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DXCM

DexCom, Inc. Healthcare As of 2026-07-31 Updated daily after market close

steady quality, premium valuation.

3 active signals
52-week adjusted-price high Filed revenue acceleration EPS surprise beat
This page refreshes daily after the close. Add DexCom, Inc. to your watchlist to track signal changes on your next visit.
Valuation 29Quality 83Growth 77Momentum 72Risk / liquidity 72

Is DexCom, Inc. a buy? Fundamentals and valuation first

  • Quality is above average. Operating margin sits near the 76th percentile. TTM ROE is about 31.5%.

  • Valuation is expensive. TTM P/E is in the 85th percentile, above most peers.

  • Recent volatility is moderate. 60-day annualized volatility is near the 52th percentile. Average 20-day dollar volume is about $362.5M.

  • Signals are active now. 52-week adjusted-price high, Filed revenue acceleration, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

22 historical occurrences (since 2018-05-03)
Average forward return after 52-week adjusted-price high。20-day: Win 57.1%, Sample 21, Median +3.06%, Excess +3.25%, Beat mkt rate 52.4%；60-day: Win 47.6%, Sample 21, Median -2.99%, Excess -1.82%, Beat mkt rate 52.4%；120-day: Win 52.4%, Sample 21, Median +2.01%, Excess +6.24%, Beat mkt rate 42.9%

120 days after: historical avg +10.71%

20-day +4.28%
60-day -0.34%
120-day +10.71%
20-day
60-day
120-day
Win
57.1%
47.6%
52.4%
Sample
21
21
21
Median
+3.06%
-2.99%
+2.01%
Excess
+3.25%
-1.82%
+6.24%
Beat mkt rate
52.4%
52.4%
42.9%

Over 21 occurrences, 120-day forward avg gained 10.71%, beat the market by 6.24 pts; win rate 52.4%.

Filed revenue acceleration

Active · now 16.14995178399228%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

14 historical occurrences (since 2018-05-02)
Average forward return after Filed revenue acceleration。20-day: Win 57.1%, Sample 14, Median +2.44%, Excess +9.02%, Beat mkt rate 64.3%；60-day: Win 64.3%, Sample 14, Median +9.74%, Excess +6.76%, Beat mkt rate 57.1%；120-day: Win 50%, Sample 12, Median +3.05%, Excess +13.2%, Beat mkt rate 50%

120 days after: historical avg +17.97%

20-day +10.39%
60-day +10.28%
120-day +17.97%
20-day
60-day
120-day
Win
57.1%
64.3%
50%
Sample
14
14
12
Median
+2.44%
+9.74%
+3.05%
Excess
+9.02%
+6.76%
+13.2%
Beat mkt rate
64.3%
57.1%
50%

Over 12 occurrences, 120-day forward avg gained 17.97%, beat the market by 13.2 pts; win rate 50%.

EPS surprise beat

Active · now 14.754098360655732%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

28 historical occurrences (since 2015-02-25)
Average forward return after EPS surprise beat。20-day: Win 53.8%, Sample 26, Median +1.72%, Excess +3.64%, Beat mkt rate 53.8%；60-day: Win 53.8%, Sample 26, Median +2.38%, Excess +2.89%, Beat mkt rate 42.3%；120-day: Win 48%, Sample 25, Median -1.48%, Excess +5.07%, Beat mkt rate 44%

120 days after: historical avg +13.28%

20-day +4.8%
60-day +6.71%
120-day +13.28%
20-day
60-day
120-day
Win
53.8%
53.8%
48%
Sample
26
26
25
Median
+1.72%
+2.38%
-1.48%
Excess
+3.64%
+2.89%
+5.07%
Beat mkt rate
53.8%
42.3%
44%

Over 25 occurrences, 120-day forward avg gained 13.28%, beat the market by 5.07 pts; win rate 48%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 You are here524-16.7% -19.6% 21% -35.8%
20-40 42-2.5% +8.9% 66.7% -26.5%
40-60 39-3.9% -8.4% 38.5% -25.9%
60-80 78-4.1% -5.3% 44.9% -19.9%
80-100 0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 35.66, placing it in the 8.1 own-history percentile, inside the 0-20 bucket.

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
-15.3%
Win rate 27.7% Excess -24%
332d
-3.6%
Win rate 25.3% Excess -10.7%
79d
+5.6%
Win rate 88.9% Excess -2.1%
45d
60-day momentum down
+3.2%
Win rate 51.2% Excess -6.5%
332d
Insufficient data
(10d)
Insufficient data
(0d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 332 historical days, 120-day forward avg declined 15.3%, win rate 27.7%, lagged the market by 24%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

18 times historically; 60-day forward avg -3.56%, win rate 38.9%, beating the market by -7.03 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.