Infinity Pharmaceuticals Performance

Infinity Pharmaceuticals Inc -- USA Stock  

USD 2.4  0.3  14.29%

Infinity Pharmaceuticals holds performance score of 13 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 13.6977 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Infinity Pharmaceuticals will likely underperform.. Although it is essential to pay attention to Infinity Pharmaceuticals current price history, it is also good to be reasonable about what you can actually do with equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Infinity Pharmaceuticals expected return of 5.5161 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Infinity Pharmaceuticals Inc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to analyze future returns on Infinity Pharmaceuticals Inc.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  116  in Infinity Pharmaceuticals Inc on September 20, 2017 and sell it today you would earn a total of  124  from holding Infinity Pharmaceuticals Inc or generate 106.9% return on investment over 30 days. Infinity Pharmaceuticals Inc is currenly generating 5.5161% of daily expected returns and assumes 27.4163% risk (volatility on return distribution) over the 30 days horizon. In different words, most equities are less risky than Infinity Pharmaceuticals Inc and most traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Infinity Pharmaceuticals Inc is expected to generate 116.42 times more return on investment than the market. However, the company is 116.42 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.

Infinity Pharmaceuticals Daily Price Distribution

The median price of Infinity Pharmaceuticals for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 1.42 with a coefficient of variation of 43.71. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 1.71, and mean deviation of 0.59. The Stock received some media coverage during the period.
13 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Infinity Pharmaceuticals Inc are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Infinity Pharmaceuticals Sharpe Ratio = 0.2012
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Estimated Market Risk

 27.42
  actual daily
 
 4 %
of total potential
  

Expected Return

 5.01
  actual daily
 
 96 %
of total potential
  

Risk-Adjusted Return

 0.2
  actual daily
 
 13 %
of total potential
  
Based on monthly moving average Infinity Pharmaceuticals is performing at about 13% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Infinity Pharmaceuticals by adding it to a well-diversified portfolio.