Dollar Tree Backtesting

Dollar Tree Inc -- USA Stock  

USD 108.67  1.36  1.27%

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
Investment Horizon     30 Days    Login   to change

Dollar Tree 'What if' Analysis

November 11, 2017
No Change 0.00  0.0%
In 31 days
December 11, 2017
If you would invest  0.00  in Dollar Tree on November 11, 2017 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 in two segments Dollar Tree and Family Dollar

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 not too risky given 1 month investment horizon. Dollar Tree Inc secures Sharpe Ratio (or Efficiency) of 0.5102 which denotes Dollar Tree Inc had 0.5102% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By reviewing Dollar Tree Inc technical indicators you can presently evaluate if the expected return of 0.7547% is justified by implied risk. Please utilize Dollar Tree Inc Standard Deviation of 1.48, Mean Deviation of 1.23 and Coefficient Of Variation of 218.17 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Dollar Tree holds performance score of 33. The firm shows Beta (market volatility) of 1.0559 which denotes to the fact that Dollar Tree returns are very sensitive to returns on the market. as market goes up or down, Dollar Tree is expected to follow.. Although it is vital to follow to Dollar Tree Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty technical indicators for Dollar Tree Inc which you can use to evaluate performance of the firm. Please utilizes Dollar Tree Inc Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to make a quick decision on weather Dollar Tree price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.76 

Good predictability

Dollar Tree Inc has good predictability. Overlapping area represents the amount of predictability between Dollar Tree time series from November 11, 2017 to November 26, 2017 and November 26, 2017 to December 11, 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 Dollar Tree Inc price movement. The serial correlation of 0.76 indicates that around 76.0% of current Dollar Tree price fluctuation can be explain by its past prices.
Correlation Coefficient 0.76
Spearman Rank Test 0.73
Price Variance 8.9
Lagged Price Variance 6.15

Dollar Tree Lagged Returns

 Regressed Prices 

Dollar Tree Performance vs DOW

The median price of Dollar Tree for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 99.46 with a coefficient of variation of 5.19. The daily time series for the period is distributed with a sample standard deviation of 5.17, arithmetic mean of 99.56, and mean deviation of 4.43. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise or conversion by William Old of 2447 shares of Doll...11/17/2017