Alphabet Stock Alpha and Beta Analysis


USD 97.50  0.67  0.68%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alphabet Cl 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.
Please check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance.
Please note that although Alphabet alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Alphabet did 0.06  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Alphabet Cl A stock's relative risk over its benchmark. Alphabet Cl A has a beta of 1.63  . Let's try to break down what Alphabet's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Alphabet will likely underperform.
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 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-0.06   β1.63
90 days against DJI

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 Wed, Jun 29, 2022 and Tue, Sep 27, 2022 is 113.06 with a coefficient of variation of 5.35. The daily time series for the period is distributed with a sample standard deviation of 5.99, arithmetic mean of 111.89, and mean deviation of 4.85. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
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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 Cl 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.

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.
Upcoming Quarterly Report1st of February 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check Alphabet Backtesting, Alphabet Valuation, Alphabet Correlation, Alphabet Hype Analysis, Alphabet Volatility, Alphabet History and analyze Alphabet Performance. Note that the Alphabet Cl 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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

Complementary Tools for Alphabet Stock analysis

When running Alphabet Cl A 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 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.
A focus of Alphabet technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Alphabet trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...