Dimension Therapeutics Backtesting

DMTX -- USA Stock  

USD 5.95  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Dimension Therapeutics 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.
 Time Horizon     30 Days    Login   to change
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Dimension Therapeutics 'What if' Analysis

June 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 18, 2018
0.00
If you would invest  0.00  in Dimension Therapeutics on June 18, 2018 and sell it all today you would earn a total of 0.00 from holding Dimension Therapeutics or generate 0.0% return on investment in Dimension Therapeutics over 30 days. Dimension Therapeutics is related to or competes with Novartis AG, Novo Nordisk, Sanofi, GlaxoSmithKline plc, AstraZeneca PLC, Shire plc, and TEVA PHARM. Dimension Therapeutics, Inc., a gene therapy platform company, focuses on discovering and developing therapeutic solutions for people living with rare diseases associated with the liver and caused by genetic mutations.

Dimension Therapeutics Upside/Downside Indicators

  

Dimension Therapeutics Market Premium Indicators

Dimension Therapeutics Backtested Returns

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-one technical indicators for Dimension Therapeutics which you can use to evaluate future volatility of the firm. Please confirm Dimension Therapeutics to check if risk estimate we provide are consistent with the epected return of 0.0%. Dimension Therapeutics has performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dimension Therapeutics are completely uncorrelated. Although it is extremely important to respect Dimension Therapeutics historical returns, it is better to be realistic regarding the information on 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. By reviewing Dimension Therapeutics technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Dimension Therapeutics right now shows a risk of 0.0%. Please confirm Dimension Therapeutics Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Dimension Therapeutics will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

Dimension Therapeutics has perfect predictability. Overlapping area represents the amount of predictability between Dimension Therapeutics time series from June 18, 2018 to July 3, 2018 and July 3, 2018 to July 18, 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 Dimension Therapeutics price movement. The serial correlation of 1.0 indicates that 100.0% of current Dimension Therapeutics price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 5.95
Lagged Average Price 5.95

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 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - DMTX

Dimension Therapeutics Investor Sentiment
Most of Macroaxis users are currently bullish on Dimension Therapeutics. What is your opinion about investing in Dimension Therapeutics? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for Dimension Therapeutics and Novartis AG. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
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. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.