Alphabet Performance

Macroaxis gives Alphabet performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.8428 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.. Even though it is essential to pay attention to Alphabet Inc historical returns, it is always good to be careful when utilizing equity current trading 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 Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Alphabet Inc has expected return of -0.0671%. Please be advised to confirm Alphabet Inc Downside Variance, and the relationship between Treynor Ratio and Kurtosis to decide if Alphabet Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  83,076  in Alphabet Inc on February 22, 2017 and sell it today you would lose (1,318)  from holding Alphabet Inc or give up 1.59% of portfolio value over 30 days. Alphabet Inc is currenly does not generate positive expected returns and assumes 0.7068% risk (volatility on return distribution) over the 30 days horizon. In different words, 6% of equities are less volatile than Alphabet Inc and 99% 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 (%) 

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, Feb 22, 2017 and Fri, Mar 24, 2017 is 831.91 with a coefficient of variation of 1.12. The daily time series for the period is distributed with a sample standard deviation of 9.32, arithmetic mean of 835.48, and mean deviation of 7.8. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Alphabet Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
One Month Efficiency
Alphabet Sharpe Ratio = -0.095
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Estimated Market Risk

 0.71
  actual daily
 
 94 %
of total potential
 
Market Risk score

Expected Return

 -0.07
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.09
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
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.