Intracellular Correlations

ITCI Stock

USD 86.59 0.16 0.19%

The current 90-days correlation between Intracellular Th and Alkermes Plc is 0.26 (i.e., Modest diversification). The correlation of Intracellular 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.

Intracellular Correlation With Market

Modest diversification

The correlation between Intracellular Th and DJI is 0.28 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Intracellular Th and DJI in the same portfolio, assuming nothing else is changed.

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Intracellular Th. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

Moving together with Intracellular Stock

0.78	BMY	Bristol Myers Squibb Aggressive Push	Pair Corr
0.85	GILD	Gilead Sciences	Pair Corr
0.76	NAMS	NewAmsterdam Pharma	Pair Corr
0.67	PHVS	Pharvaris BV	Pair Corr
0.72	PMVP	Pmv Pharmaceuticals	Pair Corr
0.81	AGIO	Agios Pharm	Pair Corr

Moving against Intracellular Stock

0.87	PEPG	PepGen	Pair Corr
0.82	LLY	Eli Lilly Sell-off Trend	Pair Corr
0.81	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.76	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.73	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.71	SXTPW	60 Degrees Pharmaceu	Pair Corr
0.71	NKTX	Nkarta Inc Buyout Trend	Pair Corr
0.67	VALN	Valneva SE ADR	Pair Corr
0.59	FDMT	4D Molecular Therapeutics	Pair Corr
0.58	BIAFW	BioAffinity Technologies	Pair Corr
0.54	MREO	Mereo BioPharma Group	Pair Corr
0.49	PDSB	PDS Biotechnology Corp	Pair Corr
0.36	ABBV	AbbVie Inc	Pair Corr
0.34	IVVD	Invivyd	Pair Corr
0.32	RGNX	Regenxbio	Pair Corr
0.82	COLL	Collegium Pharmaceutical	Pair Corr
0.77	CNC	Centene Corp Sell-off Trend	Pair Corr
0.77	ELV	Elevance Health Fiscal Year End 22nd of January 2025	Pair Corr
0.66	ADAP	Adaptimmune Therapeutics	Pair Corr
0.62	CI	Cigna Corp	Pair Corr
0.61	BDTX	Black Diamond Therap	Pair Corr
0.6	TELO	Telomir Pharmaceuticals,	Pair Corr
0.55	AMGN	Amgen Inc	Pair Corr
0.54	ANEB	Anebulo Pharmaceuticals	Pair Corr

Related Correlations Analysis

	ALKS	IRWD	DCPH	PCRX	COLL	EGRX	NBIX	DVAX	AMPH	ANIP
ALKS		0.16	-0.28	0.33	-0.1	-0.31	0.3	0.45	-0.11	0.34	ALKS
IRWD	0.16		0.2	-0.22	0.42	0.52	0.28	-0.13	0.38	0.61	IRWD
DCPH	-0.28	0.2		0.02	0.26	0.31	0.13	-0.32	0.35	0.34	DCPH
PCRX	0.33	-0.22	0.02		-0.48	-0.65	0.02	0.45	0.24	-0.01	PCRX
COLL	-0.1	0.42	0.26	-0.48		0.51	-0.34	-0.77	0.34	0.27	COLL
EGRX	-0.31	0.52	0.31	-0.65	0.51		0.04	-0.5	0.13	0.37	EGRX
NBIX	0.3	0.28	0.13	0.02	-0.34	0.04		0.47	-0.05	0.44	NBIX
DVAX	0.45	-0.13	-0.32	0.45	-0.77	-0.5	0.47		-0.18	0.06	DVAX
AMPH	-0.11	0.38	0.35	0.24	0.34	0.13	-0.05	-0.18		0.34	AMPH
ANIP	0.34	0.61	0.34	-0.01	0.27	0.37	0.44	0.06	0.34		ANIP
	ALKS	IRWD	DCPH	PCRX	COLL	EGRX	NBIX	DVAX	AMPH	ANIP

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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

ANIP	+ 0.61	IRWD
EGRX	+ 0.52	IRWD
EGRX	+ 0.51	COLL
DVAX	+ 0.47	NBIX
DVAX	+ 0.45	ALKS
DVAX	+ 0.45	PCRX

High negative correlations

DVAX	- 0.77	COLL
EGRX	- 0.65	PCRX
DVAX	- 0.5	EGRX
COLL	- 0.48	PCRX
NBIX	- 0.34	COLL
DVAX	- 0.32	DCPH

Risk-Adjusted Indicators

There is a big difference between Intracellular Stock performing well and Intracellular 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 Intracellular's 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
ALKS	1.75	(0.12)	(0.02)	0.04	2.08	(1.88)	4.14	(3.59)	9.74
IRWD	3.41	(0.63)	0.00	(0.15)	0.00	0.00	6.62	(7.54)	20.41
DCPH	1.66	(0.23)	0.00	(1.01)	0.00	0.00	3.27	(3.25)	9.66
PCRX	1.94	0.10	0.05	0.21	2.13	(2.11)	3.96	(3.67)	10.38
COLL	1.88	(0.43)	0.00	(0.25)	0.00	0.00	3.23	(4.47)	12.29
EGRX	3.94	(1.19)	0.00	26.43	0.00	0.00	9.24	(8.24)	53.71
NBIX	1.53	(0.41)	0.00	(0.18)	0.00	0.00	3.10	(2.10)	18.87
DVAX	1.74	0.11	0.05	0.22	2.16	(1.88)	3.69	(2.93)	17.05
AMPH	1.62	(0.21)	0.00	(0.07)	0.00	0.00	3.37	(3.61)	17.30
ANIP	1.90	(0.22)	0.00	(0.06)	0.00	0.00	3.70	(3.75)	10.82

Intracellular Corporate Management

CPA CPA	CFO, Fin	Profile
Suresh MD	Executive Officer	Profile
Karen Esq	Senior Officer	Profile
Willie MD	Senior Development	Profile

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