Hancock Horizon Alpha and Beta Analysis Overview

HHIAX -- USA Fund  

USD 13.17  0.08  0.61%

This module allows you to check different measures of market premium for Hancock Horizon Diversified Income Inv as well as systematic risk associated with investing in Hancock Horizon over a specified time horizon. Please also check Hancock Horizon Backtesting, Portfolio Optimization, Hancock Horizon Correlation, Hancock Horizon Hype Analysis, Hancock Horizon Volatility, Hancock Horizon History and analyze Hancock Horizon Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Hancock Horizon Market Premiums

α0.028854β0.31
30 days against DJI
Risk Adjusted Performance  

0.023656

Jensen Alpha  

0.0318

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.0491

Hancock Horizon expected buy-and-hold returns

Hancock Horizon Market Price Analysis

Hancock Horizon Return and Market Media

The median price of Hancock Horizon for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 13.1771 with a coefficient of variation of 0.18. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 13.17, and mean deviation of 0.02. The Fund received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
MARKETS Stocks climb as Amazon approaches 2000, but Glaukos ...08/29/2018
2
US Bancorp DE Sells 2851 Shares of eBay Inc09/06/2018
3
Is There A Resounding Lack Of Confidence In eBay Inc. , US B...09/11/2018
4
77 Institutional Investors Started Taking Positions In eBay ...09/18/2018

Current Sentiment - HHIAX

Hancock Horizon Dive Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Hancock Horizon Diversified Income Inv. What is your judgment towards investing in Hancock Horizon Diversified Income Inv? Are you bullish or bearish?
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