DHX Media Alpha and Beta Analysis

DHX Media Ltd -- USA Stock  

USD 3.8  0.25  7.04%

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

DHX Media Market Premiums

α (average alpha)=1.83    β (beta)=0.71    
30 days against DJI
Risk Adjusted Performance  (0.098723)Jensen Alpha  (1.08)Total Risk Alpha  (4.46)Sortino Ratio  0.0Treynor Ratio  0.3139

DHX Media expected buy-and-hold returns


DHX Media 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

DHX Media Return and Market Media

The median price of DHX Media for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 4.0 with a coefficient of variation of 14.25. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 4.26, and mean deviation of 0.49. The Stock received some media coverage during the period.
Price Growth (%)  
DHX Flat on Markets Following Amazon Hookup10/12/2017