ALPHABET INC Performance
| 02079KAF4 | 55.15 2.30 4.00% |
The bond shows a Beta (market volatility) of -0.45, 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.
Risk-Adjusted Performance
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Over the last 90 days ALPHABET INC has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ALPHABET is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
ALPHABET |
ALPHABET Relative Risk vs. Return Landscape
If you would invest 6,193 in ALPHABET INC on August 24, 2024 and sell it today you would earn a total of 10.00 from holding ALPHABET INC or generate 0.16% return on investment over 90 days. ALPHABET INC is generating 0.0188% of daily returns and assumes 1.8692% volatility on return distribution over the 90 days horizon. Simply put, 16% 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 |
| Risk |
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 = 0.0101
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| Negative Returns | 02079KAF4 |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ALPHABET is not performing at its full potential. However, 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 ALPHABET 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.