ProPhase Labs Correlations

PRPH Stock

USD 0.16 0.01 5.88%

The current 90-days correlation between ProPhase Labs and Co Diagnostics is -0.1 (i.e., Good diversification). The correlation of ProPhase Labs 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.

ProPhase Labs Correlation With Market

Pay attention - limited upside

The correlation between ProPhase Labs and DJI is -0.86 (i.e., Pay attention - limited upside) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding ProPhase Labs and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with ProPhase Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in ProPhase Labs. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.

For more detail on how to invest in ProPhase Stock please use our How to Invest in ProPhase Labs guide.

Moving together with ProPhase Stock

0.81	KG	Kestrel Group Symbol Change	Pair Corr
0.62	IQ70	1CM INC	Pair Corr
0.77	EOLS	Evolus Inc	Pair Corr

Moving against ProPhase Stock

0.93	TEV	Teva Pharmaceutical	Pair Corr
0.93	C43	Cosmo Pharmaceuticals	Pair Corr
0.92	RO	Roche Holding AG	Pair Corr
0.91	RHO6	Roche Holding	Pair Corr
0.87	MRK	Merck KGaA	Pair Corr
0.87	BRM	Bristol Myers Squibb	Pair Corr
0.82	CVG	CSPC Pharmaceutical	Pair Corr
0.81	LDZU	ASPEN PHARUNADR 1	Pair Corr
0.8	VTRS	Viatris Aggressive Push	Pair Corr
0.76	DYF1	Dynavax Technologies Earnings Call Tomorrow	Pair Corr
0.74	ELAN	Elanco Animal Health Earnings Call This Week	Pair Corr
0.72	SFZN	Siegfried Holding Earnings Call This Week	Pair Corr
0.67	VTYX	Ventyx Biosciences	Pair Corr
0.57	VRCA	Verrica Pharmaceuticals	Pair Corr
0.46	H6D	Haleon PLC Earnings Call This Week	Pair Corr
0.46	R9U2	Green Thumb Industries Earnings Call This Week	Pair Corr
0.44	PFE	Pfizer Inc CDR	Pair Corr
0.43	TED	TerrAscend Corp	Pair Corr
0.42	7XP	Organon	Pair Corr
0.38	ELVN	Enliven Therapeutics	Pair Corr
0.33	PFE	Pfizer Inc	Pair Corr
0.93	HHU	ALLERGY THER PLC	Pair Corr
0.89	EVOK	Evoke Pharma	Pair Corr
0.89	BMY	Bristol Myers Squibb	Pair Corr
0.82	YPHA	ASTELLAS PHARMA UNSPADR	Pair Corr
0.82	LDZA	Aspen Pharmacare Holdings	Pair Corr
0.81	6CW	CIG WIRELESS	Pair Corr
0.77	2DT	Amneal Pharmaceuticals	Pair Corr
0.73	JNJ	Johnson Johnson	Pair Corr

Related Correlations Analysis

	AYTU	TXMD	ALUR	ERNA	BFRI	ADAP	AEMD	CODX	LNAI	SBFM
AYTU		0.43	0.28	0.0	0.08	0.63	-0.61	-0.61	-0.51	-0.53	AYTU
TXMD	0.43		-0.16	-0.56	0.49	0.35	-0.61	-0.84	-0.64	-0.64	TXMD
ALUR	0.28	-0.16		0.64	0.18	0.34	0.25	0.3	0.28	0.33	ALUR
ERNA	0.0	-0.56	0.64		0.11	0.21	0.64	0.65	0.5	0.67	ERNA
BFRI	0.08	0.49	0.18	0.11		0.25	0.12	-0.22	-0.29	0.12	BFRI
ADAP	0.63	0.35	0.34	0.21	0.25		-0.19	-0.37	-0.27	-0.26	ADAP
AEMD	-0.61	-0.61	0.25	0.64	0.12	-0.19		0.83	0.71	0.84	AEMD
CODX	-0.61	-0.84	0.3	0.65	-0.22	-0.37	0.83		0.8	0.85	CODX
LNAI	-0.51	-0.64	0.28	0.5	-0.29	-0.27	0.71	0.8		0.54	LNAI
SBFM	-0.53	-0.64	0.33	0.67	0.12	-0.26	0.84	0.85	0.54		SBFM
	AYTU	TXMD	ALUR	ERNA	BFRI	ADAP	AEMD	CODX	LNAI	SBFM

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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

SBFM	+ 0.85	CODX
SBFM	+ 0.84	AEMD
CODX	+ 0.83	AEMD
LNAI	+ 0.8	CODX
LNAI	+ 0.71	AEMD
SBFM	+ 0.67	ERNA

High negative correlations

CODX	- 0.84	TXMD
SBFM	- 0.64	TXMD
LNAI	- 0.64	TXMD
AEMD	- 0.61	TXMD
CODX	- 0.61	AYTU
AEMD	- 0.61	AYTU

Risk-Adjusted Indicators

There is a big difference between ProPhase Stock performing well and ProPhase Labs 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 ProPhase Labs' 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
AYTU	2.72	0.06	0.01	0.12	3.66	(2.67)	4.69	(5.94)	16.84
TXMD	4.86	0.66	0.10	0.43	6.31	(5.45)	12.11	(10.59)	43.44
ALUR	5.78	(0.37)	0.00	1.76	0.00	0.00	16.54	(11.33)	40.95
ERNA	5.56	(1.85)	0.00	1.97	0.00	0.00	12.10	(18.42)	59.74
BFRI	3.53	(0.28)	0.00	(0.07)	0.00	0.00	6.76	(7.59)	34.13
ADAP	12.64	0.58	0.03	2.31	15.04	(16.63)	22.82	(18.18)	168.52
AEMD	5.53	(0.85)	0.00	(1.59)	0.00	0.00	10.51	(10.29)	38.52
CODX	5.96	(1.66)	0.00	(0.56)	0.00	0.00	9.88	(12.84)	75.41
LNAI	6.55	0.02	0.00	0.02	0.00	0.00	19.44	(10.98)	52.90
SBFM	2.03	(0.65)	0.00	(0.41)	0.00	0.00	4.13	(5.37)	13.93

ProPhase Labs Corporate Management

Billy White	Consultant	Profile
Stu Hollenshead	Chief Officer	Profile
Sergio Miralles	Executive Diagnostics	Profile
Steven CPA	Chief Officer	Profile
Kevin Quinn	Chief Genomics	Profile

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