ALPHABET INC Performance
| 02079KAF4 | 57.29 1.18 2.10% |
The bond shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ALPHABET's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALPHABET is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in ALPHABET INC are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, ALPHABET is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
ALPHABET |
ALPHABET Relative Risk vs. Return Landscape
If you would invest 5,927 in ALPHABET INC on November 28, 2024 and sell it today you would earn a total of 211.00 from holding ALPHABET INC or generate 3.56% return on investment over 90 days. ALPHABET INC is generating 0.066% of daily returns and assumes 1.2649% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than ALPHABET, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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ALPHABET Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALPHABET's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as ALPHABET INC, and traders can use it to determine the average amount a ALPHABET's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0522
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| Cash | 02079KAF4 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.26 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average ALPHABET is performing at about 4% 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.
About ALPHABET Performance
By analyzing ALPHABET's fundamental ratios, stakeholders can gain valuable insights into ALPHABET's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALPHABET has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ALPHABET has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.