DHX Media Performance

DHX Media Ltd -- USA Stock  

USD 3.1  0.05  1.59%

DHX Media has performance score of 2 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.3789 which denotes to the fact that as returns on market increase, DHX Media returns are expected to increase less than the market. However during bear market, the loss on holding DHX Media will be expected to be smaller as well.. Although it is extremely important to respect DHX Media Ltd historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach towards 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 evaluating DHX Media Ltd technical indicators you can now evaluate if the expected return of 0.0996% will be sustainable into the future. DHX Media Ltd currently shows a risk of 2.2168%. Please confirm DHX Media Ltd Jensen Alpha and Downside Variance to decide if DHX Media Ltd will be following its price patterns.
Investment Horizon     30 Days    Login   to change

DHX Media Ltd Relative Risk vs. Return Landscape

If you would invest  310  in DHX Media Ltd on November 16, 2017 and sell it today you would earn a total of  5  from holding DHX Media Ltd or generate 1.61% return on investment over 30 days. DHX Media Ltd is currenly generating 0.0996% of daily expected returns and assumes 2.2168% risk (volatility on return distribution) over the 30 days horizon. In different words, 20% of equities are less volatile than DHX Media Ltd 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, DHX Media Ltd is expected to generate 2.39 times less return on investment than the market. In addition to that, the company is 4.71 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

DHX Media Daily Price Distribution

The median price of DHX Media for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 3.1 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 3.09, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period.
2 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in DHX Media Ltd are ranked lower than 2 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

DHX Media Sharpe Ratio = 0.0449
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
DHXMHigh
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 2.22
  actual daily
 
 80 %
of total potential
  

Expected Return

 0.1
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.04
  actual daily
 
 2 %
of total potential
  
Based on monthly moving average DHX Media is performing at about 2% 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 DHX Media by adding it to a well-diversified portfolio.

Dividends

DHX Media Ltd Dividends Analysis
Check DHX Media Ltd dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends