DreamWorks Animation Alpha and Beta Analysis

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.
 Time Horizon     30 Days    Login   to change
Run Premiums

DreamWorks Animation Market Premiums

α (average alpha)=0.00    β (beta)=0.00    
30 days against DJI
Risk Adjusted Performance  0.37Jensen Alpha  0.011695Total Risk Alpha  0.00775Sortino Ratio  0.0Treynor Ratio  3.30

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) % (5.50) %
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 Institutions108.70 % 18.37 %

DreamWorks Animation Opportunities

DreamWorks Animation Return and Market Media

The median price of DreamWorks Animation for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 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 (%)