Infinity Pharmaceuticals Risk Analysis And Volatility Evaluation

INFI -- USA Stock  

USD 1.91  0.07  3.54%

Macroaxis considers Infinity Pharmaceuticals to be extremely risky. Infinity Pharmaceuticals holds Efficiency (Sharpe) Ratio of -0.1299 which attests that Infinity Pharmaceuticals had -0.1299% 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 Downside Deviation of 3.13, Market Risk Adjusted Performance of 0.24 and Risk Adjusted Performance of 0.0555 to validate risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Infinity Pharmaceuticals Market Sensitivity

As returns on market increase, returns on owning Infinity Pharmaceuticals are expected to decrease by larger amounts. On the other hand, during market turmoil, Infinity Pharmaceuticals is expected to significantly outperform it.
One Month Beta |Analyze Infinity Pharmaceuticals Demand Trend
Check current 30 days Infinity Pharmaceuticals correlation with market (DOW)
β = -1.8533
Infinity Pharmaceuticals Large 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 has beta of -1.8533 . This indicates as returns on its benchmark rise, returns on holding Infinity Pharmaceuticals are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Infinity Pharmaceuticals is expected to outperform its benchmark. Moreover, Infinity Pharmaceuticals has an alpha of 0.668 implying that it can potentially generate 0.668% 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 -769.59. The daily returns are destributed with a variance of 4.7 and standard deviation of 2.17. The mean deviation of Infinity Pharmaceuticals is currently at 1.6. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.67
β
Beta against DOW=1.85
σ
Overall volatility
=2.17
Ir
Information ratio =0.07

Actual Return Volatility

Infinity Pharmaceuticals inherits 2.1679% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5115% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Infinity Pharmaceuticals Volatility Factors

30 Days Market Risk

Extremely risky

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Very regressive towards market

Investment Outlook

Infinity Pharmaceuticals Investment Opportunity
Infinity Pharmaceuticals has a volatility of 2.17 and is 4.25 times more volatile than DOW. 19% 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 is lower than 19 (%) of all global equities and portfolios over the last 30 days. Use Infinity Pharmaceuticals to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Infinity Pharmaceuticals to be traded at $1.8336 in 30 days. As returns on market increase, returns on owning Infinity Pharmaceuticals are expected to decrease by larger amounts. On the other hand, during market turmoil, Infinity Pharmaceuticals is expected to significantly outperform it.

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.
Please also check Risk vs Return Analysis. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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