Digirad Alpha and Beta Analysis

Digirad Corporation -- USA Stock  

USD 2.67  0.005  0.19%

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
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Digirad Market Premiums

α (average alpha)=1.19    β (beta)=0.65    
30 days against DJI
Risk Adjusted Performance  0.0963Jensen Alpha  0.9375Total Risk Alpha  (1.93)Sortino Ratio  0.2383Treynor Ratio  (3.13)

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 Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 2.6 with a coefficient of variation of 7.93. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 2.5, and mean deviation of 0.18. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Digirad Corporation Shorts Decreased by 12.49 percent After ...01/17/2018