Agios Pharm Correlations

AGIO Stock

USD 27.25 -0.91 -3.23%

Rolling correlation with major benchmarks shows how the stock's diversification benefit shifts over time. The current 90-days correlation between Agios Pharm and Denali Therapeutics is 0.19 (i.e., Good diversification).

Market Correlation Context: Agios Pharm

Strong inverse diversification

Across the chosen horizon, Agios Pharm and Dow Jones show a correlation of -0.31 and fall into the Strong inverse diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.

Agios Pharm has a market cap of 1.67 billion, an operating margin of -5.3% (TTM), current ratio of 17.98. Liquidity ratios should be evaluated alongside debt maturity schedules for a complete picture. . Broader economic conditions can influence Agios Pharm's company valuation - related indicators include signals in state.

Exploring Agios Stock for the first time? Start with our How to Buy Agios Stock step-by-step guide. It provides a clear overview of how to add Agios Pharm to your portfolio. It is a useful companion to the data and analysis available for Agios Stock.

Moving together with Agios Stock

0.61

Alcoa Corp

Pair Corr

Moving Against Agios Stock

0.37	DIS	Walt Disney	Pair Corr
0.35	BA	Boeing	Pair Corr
0.33	PG	Procter Gamble	Pair Corr
0.31	HD	Home Depot	Pair Corr

Related Correlations Analysis

	DNLI	RXRX	BEAM	RCUS	ETNB	COGT	IBRX	GLPG	SRPT	LQDA
DNLI		0.53	0.17	-0.08	-0.38	0.26	0.22	0.48	-0.11	0.12	DNLI
RXRX	0.53		0.54	-0.04	-0.47	0.49	-0.2	0.53	-0.09	0.45	RXRX
BEAM	0.17	0.54		0.35	0.02	0.42	0.16	-0.06	0.14	0.05	BEAM
RCUS	-0.08	-0.04	0.35		0.44	-0.25	-0.01	-0.6	0.3	0.19	RCUS
ETNB	-0.38	-0.47	0.02	0.44		-0.35	-0.15	-0.89	0.7	0.06	ETNB
COGT	0.26	0.49	0.42	-0.25	-0.35		0.23	0.41	-0.02	-0.19	COGT
IBRX	0.22	-0.2	0.16	-0.01	-0.15	0.23		0.17	-0.42	-0.77	IBRX
GLPG	0.48	0.53	-0.06	-0.6	-0.89	0.41	0.17		-0.66	-0.04	GLPG
SRPT	-0.11	-0.09	0.14	0.3	0.7	-0.02	-0.42	-0.66		0.38	SRPT
LQDA	0.12	0.45	0.05	0.19	0.06	-0.19	-0.77	-0.04	0.38		LQDA
	DNLI	RXRX	BEAM	RCUS	ETNB	COGT	IBRX	GLPG	SRPT	LQDA

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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

SRPT	+ 0.7	ETNB
BEAM	+ 0.54	RXRX
RXRX	+ 0.53	DNLI
GLPG	+ 0.53	RXRX
COGT	+ 0.49	RXRX
GLPG	+ 0.48	DNLI

High negative correlations

GLPG	- 0.89	ETNB
LQDA	- 0.77	IBRX
SRPT	- 0.66	GLPG
GLPG	- 0.6	RCUS
ETNB	- 0.47	RXRX
SRPT	- 0.42	IBRX

Risk-Adjusted Indicators

Strong recent returns in Agios Stock do not always mean Agios Pharm Company is outperforming peers on business quality. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DNLI	2.84	-0.15	0.00	-0.07	0.00	0.00	6.19	-6.15	20.38
RXRX	2.94	-0.38	0.00	-0.14	0.00	0.00	6.27	-6.17	19.86
BEAM	3.28	0.15	0.04	0.08	4.19	-3.36	7.60	-7.00	24.09
RCUS	3.22	0.32	0.08	0.17	3.60	-3.37	7.11	-6.23	24.57
ETNB	2.99	1.05	0.36	-1.82	1.83	-4.44	3.02	-4.66	86.02
COGT	2.00	-0.06	0.00	-0.02	0.00	0.00	5.71	-3.76	17.20
IBRX	5.66	0.54	0.07	0.35	6.57	-6.37	14.55	-10.00	62.92
GLPG	1.27	-0.30	0.00	-0.32	0.00	0.00	1.95	-3.25	9.71
SRPT	3.25	0.13	0.03	0.06	4.23	-3.31	6.11	-7.89	43.77
LQDA	2.83	-0.09	0.00	-0.08	0.00	0.00	5.58	-4.73	16.89

Agios Pharm Corporate Management

T Washburn	VP, Controller & Principal Accounting Officer	Profile
Dr DACVP	Consultant	Profile
Sarah MD	Chief Medical Officer and Head of Research & Development	Profile
James Burns	Chief Legal Officer	Profile
Krishnan Viswanadhan	Chief Corporate Development & Strategy Officer	Profile