Diamond Hill Performance

Diamond Hill Investment Group Inc -- USA Stock  

USD 207.8  1.05  0.5%

Diamond Hill has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0989 which denotes to the fact that as returns on market increase, returns on owning Diamond Hill are expected to decrease at a much smaller rate. During bear market, Diamond Hill is likely to outperform the market.. 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 patterns. 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 0.0677% will be sustainable into the future. Diamond Hill Investment right now shows a risk of 0.8096%. Please confirm Diamond Hill Investment Information Ratio, and the relationship between Downside Deviation and Value At Risk to decide if Diamond Hill Investment will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Diamond Hill Investment Relative Risk vs. Return Landscape

If you would invest  20,487  in Diamond Hill Investment Group Inc on November 15, 2017 and sell it today you would earn a total of  293  from holding Diamond Hill Investment Group Inc or generate 1.43% return on investment over 30 days. Diamond Hill Investment Group Inc is currenly generating 0.0677% of daily expected returns and assumes 0.8096% 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 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 3.5 times less return on investment than the market. In addition to that, the company is 1.71 times more volatile than its market benchmark. It trades about 0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

Diamond Hill Daily Price Distribution

The median price of Diamond Hill for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 210.37 with a coefficient of variation of 1.43. The daily time series for the period is distributed with a sample standard deviation of 3.01, arithmetic mean of 210.18, and mean deviation of 2.37. The Stock received some media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Diamond Hill Investment Group Inc are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Diamond Hill Sharpe Ratio = 0.0836
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashDHILAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 0.81
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.07
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Diamond Hill is performing at about 5% 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