Iteos Therapeutics Correlations
ITOS Stock | USD 10.13 0.13 1.27% |
The current 90-days correlation between Iteos Therapeutics and Cullinan Oncology LLC is 0.26 (i.e., Modest diversification). The correlation of Iteos Therapeutics 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. If the correlation is 0, the equities are not correlated; they are entirely random.
Iteos Therapeutics Correlation With Market
Significant diversification
The correlation between Iteos Therapeutics and DJI is 0.08 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Iteos Therapeutics and DJI in the same portfolio, assuming nothing else is changed.
Moving together with Iteos Stock
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0.7 | KMDA | Kamada | PairCorr |
0.63 | RCUS | Arcus Biosciences | PairCorr |
0.8 | CGEN | Compugen | PairCorr |
0.69 | FNMFO | Federal National Mortgage Earnings Call This Week | PairCorr |
0.73 | AVAL | Grupo Aval | PairCorr |
0.93 | KB | KB Financial Group | PairCorr |
0.89 | SHG | Shinhan Financial Earnings Call This Week | PairCorr |
0.83 | WF | Woori Financial Group Earnings Call Tomorrow | PairCorr |
0.88 | CSCO | Cisco Systems | PairCorr |
0.86 | IBM | International Business Earnings Call Tomorrow | PairCorr |
0.77 | AA | Alcoa Corp | PairCorr |
0.86 | MSFT | Microsoft Aggressive Push | PairCorr |
0.74 | CVX | Chevron Corp | PairCorr |
0.87 | DIS | Walt Disney | PairCorr |
0.8 | AXP | American Express | PairCorr |
Moving against Iteos Stock
0.4 | KO | Coca Cola Earnings Call Today | PairCorr |
Related Correlations Analysis
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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
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Risk-Adjusted Indicators
There is a big difference between Iteos Stock performing well and Iteos Therapeutics 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 Iteos Therapeutics' 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
RCUS | 2.94 | 0.42 | 0.05 | (0.47) | 3.42 | 6.49 | 18.17 | |||
CGEM | 2.57 | (0.19) | 0.00 | (0.01) | 0.00 | 4.81 | 16.72 | |||
ANNX | 3.92 | 0.61 | 0.14 | 0.51 | 4.21 | 10.63 | 23.91 | |||
GPCR | 2.58 | 0.01 | (0.04) | 0.02 | 3.23 | 6.16 | 25.49 | |||
RLAY | 3.09 | 0.26 | 0.08 | 0.30 | 3.75 | 6.14 | 16.42 | |||
NRIX | 2.88 | 0.09 | 0.04 | 0.20 | 3.31 | 7.16 | 21.48 | |||
KYMR | 3.21 | 0.87 | 0.25 | 0.83 | 2.82 | 6.98 | 48.99 | |||
PCVX | 2.99 | 0.11 | 0.05 | 0.21 | 3.48 | 6.93 | 21.28 | |||
CCCC | 5.67 | 0.98 | 0.18 | 0.74 | 5.09 | 12.50 | 29.47 |
Iteos Therapeutics Corporate Management
Matthew Gall | Chief Officer | Profile | |
Matthew MBA | Chief Officer | Profile | |
Ryan Baker | Head Relations | Profile | |
Joanne MD | Chief Officer | Profile | |
Adi Osovsky | Executive Legal | Profile |