Regeneron Pharmaceuticals Backtesting

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REGN -- USA Stock  

Earning Report: February 6, 2020  

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

Regeneron Pharmaceuticals 'What if' Analysis

October 24, 2019
0.00
No Change 0.00  0.0 
In 2 months and 31 days
January 22, 2020
0.00
If you would invest  0.00  in Regeneron Pharmaceuticals on October 24, 2019 and sell it all today you would earn a total of 0.00 from holding Regeneron Pharmaceuticals or generate 0.0% return on investment in Regeneron Pharmaceuticals over 90 days. Regeneron Pharmaceuticals is related to or competes with Vertex Pharmaceuticals, Dr Reddys, Zoetis, Perrigo Company, Origin Agritech. Regeneron Pharmaceuticals, Inc., a biopharmaceutical company, discovers, invents, develops, manufactures, and commercial...

Regeneron Pharmaceuticals Upside/Downside Indicators

Downside Deviation1.47
Information Ratio0.1661
Maximum Drawdown11.81
Value At Risk(1.78)
Potential Upside2.82

Regeneron Pharmaceuticals Market Premium Indicators

Risk Adjusted Performance0.1239
Jensen Alpha0.3165
Total Risk Alpha(0.012039)
Sortino Ratio0.1838
Treynor Ratio0.6343

Regeneron Pharmaceuticals Backtested Returns

Macroaxis considers Regeneron Pharmaceuticals very steady given 3 months investment horizon. Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e. Efficiency) of 0.1625 which implies the corporation had 0.1625% of return per unit of risk over the last 3 months. Our philosophy towards forecasting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Regeneron Pharmaceuticals which you can use to evaluate future volatility of the company. Please employ Regeneron Pharmaceuticals Risk Adjusted Performance of 0.1239, Coefficient Of Variation of 409.34 and Semi Deviation of 1.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Regeneron Pharmaceuticals holds performance score of 11. The organization holds Beta of 0.6123 which implies as returns on market increase, Regeneron Pharmaceuticals returns are expected to increase less than the market. However during bear market, the loss on holding Regeneron Pharmaceuticals will be expected to be smaller as well. Although it is vital to follow to Regeneron Pharmaceuticals current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. The philosophy towards forecasting 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 analyzing Regeneron Pharmaceuticals technical indicators you can presently evaluate if the expected return of 0.3018% will be sustainable into the future. Please employ Regeneron Pharmaceuticals Downside Variance, and the relationship between Sortino Ratio and Accumulation Distribution to make a quick decision on weather Regeneron Pharmaceuticals historical price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 
correlation synergy

Modest predictability

Regeneron Pharmaceuticals has modest predictability. Overlapping area represents the amount of predictability between Regeneron Pharmaceuticals time series from October 24, 2019 to December 8, 2019 and December 8, 2019 to January 22, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Regeneron Pharmaceuticals price movement. The serial correlation of 0.5 indicates that about 50.0% of current Regeneron Pharmaceuticals price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.43
Residual Average0.0
Price Variance46.83

Regeneron Pharmaceuticals lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Regeneron Pharmaceuticals regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Regeneron Pharmaceuticals Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - REGN

Regeneron Pharmaceuticals Investor Sentiment

Majority of Macroaxis users are at this time bullish on Regeneron Pharmaceuticals. What is your perspective on investing in Regeneron Pharmaceuticals? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally take a look at Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Volatility as well as analyze Regeneron Pharmaceuticals Alpha and Beta and Regeneron Pharmaceuticals Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.