watch | 04/22/2024 |
7 | No, Netflix, I will not watch a Jennifer Lopez movie that pretends AI is our friend | 04/24/2024 |
8 | Alphabet Heads List Of 5 Stocks At All-Time High. Whos On The IBD 50, Other Premium Lists | 04/26/2024 |
9 | FTC Alleges Bezos, Jassy Destroyed Text Messages Amid Antitrust Probe | 04/29/2024 |
10 | Yelps new AI assistant can help you find service pros for all your spring projects | 04/30/2024 |
11 | East Side Games Group Announces Date of First Quarter 2024 Financial Results and Webcast | 05/01/2024 |
12 | Developers can automate code compliance while programming, thanks to Drata and oak9 | 05/02/2024 |
About Alphabet Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Alphabet or other stocks. Alpha measures the amount that position in Alphabet Class A has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 57.05 | 51.95 | 56.95 | 43.78 | PTB Ratio | 7.69 | 4.5 | 6.23 | 5.91 |
Alphabet Upcoming Company Events
As portrayed in its financial statements, the presentation of Alphabet's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alphabet's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alphabet's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alphabet. Please utilize our Beneish M Score to check the likelihood of Alphabet's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Alphabet
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Note that the Alphabet Class A information on this page should be used as a complementary analysis to other Alphabet's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Alphabet Stock analysis
When running Alphabet's price analysis, check to measure Alphabet's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alphabet is operating at the current time. Most of Alphabet's value examination focuses on studying past and present price action to predict the probability of Alphabet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alphabet's price. Additionally, you may evaluate how the addition of Alphabet to your portfolios can decrease your overall portfolio volatility.
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Alphabet technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.