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 TrendCheck current 30 days Infinity Pharmaceuticals correlation with market (DOW)|
β = 13.6977
Projected Return Density Against MarketGiven 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).
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