DexCom Backtesting

DexCom Inc -- USA Stock  

USD 55.75  0.65  1.18%

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

DexCom 'What if' Analysis

December 24, 2017
No Change 0.00  0.0%
In 31 days
January 23, 2018
If you would invest  0.00  in DexCom on December 24, 2017 and sell it all today you would earn a total of 0.00 from holding DexCom Inc or generate 0.0% return on investment in DexCom over 30 days. DexCom is related to or competes with Boston Scientific, Cooper Companies, Quest Diagnostics, DENTSPLY SIRONA, and ResMed. DexCom Inc offers its systems for ambulatory use by people with diabetes and for use by healthcare providers in the hosp...

DexCom Upside/Downside Indicators


DexCom Market Premium Indicators

DexCom Inc lagged returns against current returns

 Current and Lagged Values 

DexCom regressed lagged prices vs. current prices

 Current vs Lagged Prices 

DexCom Inc Backtested Returns

Macroaxis considers DexCom to be not too volatile. DexCom Inc secures Sharpe Ratio (or Efficiency) of -0.0205 which denotes DexCom Inc had -0.0205% 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. DexCom Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DexCom Inc Coefficient Of Variation of (9,553) and Mean Deviation of 1.74 to check risk estimate we provide. Macroaxis gives DexCom performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.4301 which denotes to the fact that as returns on market increase, DexCom returns are expected to increase less than the market. However during bear market, the loss on holding DexCom will be expected to be smaller as well.. Even though it is essential to pay attention to DexCom Inc historical returns, it is always good to be careful when utilizing equity current trending patterns. 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. DexCom Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. DexCom Inc has expected return of -0.0665%. Please be advised to confirm DexCom Inc Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to decide if DexCom Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.21 

Weak predictability

DexCom Inc has weak predictability. Overlapping area represents the amount of predictability between DexCom time series from December 24, 2017 to January 8, 2018 and January 8, 2018 to January 23, 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 DexCom Inc price movement. The serial correlation of 0.21 indicates that over 21.0% of current DexCom price fluctuation can be explain by its past prices.
Correlation Coefficient 0.21
Spearman Rank Test -0.38
Price Variance 1.38
Lagged Price Variance 3.92

DexCom Lagged Returns

 Regressed Prices 

DexCom Performance vs DOW

The median price of DexCom for the period between Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 56.41 with a coefficient of variation of 2.74. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 56.28, and mean deviation of 1.11. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise or conversion by Steven Pacelli of 14000 shares of ...01/02/2018
Exercise or conversion by Jess Roper of 8000 shares of DexCo...01/23/2018