Del Mar Backtesting

Del Mar Pharmaceuticals Inc -- USA Stock  

USD 0.89  0.04  4.3%

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

September 18, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 18, 2017
 0.00 
If you would invest  0.00  in Del Mar on September 18, 2017 and sell it all today you would earn a total of 0.00 from holding Del Mar Pharmaceuticals Inc or generate 0.0% return on investment in Del Mar over 30 days. Del Mar is related to or competes with NantKwest, Dimension Therapeutics, VBI Vaccines, Vascular Biogenics, and Vericel. Its product candidate includes VAL083 a smallmolecule chemotherapeutic agent which is in Phase III study to evaluate the...

Del Mar Upside/Downside Indicators

  

Del Mar Market Premium Indicators

Del Mar Pharmaceuticals lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Del Mar regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Del Mar Pharmaceuticals Backtested Returns

Macroaxis considers Del Mar to be unusually risky. Del Mar Pharmaceuticals secures Sharpe Ratio (or Efficiency) of -0.1349 which denotes Del Mar Pharmaceuticals had -0.1349% 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. Del Mar 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 Del Mar Pharmaceuticals Coefficient Of Variation of (842.88) and Mean Deviation of 4.03 to check risk estimate we provide. Macroaxis gives Del Mar performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 6.3743 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Del Mar will likely underperform.. Even though it is essential to pay attention to Del Mar Pharmaceuticals historical returns, it is always good to be careful when utilizing equity current trending patternss. 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. Del Mar Pharmaceuticals Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Del Mar Pharmaceuticals has expected return of -0.6649%. Please be advised to confirm Del Mar Pharmaceuticals Total Risk Alpha, Expected Short fall, Market Facilitation Index, as well as the relationship between Value At Risk and Daily Balance Of Power to decide if Del Mar Pharmaceuticals past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.38) 

Poor reverse predictability

Del Mar Pharmaceuticals Inc has poor reverse predictability. Overlapping area represents the amount of predictability between Del Mar time series from September 18, 2017 to October 3, 2017 and October 3, 2017 to October 18, 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 Del Mar Pharmaceuticals price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Del Mar price fluctuation can be explain by its past prices. Given that Del Mar Pharmaceuticals Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Del Mar for similar time interval.
Correlation Coefficient -0.38
Spearman Rank Test 0.22
Lagged Price Variance 0.01
Average Price 0.91

Del Mar Lagged Returns

 Regressed Prices 
      Timeline 

Del Mar Performance vs DOW

The median price of Del Mar for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 0.9 with a coefficient of variation of 8.42. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 0.93, and mean deviation of 0.06. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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The Silver Lining In DelMar Pharmaceuticals, Inc. , Ensco pl...10/16/2017