Dover Downs Alpha and Beta Analysis

Dover Downs Gaming Entertainment Inc -- USA Stock  

USD 0.95  0.005  0.52%

This module allows you to check different measures of market premium for Dover Downs Gaming Entertainment Inc as well as systematic risk associated with investing in Dover Downs over a specified time horizon. Additionally see Dover Downs Backtesting, Dover Downs Valuation, Dover Downs Correlation, Dover Downs Hype Analysis, Dover Downs Volatility, Dover Downs History and analyze Dover Downs Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Dover Downs Market Premiums

α (average alpha)=0.09    β (beta)=0.16    
30 days against DJI
Risk Adjusted Performance  0.0192Jensen Alpha  0.2533Total Risk Alpha  (1.58)Sortino Ratio  (0.056293)Treynor Ratio  (0.077078)

Dover Downs expected buy-and-hold returns


Dover Downs Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Dover Downs Return and Market Media

The median price of Dover Downs for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 1.01 with a coefficient of variation of 2.61. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 1.0, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)