Valneva SE Correlations

VALN Stock

USD 5.59 0.03 0.54%

The current 90-days correlation between Valneva SE ADR and Day One Biopharmaceuticals is 0.01 (i.e., Very good diversification).Pairwise correlation with sector peers establishes whether the stock offers truly differentiated exposure.

Market Correlation Profile: Valneva SE

Very good diversification

Valneva SE currently posts a 0.04 correlation with Dow Jones, indicating a Very good diversification relationship for the active sample. The overlap area shows the portion of risk diversified away by holding both instruments together.

Valneva SE has a market cap of 530.06 million, an operating margin of -58.05% on a trailing twelve-month basis, compared to -49.0% in the last reported annual period, current ratio of 1.15. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence Valneva SE ADR's company valuation - related indicators include signals in industry.

Moving Together With Valneva SE Stock

0.81	VRAX	Virax Biolabs Group	Pair Corr
0.9	VRTX	Vertex Pharmaceuticals	Pair Corr
0.7	FHTX	Foghorn Therapeutics	Pair Corr
0.72	AIM	AIM ImmunoTech	Pair Corr
0.75	ALT	Altimmune	Pair Corr
0.64	BNR	Burning Rock Biotech	Pair Corr
0.79	INM	InMed Pharmaceuticals	Pair Corr
0.7	OPTI	OptiBiotix Health Plc	Pair Corr
0.78	PMN	ProMIS Neurosciences	Pair Corr
0.83	ZURA	Zura Bio Limited	Pair Corr
0.8	IMMP	Immutep Ltd ADR	Pair Corr

Moving Differently From Valneva SE Stock

0.74	EDIT	Editas Medicine	Pair Corr
0.66	VYNE	Vyne Therapeutics	Pair Corr
0.59	WINT	Windtree Therapeutics	Pair Corr
0.58	EGRX	Eagle Pharmaceuticals	Pair Corr
0.58	DYN	Dyne Therapeutics	Pair Corr
0.53	CUE	Cue Biopharma	Pair Corr
0.48	ENVB	Enveric Biosciences	Pair Corr
0.37	EQ	Equillium	Pair Corr
0.87	XOMA	XOMA Royalty	Pair Corr
0.58	PBM	Psyence Biomedical Ltd	Pair Corr
0.58	XRTX	XORTX Therapeutics	Pair Corr
0.54	IMRX	Immuneering Corp	Pair Corr
0.52	ZLAB	Zai Lab	Pair Corr
0.47	SLN	Silence Therapeutics PLC	Pair Corr
0.47	VIR	Vir Biotechnology	Pair Corr
0.46	INDP	Indaptus Therapeutics	Pair Corr
0.44	BION	BB Biotech AG	Pair Corr
0.43	38I	Intellia Therapeutics	Pair Corr

Related Correlations Analysis

	DAWN	ARVN	AVBP	ATXS	GERN	REPL	MGTX	MBX	DNA	IOVA
DAWN		-0.85	0.59	0.21	-0.25	-0.67	0.76	-0.31	-0.12	0.03	DAWN
ARVN	-0.85		-0.52	-0.26	0.16	0.63	-0.61	0.26	0.04	0.13	ARVN
AVBP	0.59	-0.52		0.27	-0.11	-0.88	0.81	-0.09	0.18	0.25	AVBP
ATXS	0.21	-0.26	0.27		-0.23	-0.22	0.27	0.22	0.33	0.06	ATXS
GERN	-0.25	0.16	-0.11	-0.23		0.22	0.05	0.36	0.24	-0.14	GERN
REPL	-0.67	0.63	-0.88	-0.22	0.22		-0.81	0.09	-0.18	-0.06	REPL
MGTX	0.76	-0.61	0.81	0.27	0.05	-0.81		0.0	0.13	0.05	MGTX
MBX	-0.31	0.26	-0.09	0.22	0.36	0.09	0.0		0.66	-0.6	MBX
DNA	-0.12	0.04	0.18	0.33	0.24	-0.18	0.13	0.66		-0.48	DNA
IOVA	0.03	0.13	0.25	0.06	-0.14	-0.06	0.05	-0.6	-0.48		IOVA
	DAWN	ARVN	AVBP	ATXS	GERN	REPL	MGTX	MBX	DNA	IOVA

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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

MGTX	+ 0.81	AVBP
MGTX	+ 0.76	DAWN
DNA	+ 0.66	MBX
REPL	+ 0.63	ARVN
AVBP	+ 0.59	DAWN
MBX	+ 0.36	GERN

High negative correlations

REPL	- 0.88	AVBP
ARVN	- 0.85	DAWN
MGTX	- 0.81	REPL
REPL	- 0.67	DAWN
MGTX	- 0.61	ARVN
IOVA	- 0.6	MBX

Risk-Adjusted Indicators

Headline performance for Valneva SE Stock may not fully reflect how the business compares across its competitive set. Risk-adjusted metrics help compare Valneva SE's efficiency and downside exposure against peers on a like-for-like basis. 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
DAWN	3.50	1.17	0.41	-0.56	1.69	-4.01	4.67	-3.76	66.26
ARVN	2.52	-0.37	0.00	-0.30	0.00	0.00	6.12	-7.08	16.84
AVBP	2.57	0.49	0.17	0.31	2.44	-2.93	6.40	-4.93	18.15
ATXS	1,369	695.44	364.33	7.32	0.00	-1,392	3.02	-1.79	45,889
GERN	3.65	0.02	0.00	0.01	4.42	-4.18	7.78	-7.59	21.96
REPL	7.43	0.18	0.01	1.59	12.55	-8.95	21.20	-15.09	78.92
MGTX	2.93	0.44	0.11	0.24	3.61	-3.45	6.75	-5.67	32.97
MBX	3.65	0.21	0.05	0.12	4.24	-3.86	8.51	-7.37	20.05
DNA	4.98	0.40	0.05	0.11	7.81	-4.84	12.80	-9.06	51.88
IOVA	4.32	0.79	0.16	0.39	4.52	-5.38	13.24	-6.92	46.70

Valneva SE Corporate Management

Joshua Drumm	Vice President of Investor Relations	Profile
JuanCarlos MD	Chief Medical Officer	Profile
Gerald Strohmaier	VP Resource	Profile
Dipal Patel	Chief Commercial Officer	Profile