Regeneron Pharmaceuticals Correlations
REGN Stock | USD 1,185 5.76 0.49% |
The current 90-days correlation between Regeneron Pharmaceuticals and Crispr Therapeutics AG is 0.35 (i.e., Weak diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Regeneron Pharmaceuticals moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Regeneron Pharmaceuticals moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Regeneron Pharmaceuticals Correlation With Market
Very weak diversification
The correlation between Regeneron Pharmaceuticals and DJI is 0.43 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Regeneron Pharmaceuticals and DJI in the same portfolio, assuming nothing else is changed.
Regeneron |
Moving together with Regeneron Stock
0.78 | BMY | Bristol Myers Squibb Aggressive Push | PairCorr |
0.81 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
0.8 | GILD | Gilead Sciences | PairCorr |
0.71 | LEGN | Legend Biotech Corp | PairCorr |
0.82 | PHAT | Phathom Pharmaceuticals | PairCorr |
0.72 | REPL | Replimune Group Downward Rally | PairCorr |
0.9 | ABBV | AbbVie Inc | PairCorr |
0.68 | AMGN | Amgen Inc | PairCorr |
Moving against Regeneron Stock
0.9 | ELEV | Elevation Oncology | PairCorr |
0.71 | ESPR | Esperion Therapeutics Buyout Trend | PairCorr |
0.69 | CYTHW | Cyclo Therapeutics | PairCorr |
0.67 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
0.56 | FLGC | Flora Growth Corp | PairCorr |
0.44 | KZR | Kezar Life Sciences | PairCorr |
0.4 | GPCR | Structure Therapeutics | PairCorr |
0.39 | ZURA | Zura Bio Limited | PairCorr |
0.37 | ERNA | Eterna Therapeutics | PairCorr |
0.79 | PHIO | Phio Pharmaceuticals Corp | PairCorr |
0.77 | LPCN | Lipocine | PairCorr |
0.68 | ZVSA | ZyVersa Therapeutics | PairCorr |
0.64 | LQDA | Liquidia Technologies | PairCorr |
0.57 | IMCR | Immunocore Holdings | PairCorr |
0.39 | RGNX | Regenxbio | PairCorr |
0.84 | AKAN | Akanda Corp | PairCorr |
0.78 | BNGO | Bionano Genomics | PairCorr |
0.77 | TOVX | Theriva Biologics Trending | PairCorr |
0.73 | SONN | Sonnet Biotherapeutics Fiscal Year End 12th of December 2024 | PairCorr |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Regeneron Stock performing well and Regeneron Pharmaceuticals Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Regeneron Pharmaceuticals' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
CRSP | 2.52 | (0.37) | 0.00 | (0.07) | 0.00 | 4.14 | 16.27 | |||
NVO | 1.58 | (0.04) | (0.01) | 0.08 | 2.35 | 3.25 | 11.64 | |||
SRPT | 2.28 | 0.31 | 0.09 | (60.07) | 2.08 | 5.01 | 38.25 | |||
NTLA | 2.76 | (0.13) | 0.00 | 0.05 | 3.05 | 6.32 | 16.38 | |||
INCY | 1.26 | 0.17 | 0.06 | 0.49 | 1.43 | 2.48 | 8.60 | |||
ALNY | 2.36 | 1.02 | 0.39 | (2.84) | 1.55 | 5.27 | 38.45 | |||
UTHR | 1.25 | 0.45 | 0.19 | 2.21 | 1.32 | 3.04 | 10.31 | |||
RARE | 2.00 | 0.62 | 0.20 | 3.20 | 2.25 | 4.49 | 17.26 | |||
APLS | 2.46 | (0.24) | 0.00 | (0.02) | 0.00 | 4.19 | 15.70 | |||
PTCT | 2.02 | (0.09) | (0.02) | 0.04 | 3.13 | 3.52 | 21.47 |
Regeneron Pharmaceuticals Corporate Management
Patrice Gilooly | Senior Operations | Profile | |
Andrew Murphy | Executive Research | Profile | |
Melissa Lozner | Senior Officer | Profile | |
Christopher CPA | Head Finance | Profile | |
Ryan Crowe | Senior Analysis | Profile |