|Diamond Hill Investment Group Inc -- USA Stock|| |
USD 208.99 0.79 0.38%
Diamond Hill has performance score of 14 on a scale of 0 to 100. The firm shows Beta (market volatility) of -1.2261 which denotes to the fact that as returns on market increase, returns on owning Diamond Hill are expected to decrease by larger amounts. On the other hand, during market turmoil, Diamond Hill is expected to significantly outperform it.. Although it is extremely important to respect Diamond Hill Investment
historical returns, it is better to be realistic regarding the information on equity current trending patternss. The philosophy in predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators
. By reviewing Diamond Hill Investment technical indicators
you can presently evaluate if the expected return of 0.1704% will be sustainable into the future. Diamond Hill Investment
right now shows a risk of 0.8104%. Please confirm Diamond Hill Investment Value At Risk
, Daily Balance Of Power
and the relationship
between Total Risk Alpha
and Expected Short fall
to decide if Diamond Hill Investment will be following its price patterns
Relative Risk vs. Return Landscape
If you would invest 20,187
in Diamond Hill Investment Group Inc on September 20, 2017
and sell it today you would earn a total of 791
from holding Diamond Hill Investment Group Inc or generate 3.92%
return on investment over 30
days. Diamond Hill Investment Group Inc is currenly generating 0.1704% of daily expected returns and assumes 0.8104% risk (volatility on return distribution) over the 30 days horizon. In different words, 7% of equities are less volatile than Diamond Hill Investment Group Inc and 97% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
Daily Expected Return (%)
Given the investment horizon of 30 days, Diamond Hill Investment Group Inc is expected to generate 3.44 times more return on investment than the market. However, the company is 3.44 times more volatile than its market benchmark. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.
Diamond Hill Daily Price Distribution
The median price of Diamond Hill for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 212.59 with a coefficient of variation of 1.91. The daily time series for the period is distributed with a sample standard deviation of 4.03, arithmetic mean of 210.89, and mean deviation of 3.1. The Stock received some media coverage during the period.