Infinity Pharmaceuticals Risk Analysis

Infinity Pharmaceuticals Inc -- USA Stock  

USD 2.4  0.3  14.29%

Infinity Pharmaceuticals is abnormally risky given 1 month investment horizon. Infinity Pharmaceuticals holds Efficiency (Sharpe) Ratio of 0.2012 which attests that Infinity Pharmaceuticals had 0.2012% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use Infinity Pharmaceuticals market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 5.5161% are justified by taking the suggested risk. Use Infinity Pharmaceuticals Inc Downside Deviation of 12.28, Market Risk Adjusted Performance of 0.4303 and Risk Adjusted Performance of 0.057 to evaluate company specific risk that cannot be diversified away.
Investment Horizon     30 Days    Login   to change

Infinity Pharmaceuticals Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Infinity Pharmaceuticals will likely underperform.
One Month Beta |Analyze Infinity Pharmaceuticals Demand Trend
Check current 30 days Infinity Pharmaceuticals correlation with market (DOW)
β = 13.6977
Infinity Pharmaceuticals Large BetaInfinity Pharmaceuticals Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 13.6977 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Infinity Pharmaceuticals will likely underperform. In addition to that, Infinity Pharmaceuticals Inc has an alpha of 4.0592 implying that it can potentially generate 4.0592% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Infinity Pharmaceuticals is 497.02. The daily returns are destributed with a variance of 751.65 and standard deviation of 27.42. The mean deviation of Infinity Pharmaceuticals Inc is currently at 13.74. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 4.06 
βBeta against DOW= 13.7 
σ
Overall volatility
= 27.42 
 IrInformation ratio = 0.2 

Actual Return Volatility

Infinity Pharmaceuticals Inc inherits 27.4163% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Infinity Pharmaceuticals Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Above average

30 Days Economic Sensitivity

Hypersensitive to market

Total Debt

Infinity Pharmaceuticals Total Debt History

Total Debt

Largest Trends

Infinity Pharmaceuticals Largest Period Trend

Investment Outlook

Infinity Pharmaceuticals Investment Opportunity
Infinity Pharmaceuticals Inc has a volatility of 27.42 and is 114.25 times more volatile than DOW. 96% of all equities and portfolios are less risky than Infinity Pharmaceuticals. Compared to the overall equity markets, volatility of historical daily returns of Infinity Pharmaceuticals Inc is higher than 96 (%) of all global equities and portfolios over the last 30 days. Use Infinity Pharmaceuticals Inc to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Infinity Pharmaceuticals to be traded at $3.0 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Infinity Pharmaceuticals will likely underperform.

Infinity Pharmaceuticals correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Infinity Pharmaceuticals Inc and equity matching DJI index in the same portfolio.

Volatility Indicators

Infinity Pharmaceuticals Current Risk Indicators