Juno Therapeutics Backtesting

JUNO -- USA Stock  

null 86.96  0.00  0.00%

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

May 25, 2018
0.00
No Change 0.00  0.0%
In 30 days
June 24, 2018
0.00
If you would invest  0.00  in Juno Therapeutics on May 25, 2018 and sell it all today you would earn a total of 0.00 from holding Juno Therapeutics or generate 0.0% return on investment in Juno Therapeutics over 30 days. Juno Therapeutics is related to or competes with NantKwest, DelMar Pharmaceuticals, Dimension Therapeutics, Denali Therapeutics, VBI Vaccines, Vascular Biogenics, and Vericel Corporati. Juno Therapeutics, Inc., a biopharmaceutical company, engages in developing cell-based cancer immunotherapies

Juno Therapeutics Upside/Downside Indicators

  

Juno Therapeutics Market Premium Indicators

Juno Therapeutics Backtested Returns

Our philosophy towards determining 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 Juno Therapeutics which you can use to evaluate future volatility of the corporation. Please check out Juno Therapeutics to validate if risk estimate we provide are consistent with the epected return of 0.0%. Juno Therapeutics has performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Juno Therapeutics are completely uncorrelated. Although it is extremely important to respect Juno Therapeutics current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining 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 evaluating Juno Therapeutics technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Juno Therapeutics right now retains a risk of 0.0%. Please check out Juno Therapeutics Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Juno Therapeutics will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Juno Therapeutics has no correlation between past and present. Overlapping area represents the amount of predictability between Juno Therapeutics time series from May 25, 2018 to June 9, 2018 and June 9, 2018 to June 24, 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 Juno Therapeutics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Juno Therapeutics price fluctuation can be explain by its past prices.
Spearman Rank Test 1.0
Average Price 86.96
Lagged Average Price 86.96

Juno Therapeutics lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Juno Therapeutics regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Juno Therapeutics Lagged Returns

 Regressed Prices 
      Timeline 

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Please also check Juno Therapeutics Hype Analysis, Juno Therapeutics Correlation, Juno Therapeutics Valuation, Juno Therapeutics Volatility as well as analyze Juno Therapeutics Alpha and Beta and Juno Therapeutics Performance. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.