DreamWorks Animation Alpha and Beta Analysis

DreamWorks Animation SKG Inc -- USA Stock  

USD 40.97  0.01  0.02%

This module allows you to check different measures of market premium for DreamWorks Animation SKG Inc as well as systematic risk associated with investing in DreamWorks Animation over a specified time horizon. Additionally see Investing Opportunities.
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

DreamWorks Animation Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  (0.040508)Jensen Alpha  (0.014217)Total Risk Alpha  (0.042166)Sortino Ratio  0.0Treynor Ratio  (0.75)

DreamWorks Animation Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare DreamWorks Animation to competition
FundamentalsDreamWorks AnimationPeer Average
Return On Asset(0.03) % (15.64) %
Profit Margin(0.06) % (5.5) %
Operating Margin10.51 % (10.91) %
Current Valuation2.52 B152.14 B
Shares Outstanding85.84 M1.43 B
Shares Owned by Insiders2.83 % 6.91 %
Shares Owned by Institutions108.7 % 18.37 %
   

DreamWorks Animation Opportunities

DreamWorks Animation Return and Market Media

The median price of DreamWorks Animation for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 40.98 with a coefficient of variation of 0.05. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 40.98, and mean deviation of 0.02. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline