Alphabet Performance

On a scale of 0 to 100 Alphabet holds performance score of 23. The firm shows Beta (market volatility) of -0.1226 which signifies that as returns on market increase, returns on owning Alphabet are expected to decrease at a much smaller rate. During bear market, Alphabet is likely to outperform the market.. Although it is extremely important to respect Alphabet Inc historical returns, it is beter to be realistic about what you can do with the information about equity current trading 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 0.242% will be sustainable into the future. Please makes use of Alphabet Inc Semi Variance, and the relationship between Maximum Drawdown and Accumulation Distribution to make a quick decision on weather Alphabet price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  83,141  in Alphabet Inc on March 29, 2017 and sell it today you would earn a total of  4,284  from holding Alphabet Inc or generate 5.15% return on investment over 30 days. Alphabet Inc is currenly generating 0.242% of daily expected returns and assumes 0.7217% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Alphabet Inc and 95% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
Benchmark  Embed    Risk (%) 
Given the investment horizon of 30 days, Alphabet Inc is expected to generate 1.43 times more return on investment than the market. However, the company is 1.43 times more volatile than its market benchmark. It trades about 0.34 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.07 per unit of risk.

Operating Margin

Alphabet Inc Operating Margin
Based on recorded statements Alphabet Inc has Operating Margin of 26.25%. This is much higher than that of the IT sector, and significantly higher than that of Search Cloud And Integrated IT Services industry, The Operating Margin for all stocks is over 1000% 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 Wed, Mar 29, 2017 and Fri, Apr 28, 2017 is 834.57 with a coefficient of variation of 1.99. The daily time series for the period is distributed with a sample standard deviation of 16.68, arithmetic mean of 838.38, and mean deviation of 12.33. 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 23 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Alphabet Sharpe Ratio = 0.3353
Good Returns
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Estimated Market Risk

  actual daily
 93 %
of total potential
Market Risk score

Expected Return

  actual daily
 5 %
of total potential
Expected Return score

Risk-Adjusted Return

  actual daily
 23 %
of total potential
Risk-Adjusted Return score
Based on monthly moving average Alphabet is performing at about 23% 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.