Alexion Pharmaceuticals Backtesting

Alexion Pharmaceuticals Inc -- USA Stock  

USD 139.02  0.08  0.0576%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Alexion Pharmaceuticals Inc and determine expected loss or profit from investing in Alexion Pharmaceuticals over given investment horizon. Check also Alexion Pharmaceuticals Hype Analysis, Alexion Pharmaceuticals Correlation, Alexion Pharmaceuticals Valuation, Alexion Pharmaceuticals Volatility as well as analyze Alexion Pharmaceuticals Alpha and Beta and Alexion Pharmaceuticals Performance
Investment Horizon     30 Days    Login   to change
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Alexion Pharmaceuticals 'What if' Analysis

September 23, 2017
0.00
No Change 0.00  0.0%
In 30 days
October 23, 2017
0.00
If you would invest  0.00  in Alexion Pharmaceuticals on September 23, 2017 and sell it all today you would earn a total of 0.00 from holding Alexion Pharmaceuticals Inc or generate 0.0% return on investment in Alexion Pharmaceuticals over 30 days. Alexion Pharmaceuticals is related to or competes with Quintiles IMS, Vertex Pharmaceuticals, Endo International, Abbott Laboratories, Allergan plc, and Bio Rad. Alexion Pharmaceuticals Inc offers Soliris , a monoclonal antibody for the treatment of paroxysmal nocturnal hemoglobinu...

Alexion Pharmaceuticals Upside/Downside Indicators

  

Alexion Pharmaceuticals Market Premium Indicators

Alexion Pharmaceuticals lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Alexion Pharmaceuticals regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Alexion Pharmaceuticals Backtested Returns

Macroaxis considers Alexion Pharmaceuticals to be not too risky. Alexion Pharmaceuticals secures Sharpe Ratio (or Efficiency) of -0.1286 which signifies that Alexion Pharmaceuticals had -0.1286% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Alexion Pharmaceuticals Inc exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Alexion Pharmaceuticals Mean Deviation of 0.9305 and Risk Adjusted Performance of (0.018594) to double-check risk estimate we provide. Macroaxis gives Alexion Pharmaceuticals performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.0585 which signifies that as returns on market increase, returns on owning Alexion Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, Alexion Pharmaceuticals is likely to outperform the market.. Even though it is essential to pay attention to Alexion Pharmaceuticals historical returns, it is always good to be careful when utilizing equity current trending patternss. Macroaxis philosophy in foreseeing 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. Alexion Pharmaceuticals Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Alexion Pharmaceuticals has expected return of -0.1613%. Please be advised to confirm Alexion Pharmaceuticals Maximum Drawdown, and the relationship between Information Ratio and Expected Short fall to decide if Alexion Pharmaceuticals past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.26) 

Weak reverse predictability

Alexion Pharmaceuticals Inc has weak reverse predictability. Overlapping area represents the amount of predictability between Alexion Pharmaceuticals time series from September 23, 2017 to October 8, 2017 and October 8, 2017 to October 23, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alexion Pharmaceuticals price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Alexion Pharmaceuticals price fluctuation can be explain by its past prices. Given that Alexion Pharmaceuticals Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Alexion Pharmaceuticals for similar time interval.
Correlation Coefficient -0.26
Spearman Rank Test -0.35
Price Variance 2.02
Lagged Price Variance 2.66

Alexion Pharmaceuticals Lagged Returns

 Regressed Prices 
      Timeline 

Alexion Pharmaceuticals Performance vs DOW

The median price of Alexion Pharmaceuticals for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 141.23 with a coefficient of variation of 1.12. The daily time series for the period is distributed with a sample standard deviation of 1.58, arithmetic mean of 141.31, and mean deviation of 1.23. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline