Diamond Hill Alpha and Beta Analysis

Diamond Hill Investment Group Inc -- USA Stock  

USD 207.8  0.2  0.0962%

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

Diamond Hill Market Premiums

α (average alpha)=0.11    β (beta)=0.39    
30 days against DJI
Risk Adjusted Performance  0.0464Jensen Alpha  0.0954Total Risk Alpha  (0.37)Sortino Ratio  (0.19)Treynor Ratio  (0.47)

Diamond Hill expected buy-and-hold returns


Diamond Hill 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

Diamond Hill Return and Market Media

The median price of Diamond Hill for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 210.37 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 2.82, arithmetic mean of 210.32, and mean deviation of 2.24. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)