Dell Technologies Backtesting

Dell Technologies Inc Class V -- USA Stock  

USD 88.49  0.1  0.11%

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

Dell Technologies 'What if' Analysis

December 20, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 19, 2018
0.00
If you would invest  0.00  in Dell Technologies on December 20, 2017 and sell it all today you would earn a total of 0.00 from holding Dell Technologies Inc Class V or generate 0.0% return on investment in Dell Technologies over 30 days. Dell Technologies is related to or competes with Digimarc, VASCO Data, Verint Systems. It offers client computing devices including desktop personal computers notebooks and tablets rack blade tower and hyper...

Dell Technologies Upside/Downside Indicators

  

Dell Technologies Market Premium Indicators

Dell Technologies C lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Dell Technologies regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Dell Technologies C Backtested Returns

Macroaxis considers Dell Technologies not too risky given 1 month investment horizon. Dell Technologies C secures Sharpe Ratio (or Efficiency) of 0.3013 which denotes Dell Technologies C had 0.3013% 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-one technical indicators for Dell Technologies Inc Class V which you can use to evaluate future volatility of the firm. Please utilize Dell Technologies C Coefficient Of Variation of 551.26, Mean Deviation of 0.8323 and Downside Deviation of 0.893 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Dell Technologies holds performance score of 19. The firm shows Beta (market volatility) of -0.345 which denotes to the fact that as returns on market increase, returns on owning Dell Technologies are expected to decrease at a much smaller rate. During bear market, Dell Technologies is likely to outperform the market.. Although it is vital to follow to Dell Technologies C 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. By reviewing Dell Technologies C technical indicators you can presently evaluate if the expected return of 0.3244% will be sustainable into the future. Please utilizes Dell Technologies C Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to make a quick decision on weather Dell Technologies price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.51 

Modest predictability

Dell Technologies Inc Class V has modest predictability. Overlapping area represents the amount of predictability between Dell Technologies time series from December 20, 2017 to January 4, 2018 and January 4, 2018 to January 19, 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 Dell Technologies C price movement. The serial correlation of 0.51 indicates that about 51.0% of current Dell Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient 0.51
Spearman Rank Test 0.15
Price Variance 1.85
Lagged Price Variance 1.29

Dell Technologies Lagged Returns

 Regressed Prices 
      Timeline 

Dell Technologies Performance vs DOW

The median price of Dell Technologies for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 84.61 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 2.38, arithmetic mean of 84.36, and mean deviation of 1.97. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Acquisition by William Green of 729 shares of Dell Technolog...12/29/2017
2
Lathrop Investment Management Corp Decreases Position in Del...01/19/2018