NASDAQ:GOOGL Alphabet Inc – Class A stock

NASDAQ:GOOGL – Alphabet Inc – Class A data analysis summary on 10-09-2021:

  • Last closing quote is 2817.52 USD
  • Last daily return is -1.86% (-53.30 USD in absolute)
  • Last year return is 84.63%
  • Last year historical 1% Value at Risk is -3.85%

NASDAQ:GOOGL – Alphabet Inc – Class A informations :

NASDAQ:GOOGL – Alphabet Inc – Class A refers to :

NASDAQ:GOOGL 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 2.97% 38.37%* 84.63% 133.68%
15 days moving average returns 5.87% 39.04% 78.32% 139.95%
45 days moving average returns 6.76% 38.69% 76.07% 130.77%

Notes :

  • Reading example: NASDAQ:GOOGL stock closing price has increased of 38.37%* over the last 6 months
  • Returns are not annualized

NASDAQ:GOOGL stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -3.85% -5.42%
5% -2.35%(a) -2.98%
10% -1.51% -1.85%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.25%(b) 0.19%
Volatility
(standard deviation)
1.61%(c) 1.97%
Value at Risk 1% -3.50% -4.40%
5% -2.40%(d) -3.06%
10% -1.81% -2.34%

Notes:

  • Reading example: Using historical NASDAQ:GOOGL stock data closing price daily returns over last year, the 5% worst returns are less than -2.35%(a). Also, if we assume that historical NASDAQ:GOOGL stock returns price over last year follows a normal distribution of mean 0.25%(b) and standard deviation 1.61%(c), the 5% worst returns are less than -2.40%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud