Diamond Hill Investment Stock Alpha and Beta Analysis
| DHIL Stock | USD 151.49 0.51 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Diamond Hill Investment. It also helps investors analyze the systematic and unsystematic risks associated with investing in Diamond Hill over a specified time horizon. Remember, high Diamond Hill's 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 Diamond Hill's market risk premium analysis include:
Beta 1.4 | Alpha (0.20) | Risk 1.69 | Sharpe Ratio (0.07) | Expected Return (0.11) |
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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.
Diamond |
Diamond Hill Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Diamond Hill market risk premium is the additional return an investor will receive from holding Diamond Hill 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 Diamond Hill. 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 Diamond Hill's performance over market.| α | -0.2 | β | 1.40 |
Diamond Hill 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 Diamond Hill's Buy-and-hold return. Our buy-and-hold chart shows how Diamond Hill performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Diamond Hill Market Price Analysis
Market price analysis indicators help investors to evaluate how Diamond Hill stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Diamond Hill shares will generate the highest return on investment. By understating and applying Diamond Hill stock market price indicators, traders can identify Diamond Hill position entry and exit signals to maximize returns.
Diamond Hill Return and Market Media
The median price of Diamond Hill for the period between Mon, Jan 29, 2024 and Sun, Apr 28, 2024 is 151.37 with a coefficient of variation of 2.93. The daily time series for the period is distributed with a sample standard deviation of 4.46, arithmetic mean of 152.24, and mean deviation of 3.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Thomas Line of 1955 shares of Diamond Hill subject to Rule 16b-3 | 02/16/2024 |
2 | Diamond Hill Investment Group Set to Announce Earnings on Thursday - MarketBeat | 02/21/2024 |
3 | Diamond Hill Investment declares 1.50 dividend | 02/29/2024 |
4 | Barclays PLC Sells 100 Shares of Diamond Hill Investment Group, Inc. - AmericanBankingNEWS | 03/01/2024 |
5 | Diamond Hill Investment Group Will Pay A Dividend Of 1.50 | 03/05/2024 |
6 | Sunbelt Securities Inc. Grows Stock Holdings in Diamond Hill Investment Group, Inc. - Defense World | 03/18/2024 |
| Diamond Hill dividend paid on 22nd of March 2024 | 03/22/2024 |
7 | Regional quarterfinal soccer roundup Which Fort Worth-area teams are advancing | 04/03/2024 |
8 | Disposition of tradable shares by Paula Meyer of Diamond Hill subject to Rule 16b-3 | 04/17/2024 |
9 | 3 Diamond Hill Mutual Funds for Higher Returns | 04/25/2024 |
About Diamond Hill 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 Diamond or other stocks. Alpha measures the amount that position in Diamond Hill Investment 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.
| 2022 | 2023 | 2024 (projected) | PTB Ratio | 3.51 | 3.05 | 4.51 | Dividend Yield | 0.0534 | 0.0362 | 0.0344 |
Diamond Hill Upcoming Company Events
As portrayed in its financial statements, the presentation of Diamond Hill's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Diamond Hill's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Diamond Hill's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Diamond Hill. Please utilize our Beneish M Score to check the likelihood of Diamond Hill's management manipulating its earnings.
| 29th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Diamond Hill
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
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Check out Diamond Hill Backtesting, Diamond Hill Valuation, Diamond Hill Correlation, Diamond Hill Hype Analysis, Diamond Hill Volatility, Diamond Hill History and analyze Diamond Hill Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Diamond Stock analysis
When running Diamond Hill's price analysis, check to measure Diamond Hill's 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 Diamond Hill is operating at the current time. Most of Diamond Hill's value examination focuses on studying past and present price action to predict the probability of Diamond Hill's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Diamond Hill's price. Additionally, you may evaluate how the addition of Diamond Hill to your portfolios can decrease your overall portfolio volatility.
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Diamond Hill 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.