Dollar Tree Backtesting

Dollar Tree Inc -- USA Stock  

USD 106.61  0.39  0.36%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dollar Tree Inc and determine expected loss or profit from investing in Dollar Tree over given investment horizon. Additionally see Dollar Tree Hype Analysis, Dollar Tree Correlation, Dollar Tree Valuation, Dollar Tree Volatility as well as analyze Dollar Tree Alpha and Beta and Dollar Tree Performance
 Time Horizon     30 Days    Login   to change

Dollar Tree 'What if' Analysis

January 26, 2018
No Change 0.00  0.0%
In 31 days
February 25, 2018
If you would invest  0.00  in Dollar Tree on January 26, 2018 and sell it all today you would earn a total of 0.00 from holding Dollar Tree Inc or generate 0.0% return on investment in Dollar Tree over 30 days. Dollar Tree is related to or competes with Macys, Dollar General, Home Depot, Vipshop Holdings, and Aarons. Dollar Tree, Inc. operates variety retail stores in the United States and Canada

Dollar Tree Upside/Downside Indicators


Dollar Tree Market Premium Indicators

Dollar Tree Inc lagged returns against current returns

 Current and Lagged Values 

Dollar Tree regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Dollar Tree Inc Backtested Returns

Macroaxis considers Dollar Tree to be not too risky. Dollar Tree Inc secures Sharpe Ratio (or Efficiency) of -0.1529 which denotes Dollar Tree Inc had -0.1529% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting 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. Dollar Tree Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Dollar Tree Inc Coefficient Of Variation of 771.65 and Mean Deviation of 1.63 to check risk estimate we provide. Macroaxis gives Dollar Tree performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.5109 which denotes to the fact that as returns on market increase, returns on owning Dollar Tree are expected to decrease at a much smaller rate. During bear market, Dollar Tree is likely to outperform the market.. Even though it is essential to pay attention to Dollar Tree Inc historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy 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. Dollar Tree Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Dollar Tree Inc has expected return of -0.3526%. Please be advised to confirm Dollar Tree Inc Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Dollar Tree Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.11) 

Insignificant reverse predictability

Dollar Tree Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dollar Tree time series from January 26, 2018 to February 10, 2018 and February 10, 2018 to February 25, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dollar Tree Inc price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Dollar Tree price fluctuation can be explain by its past prices. Given that Dollar Tree Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Dollar Tree for similar time interval.
Correlation Coefficient -0.11
Spearman Rank Test -0.3
Price Variance 1.37
Lagged Price Variance 23.81

Dollar Tree Lagged Returns

 Regressed Prices 

Dollar Tree Performance vs DOW

The median price of Dollar Tree for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 107.85 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 4.37, arithmetic mean of 109.11, and mean deviation of 3.72. The Stock received some media coverage during the period.
Price Growth (%)  
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