Infinity Pharmaceuticals Risk Analysis

Infinity Pharmaceuticals Inc -- USA Stock  

USD 1.8  0.03  1.64%

Macroaxis considers Infinity Pharmaceuticals to be exceptionally risky. Infinity Pharmaceuticals holds Efficiency (Sharpe) Ratio of -0.068 which attests that Infinity Pharmaceuticals had -0.068% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Infinity Pharmaceuticals exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Infinity Pharmaceuticals Market Risk Adjusted Performance of 0.2044 and Risk Adjusted Performance of (0.004922) to validate risk estimate we provide.
Investment Horizon     30 Days    Login   to change

Infinity Pharmaceuticals Market Sensitivity

As returns on market increase, returns on owning Infinity Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, Infinity Pharmaceuticals is likely to outperform the market.
One Month Beta |Analyze Infinity Pharmaceuticals Demand Trend
Check current 30 days Infinity Pharmaceuticals correlation with market (DOW)
β = -0.7239
Infinity Pharmaceuticals Almost negative betaInfinity Pharmaceuticals Beta Legend

Infinity Pharmaceuticals Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Infinity Pharmaceuticals Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given the investment horizon of 30 days, Infinity Pharmaceuticals Inc has beta of -0.7239 . This indicates as returns on benchmark increase, returns on holding Infinity Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, however, Infinity Pharmaceuticals Inc is likely to outperform the market. Moreover, Infinity Pharmaceuticals Inc has an alpha of 0.0426 implying that it can potentially generate 0.0426% 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 -1469.88. The daily returns are destributed with a variance of 19.33 and standard deviation of 4.4. The mean deviation of Infinity Pharmaceuticals Inc is currently at 2.63. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.0426
βBeta against DOW=0.72
σ
Overall volatility
=4.4
 IrInformation ratio =0.09

Actual Return Volatility

Infinity Pharmaceuticals Inc inherits 4.3965% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4705% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Infinity Pharmaceuticals Volatility Factors

30 Days Market Risk

Exceptionally risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Slightly opposite 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 4.4 and is 9.36 times more volatile than DOW. 40% 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 lower than 40 (%) of all global equities and portfolios over the last 30 days. Use Infinity Pharmaceuticals Inc to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Infinity Pharmaceuticals to be traded at $1.746 in 30 days. As returns on market increase, returns on owning Infinity Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, Infinity Pharmaceuticals is likely to outperform the market.

Infinity Pharmaceuticals correlation with market

Good 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