Intercept Pharmaceuticals Correlations
| ICPTDelisted Stock | USD 10.31 0.16 1.53% |
The current 90-days correlation between Intercept Pharmaceuticals and Terns Pharmaceuticals is -0.09 (i.e., Good diversification). The correlation of Intercept Pharmaceuticals is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
Intercept Pharmaceuticals Correlation With Market
Significant diversification
The correlation between Intercept Pharmaceuticals and DJI is 0.07 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intercept Pharmaceuticals and DJI in the same portfolio, assuming nothing else is changed.
Intercept |
Moving together with Intercept Stock
| 0.66 | BKRKY | Bank Rakyat | PairCorr |
| 0.8 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.65 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.61 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.73 | EC | Ecopetrol SA ADR Sell-off Trend | PairCorr |
| 0.74 | BA | Boeing Fiscal Year End 29th of January 2025 | PairCorr |
| 0.65 | JNJ | Johnson Johnson Sell-off Trend | PairCorr |
Moving against Intercept Stock
| 0.92 | SSNLF | Samsung Electronics | PairCorr |
| 0.85 | CAT | Caterpillar Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.82 | AA | Alcoa Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.76 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
| 0.71 | AXP | American Express Fiscal Year End 24th of January 2025 | PairCorr |
| 0.69 | XOM | Exxon Mobil Corp Fiscal Year End 7th of February 2025 | PairCorr |
| 0.66 | CVX | Chevron Corp Sell-off Trend | PairCorr |
| 0.63 | HPQ | HP Inc | PairCorr |
| 0.56 | IBM | International Business Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.55 | DIS | Walt Disney Sell-off Trend | PairCorr |
| 0.52 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.49 | MCD | McDonalds Fiscal Year End 3rd of February 2025 | PairCorr |
| 0.48 | DD | Dupont De Nemours Fiscal Year End 4th of February 2025 | PairCorr |
| 0.38 | TLKMF | Telkom Indonesia Tbk | 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 Intercept Stock performing well and Intercept 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 Intercept 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VKTX | 3.48 | (0.23) | 0.00 | (0.05) | 0.00 | 6.24 | 34.61 | |||
| TERN | 3.39 | (0.35) | 0.00 | (0.23) | 0.00 | 6.02 | 34.09 | |||
| AKRO | 2.37 | 0.13 | 0.07 | 0.19 | 2.66 | 5.23 | 13.37 | |||
| RETA | 2.22 | 0.11 | 0.02 | 0.26 | 3.31 | 5.24 | 28.80 | |||
| MDGL | 2.70 | 0.44 | 0.15 | 1.41 | 2.13 | 5.17 | 30.27 | |||
| TGTX | 2.91 | 0.47 | 0.15 | 0.35 | 3.03 | 7.62 | 24.51 | |||
| HEPA | 3.75 | (0.37) | 0.00 | (0.12) | 0.00 | 8.06 | 33.54 | |||
| PTCT | 2.38 | 0.24 | 0.11 | 0.27 | 2.39 | 6.61 | 23.95 | |||
| KRYS | 1.82 | (0.17) | (0.05) | 0.01 | 2.13 | 4.45 | 12.05 | |||
| AVRO | 1.77 | 0.20 | 0.01 | (0.30) | 1.89 | 4.11 | 14.20 |
View Intercept Pharmaceuticals Related Equities
| Risk & Return | Correlation |
Intercept Pharmaceuticals Corporate Management
| Linda Richardson | Ex Officer | Profile | |
| Andrew Saik | Chief Officer | Profile | |
| David Ford | Chief Human Resource Officer | Profile | |
| Mark MD | Advisor Founder | Profile | |
| Jared JD | G Counsel | Profile | |
| Rocco Venezia | Chief Treasurer | Profile |
Still Interested in Intercept Pharmaceuticals?
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