Alphabet's market value is the price at which a share of Alphabet trades on a public exchange. It measures the collective expectations of Alphabet Class A investors about its performance. Alphabet is selling for under 194.75 as of the 10th of January 2025; that is 0.08% up since the beginning of the trading day. The stock's lowest day price was 192.5. With this module, you can estimate the performance of a buy and hold strategy of Alphabet Class A and determine expected loss or profit from investing in Alphabet over a given investment horizon. Check out Alphabet Correlation, Alphabet Volatility and Alphabet Alpha and Beta module to complement your research on Alphabet.
Please note, there is a significant difference between Alphabet's value and its price as these two are different measures arrived at by different means. Investors typically determine if Alphabet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alphabet's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Alphabet 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alphabet's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alphabet.
0.00
01/21/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/10/2025
0.00
If you would invest 0.00 in Alphabet on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding Alphabet Class A or generate 0.0% return on investment in Alphabet over 720 days. Alphabet is related to or competes with Batm Advanced, McEwen Mining, Aeorema Communications, Mobilezone Holding, and Bisichi Mining. Alphabet is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Alphabet Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alphabet's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alphabet Class A upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphabet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alphabet's standard deviation. In reality, there are many statistical measures that can use Alphabet historical prices to predict the future Alphabet's volatility.
Alphabet appears to be very steady, given 3 months investment horizon. Alphabet Class A secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Alphabet Class A, which you can use to evaluate the volatility of the firm. Please makes use of Alphabet's Risk Adjusted Performance of 0.1048, mean deviation of 1.57, and Downside Deviation of 1.96 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alphabet holds a performance score of 10. The firm shows a Beta (market volatility) of -0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Alphabet are expected to decrease at a much lower rate. During the bear market, Alphabet is likely to outperform the market. Please check Alphabet's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Alphabet's price patterns will revert.
Auto-correlation
0.72
Good predictability
Alphabet Class A has good predictability. Overlapping area represents the amount of predictability between Alphabet time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alphabet Class A price movement. The serial correlation of 0.72 indicates that around 72.0% of current Alphabet price fluctuation can be explain by its past prices.
Correlation Coefficient
0.72
Spearman Rank Test
0.62
Residual Average
0.0
Price Variance
235.18
Alphabet Class A lagged returns against current returns
Autocorrelation, which is Alphabet stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Alphabet's stock expected returns. We can calculate the autocorrelation of Alphabet returns to help us make a trade decision. For example, suppose you find that Alphabet has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Alphabet regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Alphabet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alphabet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alphabet stock over time.
Current vs Lagged Prices
Timeline
Alphabet Lagged Returns
When evaluating Alphabet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alphabet stock have on its future price. Alphabet autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Alphabet autocorrelation shows the relationship between Alphabet stock current value and its past values and can show if there is a momentum factor associated with investing in Alphabet Class A.
Regressed Prices
Timeline
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Alphabet's 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 the 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.