Diamond Hill Performance

Diamond Hill Investment Group Inc -- USA Stock  

USD 210.89  2.95  1.42%

Macroaxis gives Diamond Hill performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.1558 which denotes to the fact that as returns on market increase, Diamond Hill returns are expected to increase less than the market. However during bear market, the loss on holding Diamond Hill will be expected to be smaller as well.. Even though it is essential to pay attention to Diamond Hill Investment historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Diamond Hill Investment Group Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Diamond Hill Investment has expected return of -0.134%. Please be advised to confirm Diamond Hill Investment Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Diamond Hill Investment past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Diamond Hill Investment Relative Risk vs. Return Landscape

If you would invest  21,414  in Diamond Hill Investment Group Inc on January 26, 2018 and sell it today you would lose (620.00)  from holding Diamond Hill Investment Group Inc or give up 2.9% of portfolio value over 30 days. Diamond Hill Investment Group Inc is currenly does not generate positive expected returns and assumes 1.6479% risk (volatility on return distribution) over the 30 days horizon. In different words, 15% of equities are less volatile than Diamond Hill Investment Group Inc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Diamond Hill Investment Group Inc is expected to generate 0.93 times more return on investment than the market. However, the company is 1.08 times less risky than the market. It trades about -0.08 of its potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of risk.

Operating Margin

Diamond Hill Investment Operating Margin
Based on recorded statements Diamond Hill Investment Group Inc has Operating Margin of 46.22%. This is 91.23% higher than that of the Financial sector, and significantly higher than that of Trading industry, The Operating Margin for all stocks is 523.65% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Diamond Hill Daily Price Distribution

The median price of Diamond Hill for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 210.36 with a coefficient of variation of 2.45. The daily time series for the period is distributed with a sample standard deviation of 5.09, arithmetic mean of 207.81, and mean deviation of 4.5. The Stock received some media coverage during the period.
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Risk-Adjusted Performance

Over the last 30 days Diamond Hill Investment Group Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Diamond Hill Sharpe Ratio = -0.0813
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Estimated Market Risk

 1.65
  actual daily
 
 85 %
of total potential
  

Expected Return

 -0.13
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.08
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Diamond Hill is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Diamond Hill by adding it to a well-diversified portfolio.

Dividends

Diamond Hill Investment Dividends Analysis
Check Diamond Hill Investment dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends