CEL SCI Correlations
| CVM Stock | USD 0.61 0.01 1.45% |
The current 90-days correlation between CEL SCI Corp and Agenus Inc is 0.26 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as CEL SCI moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if CEL SCI Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
CEL SCI Correlation With Market
Good diversification
The correlation between CEL SCI Corp and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CEL SCI Corp and DJI in the same portfolio, assuming nothing else is changed.
CEL |
Moving together with CEL Stock
| 0.74 | FDMT | 4D Molecular Therapeutics | PairCorr |
| 0.85 | JNJ | Johnson Johnson Fiscal Year End 28th of January 2025 | PairCorr |
| 0.93 | MRK | Merck Company Fiscal Year End 6th of February 2025 | PairCorr |
| 0.62 | IVVD | Invivyd | PairCorr |
| 0.7 | MREO | Mereo BioPharma Group | PairCorr |
| 0.87 | NKTX | Nkarta Inc Buyout Trend | PairCorr |
| 0.66 | PDSB | PDS Biotechnology Corp | PairCorr |
| 0.94 | PEPG | PepGen | PairCorr |
| 0.82 | ADAP | Adaptimmune Therapeutics | PairCorr |
| 0.69 | ANEB | Anebulo Pharmaceuticals | PairCorr |
| 0.77 | BDTX | Black Diamond Therap | PairCorr |
| 0.89 | COLL | Collegium Pharmaceutical | PairCorr |
Moving against CEL Stock
| 0.9 | BMY | Bristol Myers Squibb Aggressive Push | PairCorr |
| 0.88 | NAMS | NewAmsterdam Pharma | PairCorr |
| 0.66 | PMVP | Pmv Pharmaceuticals | PairCorr |
| 0.51 | PHVS | Pharvaris BV | PairCorr |
| 0.46 | ESLAW | Estrella Immunopharma | PairCorr |
| 0.43 | PLRX | Pliant Therapeutics | PairCorr |
| 0.92 | AVTE | Aerovate Therapeutics | PairCorr |
| 0.87 | VREX | Varex Imaging Corp | PairCorr |
| 0.85 | SGMO | Sangamo Therapeutics Buyout Trend | PairCorr |
| 0.84 | CRVS | Corvus Pharmaceuticals | PairCorr |
| 0.78 | AGIO | Agios Pharm | PairCorr |
| 0.33 | ANTX | AN2 Therapeutics | PairCorr |
Related Correlations Analysis
| -0.77 | -0.71 | -0.67 | -0.24 | CTIC | ||
| -0.77 | 0.66 | 0.82 | 0.43 | AGEN | ||
| -0.71 | 0.66 | 0.45 | 0.52 | AEZS | ||
| -0.67 | 0.82 | 0.45 | 0.39 | CYCC | ||
| -0.24 | 0.43 | 0.52 | 0.39 | BCRX | ||
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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 CEL Stock performing well and CEL SCI 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 CEL SCI'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CTIC | 3.53 | 1.47 | 0.59 | 4.31 | 0.91 | 5.30 | 85.60 | |||
| AGEN | 3.77 | (1.09) | 0.00 | (0.22) | 0.00 | 6.59 | 27.05 | |||
| AEZS | 3.91 | (0.02) | 0.00 | 0.13 | 0.00 | 7.71 | 46.37 | |||
| CYCC | 5.12 | (1.64) | 0.00 | (3.11) | 0.00 | 11.63 | 48.10 | |||
| BCRX | 2.26 | (0.36) | 0.00 | (0.05) | 0.00 | 5.24 | 18.53 |