LIGAND PHARM Alpha and Beta Analysis Overview

LGNYZ -- USA Stock  

USD 0.009  0.00275  23.40%

This module allows you to check different measures of market premium for LIGAND PHARM INC as well as systematic risk associated with investing in LIGAND PHARM over a specified time horizon. Please see also LIGAND PHARM Backtesting, LIGAND PHARM Valuation, LIGAND PHARM Correlation, LIGAND PHARM Hype Analysis, LIGAND PHARM Volatility, LIGAND PHARM History and analyze LIGAND PHARM Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

LIGAND PHARM Market Premiums

α0.99β16.53
30 days against DJI
Risk Adjusted Performance  

0.0713

Jensen Alpha  

0.7398

Total Risk Alpha  

0.92

Sortino Ratio  

0.0

Treynor Ratio  

0.45

LIGAND PHARM expected buy-and-hold returns

LIGAND PHARM Market Price Analysis

LIGAND PHARM Return and Market Media

The median price of LIGAND PHARM for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 0.0085 with a coefficient of variation of 102.75. The daily time series for the period is distributed with a sample standard deviation of 0.0, arithmetic mean of 0.0, and mean deviation of 0.0. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Ligand Pharmaceuticals Shareholder Knott David M Has Cut Hol...07/30/2018

Current Sentiment - LGNYZ

LIGAND PHARM INC Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in LIGAND PHARM INC. What is your trading attitude regarding investing in LIGAND PHARM INC? Are you bullish or bearish?
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Please see also LIGAND PHARM Backtesting, LIGAND PHARM Valuation, LIGAND PHARM Correlation, LIGAND PHARM Hype Analysis, LIGAND PHARM Volatility, LIGAND PHARM History and analyze LIGAND PHARM Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.
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