NASDAQ:GOOG Alphabet Inc – Class C stock

NASDAQ:GOOG – Alphabet Inc – Class C data analysis summary on 20-07-2021:

  • Last closing quote is 2622.03 USD
  • Last daily return is 1.43% (36.95 USD in absolute)
  • Last year return is 67.46%
  • Last year historical 1% Value at Risk is -4.25%

NASDAQ:GOOG – Alphabet Inc – Class C informations :

NASDAQ:GOOG – Alphabet Inc – Class C refers to :

NASDAQ:GOOG stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 3.67% 38.96%* 67.46% 130.39%
15 days moving average returns 3.79% 46.01% 72.26% 127.87%
45 days moving average returns 4.28% 41.15% 72.41% 125.30%

Notes :

  • Reading example: NASDAQ:GOOG stock closing price has increased of 38.96%* over the last 6 months
  • Returns are not annualized

NASDAQ:GOOG stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -4.25% -5.38%
5% -2.55%(a) -3.09%
10% -1.79% -1.97%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.23%(b) 0.19%
Volatility
(standard deviation)
1.71%(c) 2.03%
Value at Risk 1% -3.74% -4.54%
5% -2.57%(d) -3.15%
10% -1.95% -2.41%

Notes:

  • Reading example: Using historical NASDAQ:GOOG stock data closing price daily returns over last year, the 5% worst returns are less than -2.55%(a). Also, if we assume that historical NASDAQ:GOOG stock returns price over last year follows a normal distribution of mean 0.23%(b) and standard deviation 1.71%(c), the 5% worst returns are less than -2.57%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud