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 TrendCheck current 30 days Infinity Pharmaceuticals correlation with market (DOW)|
β = -0.7239
Infinity Pharmaceuticals Technical Analysis
Projected Return Density Against MarketGiven 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).
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