Regeneron Pharmaceuticals Backtesting

Regeneron Pharmaceuticals Inc -- USA Stock  

USD 439.37  3.19  0.72%

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
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Regeneron Pharmaceuticals 'What if' Analysis

September 18, 2017
 0.00 
No Change 0.00  0.0%
In 31 days
October 18, 2017
 0.00 
If you would invest  0.00  in Regeneron Pharmaceuticals on September 18, 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 Quintiles IMS, 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

We consider Regeneron Pharmaceuticals not too risky. Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e. Efficiency) of 0.0363 which implies Regeneron Pharmaceuticals had 0.0363% of return per unit of risk over the last 1 month. Our philosophy towards forecasting 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 Regeneron Pharmaceuticals which you can use to evaluate future volatility of the company. Please check Regeneron Pharmaceuticals Coefficient Of Variation of 1515.39, Semi Deviation of 0.9752 and Risk Adjusted Performance of 0.0235 to confirm if risk estimate we provide are consistent with the epected return of 0.0504%. Regeneron Pharmaceuticals has performance score of 2 on a scale of 0 to 100. The organization holds Beta of -0.1286 which implies as returns on market increase, returns on owning Regeneron Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, Regeneron Pharmaceuticals is likely to outperform the market.. Although it is extremely important to respect Regeneron Pharmaceuticals current trending patternss, it is better to be realistic regarding the information on 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 0.0504% will be sustainable into the future. Regeneron Pharmaceuticals right now holds a risk of 1.3893%. Please check Regeneron Pharmaceuticals Downside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if Regeneron Pharmaceuticals will be following its historical price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.64) 

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 September 18, 2017 to October 3, 2017 and October 3, 2017 to October 18, 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 -0.64 indicates that roughly 64.0% 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 -0.64
Spearman Rank Test -0.64
Price Variance 102.15
Lagged Price Variance 88.78

Regeneron Pharmaceuticals Lagged Returns

 Regressed Prices 
      Timeline 

Regeneron Pharmaceuticals Performance vs DOW

The median price of Regeneron Pharmaceuticals for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 445.68 with a coefficient of variation of 2.77. The daily time series for the period is distributed with a sample standard deviation of 12.4, arithmetic mean of 447.05, and mean deviation of 10.42. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Have Stock Gurus Now Turned Sour On Target Corporation , Reg...10/18/2017