Alphabet Total Risk Alpha
| GOGL34 Stock | | | BRL 126.11 -0.80 -0.63% |
Technical inputs supporting the Total Risk Alpha indicator for Alphabet are shown here. Coverage differences may occur across instruments and market segments. Alphabet has a market cap of 6.23 T, operating margin of 26.46%, current ratio of 2.81. For allocation context, review
Risk vs Return Analysis. Including Alphabet in a portfolio enables allocation and risk analysis. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Alphabet's company valuation — related indicators include
signals in nation.
Alphabet has current Total Risk Alpha of
-0.05. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.05 | |
| ER[a] | = | Expected return on investing in Alphabet |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Alphabet |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Alphabet is rated
fifth in total risk alpha among leading competitors. It is rated
below average in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Alphabet to Peers
Other Technical Indicators