|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
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 (%)
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.