LIGAND PHARM Risk Analysis And Volatility

LGNXZ -- USA Stock  

USD 0.06  0.00  0.00%

Our philosophy towards estimating 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-one technical indicators for LIGAND PHARM which you can use to evaluate future volatility of the firm. Please verify LIGAND PHARM INC to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LIGAND PHARM INC Technical Analysis

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LIGAND PHARM Projected Return Density Against Market

Assuming 30 trading days horizon, LIGAND PHARM has beta of 0.0 indicating the returns on DOW and LIGAND PHARM do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of LIGAND PHARM is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of LIGAND PHARM INC is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

LIGAND PHARM Return Volatility

the company shows 0.0% volatility of returns over 30 trading days. the entity inherits 1.8152% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

LIGAND PHARM Investment Opportunity

DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than LIGAND PHARM INC. 0% of all equities and portfolios are less risky than LIGAND PHARM. Compared to the overall equity markets, volatility of historical daily returns of LIGAND PHARM INC is lower than 0 (%) of all global equities and portfolios over the last 30 days.

LIGAND PHARM Volatility Indicators

LIGAND PHARM INC Current Risk Indicators

Please see also Stocks Correlation. Please also try CEO Directory module to screen ceos from public companies around the world.