Diamond Hill Alpha and Beta Analysis

Diamond Hill Investment Group Inc -- USA Stock  

USD 207.62  2.45  1.17%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Diamond Hill Market Premiums

α (average alpha)=0.14    β (beta)=0.22    
30 days against DJI
Risk Adjusted Performance  0.0393Jensen Alpha  0.0433Total Risk Alpha  0.0692Sortino Ratio  0.0576Treynor Ratio  0.3194

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 Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 208.92 with a coefficient of variation of 1.33. The daily time series for the period is distributed with a sample standard deviation of 2.78, arithmetic mean of 209.13, and mean deviation of 2.09. The Stock received some media coverage during the period.
 Price Growth (%)  
Barr ES Co Holding in Diamond Hill Invt Cl A Increased by 6....03/19/2018