Alphabet Performance

GOOG -- USA Stock  

USD 1,231  8.26  0.67%

Alphabet has performance score of 6 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.2322 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. Although it is extremely important to respect Alphabet 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 technical indicators you can presently evaluate if the expected return of 0.187% will be sustainable into the future. Alphabet right now shows a risk of 1.8177%. Please confirm Alphabet Treynor Ratio as well as the relationship between Downside Variance and Kurtosis to decide if Alphabet will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Alphabet are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days. In spite of rather weak fundamental drivers, Alphabet may actually be approaching a critical reversion point that can send shares even higher in October 2019.
Quick Ratio3.85
Fifty Two Week Low970.11
Target High Price1,425.00
Fifty Two Week High1,289.27
Target Low Price1,350.00
Horizon     30 Days    Login   to change

Alphabet Relative Risk vs. Return Landscape

If you would invest  110,360  in Alphabet on August 17, 2019 and sell it today you would earn a total of  12,770  from holding Alphabet or generate 11.57% return on investment over 30 days. Alphabet is currently generating 0.187% of daily expected returns and assumes 1.8177% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% of equities are less volatile than Alphabet 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 is expected to generate 2.0 times more return on investment than the market. However, the company is 2.0 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Alphabet Market Risk Analysis

Sharpe Ratio = 0.1029
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Alphabet Relative Performance Indicators

Estimated Market Risk
 1.82
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.19
  actual daily
 
 3 %
of total potential
 
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Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
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Based on monthly moving average Alphabet is performing at about 6% 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

About 70.0% of the company shares are owned by institutional investors
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Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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