Lumos Pharma Correlations

LUMO Stock

USD 4.30 0.02 0.46%

The current 90-days correlation between Lumos Pharma and Shattuck Labs is 0.15 (i.e., Average diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lumos Pharma moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lumos Pharma moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Lumos Pharma Correlation With Market

Good diversification

The correlation between Lumos Pharma and DJI is -0.16 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Lumos Pharma and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Lumos Pharma. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

To learn how to invest in Lumos Stock, please use our How to Invest in Lumos Pharma guide.

Moving together with Lumos Stock

0.67	ESPR	Esperion Therapeutics	Pair Corr
0.64	EWTX	Edgewise Therapeutics	Pair Corr
0.68	BMY	Bristol Myers Squibb Aggressive Push	Pair Corr
0.71	GILD	Gilead Sciences	Pair Corr
0.65	MNMD	Mind Medicine	Pair Corr
0.77	CPRX	Catalyst Pharmaceuticals	Pair Corr

Moving against Lumos Stock

0.8	HLN	Haleon plc	Pair Corr
0.8	TAK	Takeda Pharmaceutical	Pair Corr
0.8	ZTS	Zoetis Inc	Pair Corr
0.79	MRK	Merck Company Fiscal Year End 6th of February 2025	Pair Corr
0.72	RDY	Dr Reddys Laboratories	Pair Corr
0.68	LLY	Eli Lilly Sell-off Trend	Pair Corr
0.67	PFE	Pfizer Inc Aggressive Push	Pair Corr
0.64	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.63	ELAN	Elanco Animal Health Potential Growth	Pair Corr
0.87	ANRO	Alto Neuroscience,	Pair Corr
0.57	AMGN	Amgen Inc	Pair Corr
0.57	CTLT	Catalent	Pair Corr
0.51	LTRN	Lantern Pharma	Pair Corr
0.49	ANEB	Anebulo Pharmaceuticals	Pair Corr
0.44	CVS	CVS Health Corp Aggressive Push	Pair Corr
0.36	ABBV	AbbVie Inc	Pair Corr
0.31	SIGA	SIGA Technologies	Pair Corr

Related Correlations Analysis

	PRDS	STTK	ELYM	CSBR	IPSC	SILO	PTIXW	RZLT	ANEB
PRDS		-0.12	-0.18	-0.03	-0.3	-0.74	-0.11	-0.25	-0.31	PRDS
STTK	-0.12		0.87	0.25	0.65	0.19	0.76	-0.36	0.55	STTK
ELYM	-0.18	0.87		0.25	0.67	0.18	0.67	-0.38	0.7	ELYM
CSBR	-0.03	0.25	0.25		0.35	-0.09	0.26	-0.31	0.3	CSBR
IPSC	-0.3	0.65	0.67	0.35		0.32	0.55	-0.39	0.55	IPSC
SILO	-0.74	0.19	0.18	-0.09	0.32		0.11	0.33	0.16	SILO
PTIXW	-0.11	0.76	0.67	0.26	0.55	0.11		-0.37	0.35	PTIXW
RZLT	-0.25	-0.36	-0.38	-0.31	-0.39	0.33	-0.37		-0.15	RZLT
ANEB	-0.31	0.55	0.7	0.3	0.55	0.16	0.35	-0.15		ANEB
	PRDS	STTK	ELYM	CSBR	IPSC	SILO	PTIXW	RZLT	ANEB

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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

ELYM	+ 0.87	STTK
PTIXW	+ 0.76	STTK
ANEB	+ 0.7	ELYM
IPSC	+ 0.67	ELYM
PTIXW	+ 0.67	ELYM
IPSC	+ 0.65	STTK

High negative correlations

SILO	- 0.74	PRDS
RZLT	- 0.39	IPSC
RZLT	- 0.38	ELYM
RZLT	- 0.37	PTIXW
RZLT	- 0.36	STTK
RZLT	- 0.31	CSBR

Risk-Adjusted Indicators

There is a big difference between Lumos Stock performing well and Lumos Pharma 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 Lumos Pharma'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
PRDS	1.70	0.47	0.12	(0.45)	1.66	(2.32)	4.28	(2.59)	15.31
STTK	4.96	(1.56)	0.00	(0.65)	0.00	0.00	6.93	(9.82)	51.03
ELYM	3.87	(0.92)	0.00	(2.63)	0.00	0.00	6.21	(9.35)	34.87
CSBR	3.36	(0.19)	0.00	(0.05)	0.00	0.00	6.56	(7.11)	22.49
IPSC	3.97	(0.39)	0.00	(0.02)	0.00	0.00	7.44	(8.82)	21.67
SILO	3.78	(0.77)	0.00	(0.34)	0.00	0.00	6.31	(10.57)	23.28
PTIXW	18.71	2.67	0.08	(0.56)	18.23	(40.64)	63.74	(41.67)	159.98
RZLT	2.78	(0.03)	0.01	0.09	3.11	(3.21)	6.80	(5.54)	30.01
ANEB	5.00	(0.35)	0.00	(0.12)	0.00	0.00	8.61	(11.48)	76.00

Lumos Pharma Corporate Management

Richard Hawkins	CEO Chairman	Profile
Lori CPA	CFO Officer	Profile
MD BA	Chief Officer	Profile
Lisa Miller	Director Relations	Profile
Bradley JD	Chief Counsel	Profile
Carl Langren	Consultant	Profile

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