Dimension Therapeutics Backtesting

Dimension Therapeutics Inc -- USA Stock  

USD 5.97  0.03  0.5%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dimension Therapeutics Inc and determine expected loss or profit from investing in Dimension Therapeutics over given investment horizon. Additionally see Dimension Therapeutics Hype Analysis, Dimension Therapeutics Correlation, Dimension Therapeutics Valuation, Dimension Therapeutics Volatility as well as analyze Dimension Therapeutics Alpha and Beta and Dimension Therapeutics Performance
Investment Horizon     30 Days    Login   to change
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Dimension Therapeutics '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 Dimension Therapeutics on September 18, 2017 and sell it all today you would earn a total of 0.00 from holding Dimension Therapeutics Inc or generate 0.0% return on investment in Dimension Therapeutics over 30 days. Dimension Therapeutics is related to or competes with NantKwest, Del Mar, VBI Vaccines, Vascular Biogenics, and Vericel. Dimension Therapeutics Inc pipeline of programs includes DTX101 a lead gene therapy product candidate designed to delive...

Dimension Therapeutics Upside/Downside Indicators

  

Dimension Therapeutics Market Premium Indicators

Dimension Therapeutics lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dimension Therapeutics regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dimension Therapeutics Backtested Returns

We consider Dimension Therapeutics not too volatile. Dimension Therapeutics secures Sharpe Ratio (or Efficiency) of 0.0848 which denotes Dimension Therapeutics had 0.0848% 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. We have found twenty-eight technical indicators for Dimension Therapeutics Inc which you can use to evaluate future volatility of the firm. Please confirm Dimension Therapeutics Coefficient Of Variation of 619.16 and Mean Deviation of 0.4278 to check if risk estimate we provide are consistent with the epected return of 0.0532%. Dimension Therapeutics has performance score of 5 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0484 which denotes to the fact that as returns on market increase, Dimension Therapeutics returns are expected to increase less than the market. However during bear market, the loss on holding Dimension Therapeutics will be expected to be smaller as well.. Although it is extremely important to respect Dimension Therapeutics historical returns, it is better to be realistic regarding the information on equity current trending patternss. 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. By reviewing Dimension Therapeutics technical indicators you can presently evaluate if the expected return of 0.0532% will be sustainable into the future. Dimension Therapeutics right now shows a risk of 0.6273%. Please confirm Dimension Therapeutics Treynor Ratio as well as the relationship between Expected Short fall and Day Median Price to decide if Dimension Therapeutics will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.2) 

Insignificant reverse predictability

Dimension Therapeutics Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Dimension Therapeutics 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 Dimension Therapeutics price movement. The serial correlation of -0.2 indicates that over 20.0% of current Dimension Therapeutics price fluctuation can be explain by its past prices. Given that Dimension Therapeutics Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Dimension Therapeutics for similar time interval.
Correlation Coefficient -0.2
Spearman Rank Test 0.56
Average Price 5.97
Lagged Average Price 5.93

Dimension Therapeutics Lagged Returns

 Regressed Prices 
      Timeline 

Dimension Therapeutics Performance vs DOW

The median price of Dimension Therapeutics for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 5.975 with a coefficient of variation of 0.87. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 5.95, and mean deviation of 0.04. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
What Installed For Dimension Therapeutics Inc10/16/2017