We consider Regeneron Pharmaceuticals very steady. Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e. Efficiency) of 0.014 which implies the corporation had 0.014% of return per unit of risk over the last 3 months. Our philosophy towards forecasting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Regeneron Pharmaceuticals which you can use to evaluate future volatility of the company. Please check Regeneron Pharmaceuticals Coefficient Of Variation of 4441.41, Semi Deviation of 1.8 and Risk Adjusted Performance of 0.0264 to confirm if risk estimate we provide are consistent with the epected return of 0.023%.
90 Days Market Risk
Chance of Distress in 24 months
90 Days Economic Sensitivity
Almost mirrors market
|Horizon||30 Days Login to change|
Regeneron Pharmaceuticals Market Sensitivity
|Regeneron Pharmaceuticals returns are very sensitive to returns on the market. As market goes up or down, Regeneron Pharmaceuticals is expected to follow. 3 Months Beta |Analyze Regeneron Pharmaceuticals Demand TrendCheck current 30 days Regeneron Pharmaceuticals correlation with market (DOW)|
β = 0.9335
Regeneron Pharmaceuticals Central Daily Price Deviation
Regeneron Pharmaceuticals Technical Analysis
Regeneron Pharmaceuticals Projected Return Density Against MarketGiven the investment horizon of 30 days, Regeneron Pharmaceuticals has beta of 0.9335 . This implies Regeneron Pharmaceuticals market returns are very sensitive to returns on the market. As the market goes up or down, Regeneron Pharmaceuticals is expected to follow. Moreover, The company has an alpha of 0.0544 implying that it can potentially generate 0.0544% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Given the investment horizon of 30 days, the coefficient of variation of Regeneron Pharmaceuticals is 7133.66. The daily returns are destributed with a variance of 2.69 and standard deviation of 1.64. The mean deviation of Regeneron Pharmaceuticals is currently at 1.32. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.93|
Regeneron Pharmaceuticals Return Volatilitythe corporation inherits 1.6403% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9874% risk (volatility on return distribution) over the 30 days horizon.
Regeneron Pharmaceuticals Investment Opportunity
Regeneron Pharmaceuticals has a volatility of 1.64 and is 1.66 times more volatile than DOW. 14 of all equities and portfolios are less risky than Regeneron Pharmaceuticals. Compared to the overall equity markets, volatility of historical daily returns of Regeneron Pharmaceuticals is lower than 14 () of all global equities and portfolios over the last 30 days. Use Regeneron Pharmaceuticals to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Regeneron Pharmaceuticals to be traded at $335.84 in 30 days. . Regeneron Pharmaceuticals returns are very sensitive to returns on the market. As market goes up or down, Regeneron Pharmaceuticals is expected to follow.
Regeneron Pharmaceuticals correlation with market
Regeneron Pharmaceuticals Current Risk Indicators
|Risk Adjusted Performance||0.0264|
|Market Risk Adjusted Performance||0.0415|
|Coefficient Of Variation||4441.41|
Regeneron Pharmaceuticals Suggested Diversification Pairs