Replimune Correlations

REPL Stock

USD 7.03 0.36 4.87%

The current 90-days correlation between Replimune Group and Ginkgo Bioworks Holdings is 0.24 (i.e., Modest diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Replimune moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Replimune Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Replimune Correlation With Market

Very good diversification

The correlation between Replimune Group and DJI is -0.44 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Replimune Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Replimune Stock

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

Moving together with Replimune Stock

0.62	EVAX	Evaxion Biotech AS	Pair Corr
0.74	MYGN	Myriad Genetics	Pair Corr
0.65	ALNY	Alnylam Pharmaceuticals	Pair Corr
0.65	ATNM	Actinium Pharmaceuticals	Pair Corr
0.73	BCAB	Bioatla	Pair Corr

Moving against Replimune Stock

0.79	HOOK	Hookipa Pharma	Pair Corr
0.78	IPSC	Century Therapeutics	Pair Corr
0.69	IVA	Inventiva Sa	Pair Corr
0.65	MAIA	MAIA Biotechnology	Pair Corr
0.62	FHTX	Foghorn Therapeutics	Pair Corr
0.55	GILD	Gilead Sciences	Pair Corr
0.52	INCY	Incyte	Pair Corr
0.39	AVH	Avita Medical	Pair Corr
0.35	GMAB	Genmab AS	Pair Corr
0.76	AEON	AEON Biopharma	Pair Corr
0.74	CNB0	FORTRESS BIOTECHPRFA	Pair Corr
0.7	22UA	BioNTech SE	Pair Corr
0.43	PCVX	Vaxcyte	Pair Corr
0.41	ALLO	Allogene Therapeutics Buyout Trend	Pair Corr
0.35	BTC	BTC Health	Pair Corr
0.33	AMGN	Amgen Inc Earnings Call Today	Pair Corr
0.73	DAWN	Day One Biopharmaceu	Pair Corr
0.72	LIN	Linde plc Ordinary Earnings Call This Week	Pair Corr
0.69	PBMRF	PT Bumi Resources	Pair Corr
0.61	CAT	Caterpillar	Pair Corr

Related Correlations Analysis

	DNA	MBX	IOVA	AVBP	MGTX	PRME	VALN	VIR	ARVN	ATXS
DNA		-0.33	-0.46	-0.27	0.5	0.88	0.34	0.1	-0.45	-0.41	DNA
MBX	-0.33		0.48	0.6	-0.61	-0.16	0.48	0.57	0.76	0.46	MBX
IOVA	-0.46	0.48		0.27	-0.4	-0.35	0.06	0.36	0.52	0.29	IOVA
AVBP	-0.27	0.6	0.27		-0.02	-0.02	0.0	0.72	0.79	0.23	AVBP
MGTX	0.5	-0.61	-0.4	-0.02		0.43	-0.3	-0.02	-0.39	-0.43	MGTX
PRME	0.88	-0.16	-0.35	-0.02	0.43		0.42	0.33	-0.2	-0.3	PRME
VALN	0.34	0.48	0.06	0.0	-0.3	0.42		0.34	0.15	0.04	VALN
VIR	0.1	0.57	0.36	0.72	-0.02	0.33	0.34		0.69	0.02	VIR
ARVN	-0.45	0.76	0.52	0.79	-0.39	-0.2	0.15	0.69		0.4	ARVN
ATXS	-0.41	0.46	0.29	0.23	-0.43	-0.3	0.04	0.02	0.4		ATXS
	DNA	MBX	IOVA	AVBP	MGTX	PRME	VALN	VIR	ARVN	ATXS

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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

PRME	+ 0.88	DNA
ARVN	+ 0.79	AVBP
ARVN	+ 0.76	MBX
VIR	+ 0.72	AVBP
ARVN	+ 0.69	VIR
AVBP	+ 0.6	MBX

High negative correlations

MGTX	- 0.61	MBX
IOVA	- 0.46	DNA
ARVN	- 0.45	DNA
ATXS	- 0.43	MGTX
ATXS	- 0.41	DNA
MGTX	- 0.4	IOVA

Risk-Adjusted Indicators

There is a big difference between Replimune Stock performing well and Replimune 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 Replimune'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
DNA	3.39	(0.58)	0.00	(0.22)	0.00	0.00	8.16	(6.79)	28.96
MBX	4.51	1.32	0.27	(2.71)	3.86	(5.26)	14.40	(7.47)	29.11
IOVA	4.27	0.31	0.06	1.94	4.24	(5.55)	11.81	(7.69)	37.34
AVBP	3.02	0.25	0.07	0.36	3.17	(3.73)	6.71	(6.03)	18.12
MGTX	2.55	(0.25)	0.00	(0.11)	0.00	0.00	5.08	(5.18)	14.00
PRME	4.64	(0.34)	0.00	(0.23)	0.00	0.00	12.57	(8.19)	23.00
VALN	2.22	(0.01)	0.00	0.02	2.37	(2.64)	4.83	(4.81)	15.59
VIR	3.45	0.31	0.08	0.21	3.78	(3.72)	8.08	(6.25)	20.46
ARVN	3.02	0.57	0.15	6.33	3.13	(3.57)	5.91	(5.07)	28.90
ATXS	0.85	0.07	0.03	(0.65)	1.00	(0.91)	2.11	(1.67)	6.54

Replimune Corporate Management

Colin Love	Chief Officer	Profile
Christopher Sarchi	Chief Officer	Profile
Carolyn Trott	Senior Assurance	Profile
Pamela Esposito	Chief Business Officer	Profile
Paul Bullock	Chief Head	Profile
Kari Jeschke	Senior Affairs	Profile

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