Alphabet Performance

Alphabet has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6002 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.. 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 0.0925% will be sustainable into the future. Alphabet Inc right now shows risk of 0.7386%. Please confirm Alphabet Inc Downside Variance, and the relationship between Treynor Ratio and Kurtosis to decide if Alphabet Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  79,420  in Alphabet Inc on December 17, 2016 and sell it today you would earn a total of  1,368  from holding Alphabet Inc or generate 1.72% return on investment over 30 days. Alphabet Inc is currenly generating 0.0925% of daily expected returns and assumes 0.7386% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Alphabet Inc and 98% 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 1.8 times more return on investment than the market. However, the company is 1.8 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The NYSE is currently generating roughly 0.11 per unit of risk.

Operating Margin
Alphabet Inc Operating Margin
Based on recorded statements Alphabet Inc has Operating Margin of 26.25%. This is 194.56% lower than that of the Technology sector, and 160.34% lower than that of Internet Information Providers industry, The Operating Margin for all stocks is 340.6% 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 Sat, Dec 17, 2016 and Mon, Jan 16, 2017 is 794.56 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 9.34, arithmetic mean of 794.83, and mean deviation of 7.17. 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 8 (%) of all global equities and portfolios over the last 30 days.
One Month Efficiency
Alphabet Sharpe Ratio = 0.1252
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Estimated Market Risk

 0.74
  actual daily
 
 93 %
of total potential
 
Market Risk score

Expected Return

 0.09
  actual daily
 
 2 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.13
  actual daily
 
 8 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average Alphabet is performing at about 8% 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.