Dlh Holdings Corp Stock Alpha and Beta Analysis
| DLHC Stock | USD 10.94 0.27 2.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as DLH Holdings Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in DLH Holdings over a specified time horizon. Remember, high DLH Holdings' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to DLH Holdings' market risk premium analysis include:
Beta 0.23 | Alpha (0.58) | Risk 2.27 | Sharpe Ratio (0.25) | Expected Return (0.58) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
DLH |
DLH Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. DLH Holdings market risk premium is the additional return an investor will receive from holding DLH Holdings long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in DLH Holdings. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate DLH Holdings' performance over market.| α | -0.58 | β | 0.23 |
DLH Holdings expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of DLH Holdings' Buy-and-hold return. Our buy-and-hold chart shows how DLH Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.DLH Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how DLH Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading DLH Holdings shares will generate the highest return on investment. By understating and applying DLH Holdings stock market price indicators, traders can identify DLH Holdings position entry and exit signals to maximize returns.
DLH Holdings Return and Market Media
The median price of DLH Holdings for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 14.37 with a coefficient of variation of 13.25. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 14.27, and mean deviation of 1.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | DLH Holdings Corp. Q1 2024 Earnings Call Transcript | 02/02/2024 |
2 | Disposition of 9027 shares by Jeanine Christian of DLH Holdings at 15.92 subject to Rule 16b-3 | 02/16/2024 |
3 | Disposition of 11985 shares by Jeanine Christian of DLH Holdings at 16.21 subject to Rule 16b-3 | 02/20/2024 |
4 | DLH Holdings Corp. has caught the attention of institutional investors who hold a sizeable 36 percent stake | 03/04/2024 |
5 | Should Value Investors Buy DLH Stock | 03/07/2024 |
6 | Is DLH Holdings A Risky Investment | 03/11/2024 |
7 | DLH Holdings Pursues VA Contracts Amid Bidding Challenges - TipRanks.com - TipRanks | 03/20/2024 |
8 | 4 Industrial Stocks With Strong Market Performance TradingView News - TradingView | 03/28/2024 |
9 | DLH Lowered to Buy at StockNews.com - Defense World | 04/11/2024 |
10 | DLH Rating Increased to Strong-Buy at StockNews.com - MarketBeat | 04/18/2024 |
11 | DLH Holdings Corp. Misses Q4 Earnings Estimates - Yahoo Movies Canada | 04/25/2024 |
About DLH Holdings Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including DLH or other stocks. Alpha measures the amount that position in DLH Holdings Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 (projected) | Dividend Yield | 0.007007 | 0.006228 | Price To Sales Ratio | 0.49 | 0.94 |
DLH Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of DLH Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, DLH Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of DLH Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of DLH Holdings. Please utilize our Beneish M Score to check the likelihood of DLH Holdings' management manipulating its earnings.
| 31st of January 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of December 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with DLH Holdings
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out DLH Holdings Backtesting, DLH Holdings Valuation, DLH Holdings Correlation, DLH Holdings Hype Analysis, DLH Holdings Volatility, DLH Holdings History and analyze DLH Holdings Performance. Note that the DLH Holdings Corp information on this page should be used as a complementary analysis to other DLH Holdings' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for DLH Stock analysis
When running DLH Holdings' price analysis, check to measure DLH Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy DLH Holdings is operating at the current time. Most of DLH Holdings' value examination focuses on studying past and present price action to predict the probability of DLH Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move DLH Holdings' price. Additionally, you may evaluate how the addition of DLH Holdings to your portfolios can decrease your overall portfolio volatility.
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DLH Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.