Infinity Pharmaceuticals is abnormally risky given 1 month investment horizon. Infinity Pharmaceuticals holds Efficiency (Sharpe) Ratio of 0.2055 which attests that Infinity Pharmaceuticals had 0.2055% of return per unit of risk over the last 1 month. Our philosophy towards determining risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.7864% are justified by taking the suggested risk. Use Infinity Pharmaceuticals Inc Downside Deviation of 7.57, Market Risk Adjusted Performance of
1.46 and Risk Adjusted Performance of 0.2223 to evaluate company specific risk that cannot be diversified away.
|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 TrendCheck current 30 days Infinity Pharmaceuticals correlation with market (DOW)|
β = -1.2047
Infinity Pharmaceuticals Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, Infinity Pharmaceuticals Inc has beta of -1.2047 . This indicates as returns on its benchmark rise, returns on holding Infinity Pharmaceuticals Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Infinity Pharmaceuticals is expected to outperform its benchmark. In addition to that, Infinity Pharmaceuticals Inc has an alpha of 1.6914 implying that it can potentially generate 1.6914% 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 486.55. The daily returns are destributed with a variance of 75.55 and standard deviation of 8.69. The mean deviation of Infinity Pharmaceuticals Inc is currently at 5.14. For similar time horizon, the selected benchmark (DOW) has volatility of 1.04