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FNMFO FNMFO 096770 KDDIF Computers Small Value Macroaxis 30 Real Estate 
Benchmark SP 500  1,652   12.77  Index Moved Up 0.78% United States ...


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Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Alexion Pharmaceuticals Inc.  vs   Regeneron Pharmaceuticals Inc.
 Compare Fundamentals  
Daily Returns (%)
ALXN   REGN   
 
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Given investment horizon of 30 days, Alexion Pharmaceuticals Inc is expected to under-perform the Regeneron. But the stock apears to be less risky and, when comparing its historical volatility, Alexion Pharmaceuticals Inc is 1.57 times less risky than Regeneron. The stock trades about -0.18 of its potential returns per unit of risk. The Regeneron Pharmaceuticals Inc is currently generating about -0.11 of returns per unit of risk over similar time horizon. If you would invest  25,996  in Regeneron Pharmaceuticals Inc on May 20, 2013 and sell it today you would lose (1,720) from holding Regeneron Pharmaceuticals Inc or give up 6.62% of portfolio value over 30 days.

Diversification

Poor diversification
Overlapping area represents amount of risk that can be diversified away by holding Alexion Pharmaceuticals Inc. and Regeneron Pharmaceuticals Inc. in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.61
Parameters
Time Period1 Month [change]
DirectionPositive REGN Moved Up vs ALXN
StrengthSignificant
Accuracy100.0%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
ALXN   REGN   

Alexion Pharmaceuticals Inc

 
    
Alexion
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Alexion Pharmaceuticals Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Alexion

Gilead Sciences Inc vs. Alexion Pharmaceuticals Inc
Regeneron Pharmaceuticals Inc vs. Alexion Pharmaceuticals Inc
BioMarin Pharmaceutical Inc vs. Alexion Pharmaceuticals Inc
  

Regeneron Pharmaceuticals Inc

 
    
Regeneron
Performance
0
Out Of
100
Over 30
Days
Over the last 30 days Regeneron Pharmaceuticals Inc has generated negative risk-adjusted returns adding no value to investors with long positions.
    

Match-ups for Regeneron

Gilead Sciences Inc vs. Regeneron Pharmaceuticals Inc
Alexion Pharmaceuticals Inc vs. Regeneron Pharmaceuticals Inc
BioMarin Pharmaceutical Inc vs. Regeneron Pharmaceuticals Inc


 
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