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Orexo quote and profile

 
 Companies |  Insiders  | Dashboard  
     
57.0
  
STOCK
0.00  No Change   0.00%  
Year To Date
20.661.75
Last 1 Month(s)
52.2558.5
Trading Day 
56.557.0
May 21 2013 

Diversification Suggestion

Use Orexo to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment
Analyze Orexo AB Trend or Check current 30 days Orexo correlation with market (S&P 500)
1 Month Beta 0.46  
Highest Price:  
Lowest Price:  
58.5  
52.25  
May 06 2013 
April 22 2013 
As returns on market increase, Orexo returns are expected to increase less than the market. However during bear market, the loss on holding Orexo will be expected to be smaller as well.
Orexo AB Small BetaOrexo AB Beta Legend
ORX Sweden Stockholm #SE0000736415SE
Orexo AB
Benchmark S&P 500
Currency: SEK - Swedish Kronor
Traded on Stockholm Stock Exchange
    
Number of Employees14
 Sweden Stockh   0.33 % Macroaxis: 0.33 Moved Up  
 
 United States SP 500   0.17 % Macroaxis: 0.17 Moved Up  
 
 thisGreen ORX ORX.ST agains markets  0.00 % No Change  
Compare to Competition Get Alpha   Get Advice

Orexo Leadership

Anders Lundstrom CEO and Presidentident
Martin Nicklasson Chairman of the Board
Asa Holmgren Senior Vice President Head of Regulatory Affairs
Thomas Lundqvist Executive Vice President Head of Pharmaceutical Research and Development

Orexo correlation with market

Significant diversification
Overlapping area represents amount of risk that can be diversified away by holding Orexo AB and equity matching OMXSPI index in the same portfolio

Orexo Performance

Price Growth (%)  
Market   Orexo   
 

Orexo 30-Days Risk-Return Take

If you would invest  5,300  in Orexo AB on April 21, 2013 and sell it today you would earn a total of  400.00  from holding Orexo AB or generate 7.55% return on investment over 30 days. Orexo AB is generating 0.47% of daily returns assuming 1.28% volatility of returns over the 30 days investment horizon. Simply put, 16% of all equities have less volatile historical return distribution than Orexo AB and 73% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)
Assuming 30 trading days horizon, Orexo AB is expected to generate 2.33 times more return on investment than the market. However, the company is 2.33 times more volatile than its market benchmark. It trades about 0.37 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.56 per unit of risk.
Past Market
Over 30
Days
20
Out Of
100
 
Chance of
Less
Than
41 %
 
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Orexo Research Report

Orexo vs Competition

Orexo vs. Linn Energy LLC
Orexo vs. DeVry Inc
Orexo vs. Majesco Entertainment Co

Orexo May 21 2013 Opportunity Range

Downside Deviation1.18
Information Ratio0.124
Maximum Drawdown5.04
Value At Risk(1.75)
Potential Upside3.29

 
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