ProPhase Labs Correlations

PRPH Stock

USD 0.26 0.05 23.81%

The current 90-days correlation between ProPhase Labs and Co Diagnostics is -0.02 (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 -0.74 (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 inflation.

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

0.85	LFST	Lifeist Wellness	Pair Corr
0.75	SNY	Sanofi ADR Earnings Call This Week	Pair Corr
0.75	000813	Dezhan HealthCare	Pair Corr
0.76	688276	Changchun BCHT Biote	Pair Corr
0.78	688185	Cansino Biologics	Pair Corr
0.65	EXL	Elixinol Wellness	Pair Corr
0.87	600079	Humanwell Healthcare	Pair Corr
0.81	FUM	Futura Medical	Pair Corr
0.81	VIT	Vitura Health	Pair Corr
0.74	MVP	Medical Developments	Pair Corr
0.65	ASRT	Assertio Therapeutics	Pair Corr
0.8	DHB	Delivra Health Brands	Pair Corr
0.84	GLABF	Gemina Laboratories	Pair Corr
0.89	ZTLLF	Zonetail	Pair Corr
0.75	NSFDF	NXT Energy Solutions	Pair Corr

Moving against ProPhase Stock

0.94	BMY	Bristol Myers Squibb	Pair Corr
0.92	MRK	Merck Company	Pair Corr
0.9	GSK	GlaxoSmithKline PLC ADR	Pair Corr
0.87	EAH	Eco Animal Health	Pair Corr
0.86	JNJ	Johnson Johnson	Pair Corr
0.86	TBPH	Theravance Biopharma	Pair Corr
0.74	DHT-U	DRI Healthcare Trust	Pair Corr
0.68	EPN	Epsilon Healthcare	Pair Corr
0.66	PFE	Pfizer Inc Sell-off Trend	Pair Corr
0.57	BHC	Bausch Health Companies	Pair Corr
0.39	NVO	Novo Nordisk AS Aggressive Push	Pair Corr
0.91	AIZ	Assurant	Pair Corr
0.89	KEYS	Keysight Technologies	Pair Corr
0.87	HLT	Hilton Worldwide Holdings	Pair Corr
0.87	C	Citigroup	Pair Corr
0.86	AAL	American Airlines Earnings Call This Week	Pair Corr
0.86	ABEV	Ambev SA ADR Aggressive Push	Pair Corr
0.85	FIVE	Five Below	Pair Corr
0.84	IDYA	Ideaya Biosciences	Pair Corr
0.83	KGC	Kinross Gold Aggressive Push	Pair Corr

Related Correlations Analysis

	AYTU	TXMD	ALUR	ERNA	BFRI	ADAP	AEMD	CODX	LNAI	SBFM
AYTU		0.59	0.11	-0.51	-0.31	0.28	-0.71	-0.6	-0.53	-0.56	AYTU
TXMD	0.59		-0.26	-0.43	-0.41	-0.12	-0.72	-0.63	-0.21	-0.77	TXMD
ALUR	0.11	-0.26		0.12	0.56	-0.2	0.4	0.25	-0.11	0.52	ALUR
ERNA	-0.51	-0.43	0.12		0.53	-0.35	0.48	0.33	-0.16	0.49	ERNA
BFRI	-0.31	-0.41	0.56	0.53		-0.51	0.7	0.4	-0.21	0.78	BFRI
ADAP	0.28	-0.12	-0.2	-0.35	-0.51		-0.37	-0.08	0.04	-0.28	ADAP
AEMD	-0.71	-0.72	0.4	0.48	0.7	-0.37		0.67	0.26	0.88	AEMD
CODX	-0.6	-0.63	0.25	0.33	0.4	-0.08	0.67		0.26	0.69	CODX
LNAI	-0.53	-0.21	-0.11	-0.16	-0.21	0.04	0.26	0.26		0.08	LNAI
SBFM	-0.56	-0.77	0.52	0.49	0.78	-0.28	0.88	0.69	0.08		SBFM
	AYTU	TXMD	ALUR	ERNA	BFRI	ADAP	AEMD	CODX	LNAI	SBFM

Please upgrade your account to get full access to Macroaxis premium features

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	+ 0.88	AEMD
SBFM	+ 0.78	BFRI
AEMD	+ 0.7	BFRI
SBFM	+ 0.69	CODX
CODX	+ 0.67	AEMD
TXMD	+ 0.59	AYTU

High negative correlations

SBFM	- 0.77	TXMD
AEMD	- 0.72	TXMD
AEMD	- 0.71	AYTU
CODX	- 0.63	TXMD
CODX	- 0.6	AYTU
SBFM	- 0.56	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	2.52	0.19	0.05	0.43	3.10	(2.61)	4.69	(5.26)	12.75
TXMD	4.69	1.37	0.23	1.04	5.24	(5.61)	13.33	(7.29)	43.93
ALUR	5.16	(0.66)	0.00	(0.08)	0.00	0.00	16.54	(10.32)	40.95
ERNA	4.72	0.05	0.02	0.10	4.73	(5.53)	12.10	(7.41)	51.97
BFRI	3.81	0.01	0.02	0.07	4.83	(5.45)	9.59	(7.59)	32.71
ADAP	12.64	0.24	0.03	0.12	15.04	(16.63)	22.82	(18.18)	168.52
AEMD	5.67	(0.57)	0.00	(0.95)	0.00	0.00	10.51	(10.29)	38.52
CODX	11.61	0.82	0.08	0.18	13.88	(17.19)	13.38	(20.90)	319.85
LNAI	6.37	(0.07)	0.00	0.35	0.00	0.00	12.62	(12.82)	55.92
SBFM	2.23	(0.76)	0.00	(0.39)	0.00	0.00	4.73	(5.65)	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

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC