Digirad Alpha and Beta Analysis Overview

DRAD -- USA Stock  

USD 1.90  0.0252  1.34%

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

α0.60β2.93
30 days against DJI
Risk Adjusted Performance  

0.1157

Jensen Alpha  

0.6864

Total Risk Alpha  

0.691

Sortino Ratio  

0.306

Treynor Ratio  

0.2252

Digirad expected buy-and-hold returns

Digirad Market Price Analysis

Digirad Return and Market Media

The median price of Digirad for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 1.7 with a coefficient of variation of 6.06. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 1.72, and mean deviation of 0.09. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Dunkin Brands Group Stock Rating Kept by Morgan Stanley The ...07/27/2018
2
Bp Plc Has Trimmed Facebook A Stake Digirad Has 1.07 Sentime...07/31/2018
3
Purchase by Jeffrey Eberwein of 5000 shares of Digirad08/07/2018
4
Digirad to pay 0.06 on Aug 30, 2018 Equitec Specialists Has ...08/14/2018

Upcoming Events

Digirad Upcoming Company Events
Upcoming Quarterly ReportMay 5, 2017
Next Earnings ReportJuly 27, 2017

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Additionally see Digirad Backtesting, Digirad Valuation, Digirad Correlation, Digirad Hype Analysis, Digirad Volatility, Digirad History and analyze Digirad Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.