Regeneron Pharmaceuticals Probability of Target Price Finishing Above 286.85

REGN -- USA Stock  

USD 281.62  2.56  0.92%

Regeneron Pharmaceuticals probability of target price tool provides mechanism to make assumptions about upside and downside potential of Regeneron Pharmaceuticals performance during a given time horizon utilizing its historical volatility. Please specify Regeneron Pharmaceuticals time horizon, a valid symbol (red box) and a target price (blue box) you would like Regeneron Pharmaceuticals odds to be computed. Additionally take a look at Regeneron Pharmaceuticals Backtesting, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Volatility, Regeneron Pharmaceuticals History as well as Regeneron Pharmaceuticals Performance.
Horizon     30 Days    Login   to change
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Regeneron Pharmaceuticals Target Price Odds to finish below 286.85

Current PriceHorizonTarget PriceOdds to stay under $ 286.85  after 30 days
 281.62 30 days 286.85 
ABOUT 52.83%
Based on normal probability distribution, the odds of Regeneron Pharmaceuticals to stay under $ 286.85  after 30 days from now is about 52.83% (This Regeneron Pharmaceuticals probability density function shows the probability of Regeneron Pharmaceuticals Stock to fall within a particular range of prices over 30 days) . Probability of Regeneron Pharmaceuticals price to stay between its current price of $ 281.62  and $ 286.85  at the end of the 30-day period is roughly 2.86%.
Given the investment horizon of 30 days, Regeneron Pharmaceuticals has beta of -0.2687 . This implies as returns on benchmark increase, returns on holding Regeneron Pharmaceuticals are expected to decrease at a much smaller rate. During bear market, however, Regeneron Pharmaceuticals is likely to outperform the market. Additionally The company has a negative alpha implying that the risk taken by holding this equity is not justified. Regeneron Pharmaceuticals is significantly underperforming DOW.
 Regeneron Pharmaceuticals Price Density 
      Price 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.27
σ
Overall volatility
=72.83
Ir
Information ratio =0.08

Regeneron Pharmaceuticals Alerts and Suggestions

Regeneron Pharmaceuticals generates negative expected return over the last 30 days
About 73.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Regeneron Pharmaceuticals exotic insider transaction detected

Regeneron PharmaceuticalsPrice Density Drivers

Shares Percent Shares Out2.21%
Short Percent Of Float3.04%
Float Shares81.22M
Shares Short Prior Month2.54M
Average Daily Volume Last 10 Day637.26k
Average Daily Volume In Three Month762.38k
Date Short InterestAugust 15, 2019
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