Digirad Alpha and Beta Analysis

Digirad Corporation -- USA Stock  

USD 2.3  0.05  2.13%

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

Digirad Market Premiums

α (average alpha)=0.41    β (beta)=5.7    
30 days against DJI
Risk Adjusted Performance  (0.072611)Jensen Alpha  (0.51)Total Risk Alpha  (4.86)Sortino Ratio  0.0Treynor Ratio  0.2764

Digirad expected buy-and-hold returns

   

Digirad 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

Digirad Return and Market Media

The median price of Digirad for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 2.75 with a coefficient of variation of 15.66. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 2.9, and mean deviation of 0.43. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Could Digirad Corporation Change Direction After This Wedge ...10/20/2017