Diamond Hill Risk Analysis And Volatility Evaluation

DHIL -- USA Stock  

USD 195.16  2.02  1.05%

Our philosophy in predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Diamond Hill Investment Group which you can use to evaluate future volatility of the firm. Please confirm Diamond Hill Investment to check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Diamond Hill Investment Technical Analysis

Transformation
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Projected Return Density Against Market

Given the investment horizon of 30 days, Diamond Hill has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Diamond Hill are completely uncorrelated. Furthermore, Diamond Hill Investment GroupIt does not look like Diamond Hill alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Diamond Hill Investment Group inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Diamond Hill Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 9.223372036854776E16 times more volatile than Diamond Hill Investment Group. 0% of all equities and portfolios are less risky than Diamond Hill. Compared to the overall equity markets, volatility of historical daily returns of Diamond Hill Investment Group is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Diamond Hill Current Risk Indicators

Additionally see Investing Opportunities. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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