DHX Media Alpha and Beta Analysis

DHX Media Ltd -- USA Stock  

USD 3.10  0.05  1.64%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

DHX Media Market Premiums

α (average alpha)=0.67    β (beta)=0.47    
30 days against DJI
Risk Adjusted Performance  0.15Jensen Alpha  0.53Total Risk Alpha  0.22Sortino Ratio  0.0Treynor Ratio  0.5434

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 Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 3.15 with a coefficient of variation of 5.49. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 3.21, and mean deviation of 0.15. The Stock received some media coverage during the period.
 Price Growth (%)  
Hitchwood Capital Management LP Has Increased Position in Jd...03/16/2018