Regeneron Pharmaceuticals Backtesting

Regeneron Pharmaceuticals Inc -- USA Stock  

USD 385.31  2.19  0.57%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Regeneron Pharmaceuticals Inc 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
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

Regeneron Pharmaceuticals 'What if' Analysis

November 15, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 15, 2017
0.00
If you would invest  0.00  in Regeneron Pharmaceuticals on November 15, 2017 and sell it all today you would earn a total of 0.00 from holding Regeneron Pharmaceuticals Inc or generate 0.0% return on investment in Regeneron Pharmaceuticals over 30 days. Regeneron Pharmaceuticals is related to or competes with Vertex Pharmaceuticals, Endo International, Abbott Laboratories, Allergan plc, and Bio Rad. Its marketed solutions include EYLEA injection for the treatment of neovascular agerelated macular degeneration and diab...

Regeneron Pharmaceuticals Upside/Downside Indicators

  

Regeneron Pharmaceuticals Market Premium Indicators

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 Backtested Returns

Macroaxis considers Regeneron Pharmaceuticals to be not too risky. Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e. Efficiency) of -0.0177 which implies Regeneron Pharmaceuticals had -0.0177% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting 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. Regeneron Pharmaceuticals exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Regeneron Pharmaceuticals Coefficient Of Variation of (16,863) and Risk Adjusted Performance of 0.0037 to confirm risk estimate we provide. Macroaxis gives Regeneron Pharmaceuticals performance score of 0 on a scale of 0 to 100. The organization holds Beta of 0.1056 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.. Even though it is essential to pay attention to Regeneron Pharmaceuticals current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Regeneron Pharmaceuticals exposes twenty-eight different technical indicators which can help you to evaluate its performance. Regeneron Pharmaceuticals has expected return of -0.0267%. Please be advised to check Regeneron Pharmaceuticals Downside Variance, and the relationship between Sortino Ratio and Accumulation Distribution to decide if Regeneron Pharmaceuticals past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.69) 

Very good reverse predictability

Regeneron Pharmaceuticals Inc has very good reverse predictability. Overlapping area represents the amount of predictability between Regeneron Pharmaceuticals time series from November 15, 2017 to November 30, 2017 and November 30, 2017 to December 15, 2017. 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 -0.69 indicates that around 69.0% of current Regeneron Pharmaceuticals price fluctuation can be explain by its past prices. Given that Regeneron Pharmaceuticals Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Regeneron Pharmaceuticals for similar time interval.
Correlation Coefficient -0.69
Spearman Rank Test -0.79
Price Variance 42.39
Lagged Price Variance 138.83

Regeneron Pharmaceuticals Lagged Returns

 Regressed Prices 
      Timeline 

Regeneron Pharmaceuticals Performance vs DOW

The median price of Regeneron Pharmaceuticals for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 381.72 with a coefficient of variation of 2.42. The daily time series for the period is distributed with a sample standard deviation of 9.19, arithmetic mean of 379.41, and mean deviation of 7.34. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Regeneron Pharmaceuticals, Inc. has analysts on the Bullish ...12/14/2017