DHX Media Performance

DHX Media Ltd -- USA Stock  

USD 3.95  0.099  2.57%

Macroaxis gives DHX Media performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.9891 which denotes to the fact that DHX Media returns are very sensitive to returns on the market. as market goes up or down, DHX Media is expected to follow.. Even though it is essential to pay attention to DHX Media Ltd historical returns, it is always good to be careful when utilizing equity current trending patternss. Macroaxis approach towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DHX Media Ltd exposes twenty-one different technical indicators which can help you to evaluate its performance. DHX Media Ltd has expected return of -1.6125%. Please be advised to confirm DHX Media Ltd Jensen Alpha and Downside Variance to decide if DHX Media Ltd past performance will be repeated at future time.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  570  in DHX Media Ltd on September 17, 2017 and sell it today you would lose (175)  from holding DHX Media Ltd or give up 30.7% of portfolio value over 30 days. DHX Media Ltd is currenly does not generate positive expected returns and assumes 4.8328% risk (volatility on return distribution) over the 30 days horizon. In different words, 45% 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 under-perform the market. In addition to that, the company is 20.64 times more volatile than its market benchmark. It trades about -0.33 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of volatility.

DHX Media Daily Price Distribution

The median price of DHX Media for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 4.3 with a coefficient of variation of 16.56. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 4.63, and mean deviation of 0.7. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days DHX Media Ltd has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

DHX Media Sharpe Ratio = -0.3337
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Estimated Market Risk

 4.83
  actual daily
 
 55 %
of total potential
  

Expected Return

 -1.61
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.33
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average DHX Media is performing at about 0% 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
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