Diamond Hill Alpha and Beta Analysis Overview

DHIL -- USA Stock  

USD 194.00  1.16  0.59%

This module allows you to check different measures of market premium for Diamond Hill Investment Group 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
Symbol
Run Premiums

Diamond Hill Market Premiums

α0.04β0.37
30 days against DJI
Risk Adjusted Performance  

0.044771

Jensen Alpha  

0.042306

Total Risk Alpha  

0.34

Sortino Ratio  

0.0

Treynor Ratio  

0.1453

Diamond Hill expected buy-and-hold returns

Diamond Hill Market Price Analysis

Diamond Hill Return and Market Media

The median price of Diamond Hill for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 195.16 with a coefficient of variation of 1.33. The daily time series for the period is distributed with a sample standard deviation of 2.6, arithmetic mean of 195.18, and mean deviation of 2.1. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Anti-Diamond Hill Investment Group Inc Institutional Investo...07/11/2018
2
Susquehanna International Group Llp Upped Carter Stake Holow...07/17/2018

Current Sentiment - DHIL

Diamond Hill Investment Investor Sentiment
Most of Macroaxis users are currently bullish on Diamond Hill Investment Group. What is your opinion about investing in Diamond Hill Investment Group? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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