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.

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Regeneron Pharmaceuticals. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price.

To learn how to invest in Regeneron Stock, please use our How to Invest in Regeneron Pharmaceuticals guide.

Moving together with Regeneron Stock

0.78	BMY	Bristol Myers Squibb Aggressive Push	Pair Corr
0.81	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.8	GILD	Gilead Sciences	Pair Corr
0.71	LEGN	Legend Biotech Corp	Pair Corr
0.82	PHAT	Phathom Pharmaceuticals	Pair Corr
0.72	REPL	Replimune Group Downward Rally	Pair Corr
0.9	ABBV	AbbVie Inc	Pair Corr
0.68	AMGN	Amgen Inc	Pair Corr

Moving against Regeneron Stock

0.9	ELEV	Elevation Oncology	Pair Corr
0.71	ESPR	Esperion Therapeutics Buyout Trend	Pair Corr
0.69	CYTHW	Cyclo Therapeutics	Pair Corr
0.67	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.56	FLGC	Flora Growth Corp	Pair Corr
0.44	KZR	Kezar Life Sciences	Pair Corr
0.4	GPCR	Structure Therapeutics	Pair Corr
0.39	ZURA	Zura Bio Limited	Pair Corr
0.37	ERNA	Eterna Therapeutics	Pair Corr
0.79	PHIO	Phio Pharmaceuticals Corp	Pair Corr
0.77	LPCN	Lipocine	Pair Corr
0.68	ZVSA	ZyVersa Therapeutics	Pair Corr
0.64	LQDA	Liquidia Technologies	Pair Corr
0.57	IMCR	Immunocore Holdings	Pair Corr
0.39	RGNX	Regenxbio	Pair Corr
0.84	AKAN	Akanda Corp	Pair Corr
0.78	BNGO	Bionano Genomics	Pair Corr
0.77	TOVX	Theriva Biologics Trending	Pair Corr
0.73	SONN	Sonnet Biotherapeutics Fiscal Year End 12th of December 2024	Pair Corr

Related Correlations Analysis

	CRSP	NVO	SRPT	NTLA	INCY	ALNY	UTHR	RARE	APLS	PTCT
CRSP		0.42	-0.16	0.65	-0.05	-0.7	-0.58	-0.74	0.62	0.48	CRSP
NVO	0.42		0.06	-0.04	-0.39	-0.31	-0.32	-0.37	0.46	0.33	NVO
SRPT	-0.16	0.06		0.19	0.35	0.61	0.55	0.01	-0.4	-0.52	SRPT
NTLA	0.65	-0.04	0.19		0.64	-0.1	0.12	-0.22	0.34	0.16	NTLA
INCY	-0.05	-0.39	0.35	0.64		0.45	0.72	0.42	-0.01	-0.1	INCY
ALNY	-0.7	-0.31	0.61	-0.1	0.45		0.88	0.69	-0.58	-0.68	ALNY
UTHR	-0.58	-0.32	0.55	0.12	0.72	0.88		0.71	-0.42	-0.5	UTHR
RARE	-0.74	-0.37	0.01	-0.22	0.42	0.69	0.71		-0.24	-0.16	RARE
APLS	0.62	0.46	-0.4	0.34	-0.01	-0.58	-0.42	-0.24		0.79	APLS
PTCT	0.48	0.33	-0.52	0.16	-0.1	-0.68	-0.5	-0.16	0.79		PTCT
	CRSP	NVO	SRPT	NTLA	INCY	ALNY	UTHR	RARE	APLS	PTCT

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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

UTHR	+ 0.88	ALNY
PTCT	+ 0.79	APLS
UTHR	+ 0.72	INCY
RARE	+ 0.71	UTHR
RARE	+ 0.69	ALNY
NTLA	+ 0.65	CRSP

High negative correlations

RARE	- 0.74	CRSP
ALNY	- 0.7	CRSP
PTCT	- 0.68	ALNY
APLS	- 0.58	ALNY
UTHR	- 0.58	CRSP
PTCT	- 0.52	SRPT

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	0.00	4.14	(4.98)	16.27
NVO	1.58	(0.04)	(0.01)	0.08	2.35	(1.43)	3.25	(3.75)	11.64
SRPT	2.28	0.31	0.09	(60.07)	2.08	(2.98)	5.01	(3.63)	38.25
NTLA	2.76	(0.13)	0.00	0.05	3.05	(2.87)	6.32	(4.64)	16.38
INCY	1.26	0.17	0.06	0.49	1.43	(1.24)	2.48	(2.30)	8.60
ALNY	2.36	1.02	0.39	(2.84)	1.55	(2.93)	5.27	(2.48)	38.45
UTHR	1.25	0.45	0.19	2.21	1.32	(1.38)	3.04	(1.63)	10.31
RARE	2.00	0.62	0.20	3.20	2.25	(2.40)	4.49	(3.05)	17.26
APLS	2.46	(0.24)	0.00	(0.02)	0.00	0.00	4.19	(5.40)	15.70
PTCT	2.02	(0.09)	(0.02)	0.04	3.13	(2.02)	3.52	(4.04)	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

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