Market Composite

Biotechnology Stocks$160.33

-0.97%4:00PM 07/30/2021

The list of companies include A-Agilent Technologies Inc., ABIO-ARCA biopharma Inc, ABUS-Arbutus Biopharma Corp, ACAD-Acadia Pharmaceuticals Inc, ACET-Adicet Bio Inc, ACHV-Achieve Life Sciences Inc., ACOR-Acorda Therapeutics Inc, ADMA-Adma Biologics Inc, ADTX-Aditx Therapeutics Inc, ADVM-Adverum Biotechnologies Inc, ADXS-Advaxis, Inc., AEZS-Aeterna Zentaris Inc., AFMD-Affimed N.V., AGEN-Agenus Inc, AGIO-Agios Pharmaceuticals Inc, AGLE-Aeglea BioTherapeutics Inc, AGTC-Applied Genetic Technologies Corp, AIKI-AIkido Pharma Inc, AIM-AIM ImmunoTech Inc, AKBA-Akebia Therapeutics Inc., AKUS-Akouos Inc, ALDX-Aldeyra Therapeutics Inc, ALEC-Alector Inc, ALIM-Alimera Sciences Inc., ALKS-Alkermes plc, ALLO-Allogene Therapeutics Inc, ALNY-Alnylam Pharmaceuticals Inc, ALPN-Alpine Immune Sciences Inc, ALVR-AlloVir Inc, ALXN-Alexion Pharmaceuticals Inc.

Latest intraday update before market close @ 19:45:52 PM 07/30/2021

Summary :

Average return is down -1.1%

Median return is down -1.2%

117 out of 396 stocks are up (limited to those with intraday pricing feeds).

Top Movers : XBIO -25.9%, TBIO -22.1%, IGMS -14.4%, PLRX -12.4%, ITRM -11.4%, VNDA -9.2%, ABIO -8.8%, OPT -8.8%, OPK -8.7%, ALPN -8.5%, INFI -7.5%, ARVN -7.4%, VXRT -7.1%, OPGN -6.2%, RUBY -6.1%, LRMR -6.0%, CABA -5.9%, TLRY -5.8%, ACOR -5.8%, DMAC -5.8%, INBX -5.8%, PCVX -5.6%, BNGOW -5.4%, APOP -5.2%, UBX -5.2%, SMMT -5.2%, GOVX -5.2%, AKUS -5.0%, RYTM -5.0%, HARP -5.0%, KLDO -4.9%, OTLK -4.8%, TRVN -4.6%, KOD -4.4%, RCUS -4.4%, CLRB -4.4%, RCKT -4.4%, WVE -4.3%, LGND -4.3%, MGNX -4.3%, AXLA -4.2%, FATE -4.2%, MTEM -4.1%, CHMA -4.1%, SRRK -4.1%, CLLS -4.0%, ADVM -4.0%, AMTI -3.9%, XFOR -3.8%, BCRX -3.8%, CMRX -3.8%, RNA -3.8%, INMB -3.7%, ADMA -3.7%, PRTK -3.7%, ELOX -3.6%, EXAS -3.6%, SBBP -3.6%, SPRB -3.6%, NGM -3.6%, MORF -3.6%, JNCE -3.6%, DYN -3.6%, HGEN -3.6%, EVFM -3.5%, COGT -3.5%, ENLV -3.5%, SELB -3.5%, MRUS -3.5%, ONCY -3.4%, NLTX -3.3%, VTVT -3.3%, PASG -3.3%, SEEL -3.2%, CBIO -3.2%, BNGO -3.2%, EIGR -3.2%, CNCE -3.2%, SQZ -3.1%, NVAX -3.1%, MGTX -3.1%, ANIX -3.1%, AVXL -3.1%, SLDB -3.1%, TPTX -3.1%, BNTC -3.0%, ATHE -3.0%, AGIO -2.9%, XXII -2.9%, CANF -2.9%, IDRA -2.9%, ITCI -2.8%, VCNX -2.8%, NKTX -2.8%, DBVT -2.8%, SNGX -2.8%, SURF -2.7%, SIOX -2.6%, ATRA -2.6%,

Aggregated price index

Aggregated price index with volume information

Summary:

Biotechnology stocks down 1.0% on average while median return down 1.1% in a day
Biotechnology stocks down 2.0% on average while median return down 2.3% in a week
Biotechnology stocks down 10.5% on average while median return down 12.4% in a month
When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.

Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.

Related Stocks

Click on + to show price series and click on ticker for stock detail page

Ticker	1 Day Return	1 Week Return	1 Month Return	PE Ratio	PE/G	P/B (mrq)	P/S (ttm)	MarketCap	Short %	Held By Institutions %	RSI	Price Pattern	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

ERYP	55.0%	34.1%	31.9%			3.78	29.52	166.1M		6%	68	\/\	113	-0.5%	29.5%	60.9%
BCLI	14.5%	18.9%	6.1%			3.91		146.7M	11%	23%	66	/\	85	-0.5%	101.4%	59.0%
VCYT	13.6%	13.5%	11.5%			2.59	20.48	3B	7%	106%	66	\/\	85	-0.5%	21.2%	34.6%
BCEL	11.8%	-22.2%	-35.6%			1.07		165.4M	28%	93%	34	-\	85	-0.6%	46.3%	-21.6%
GOVXW	9.8%	7.2%	-3.6%					32M			51	/-	121	-0.1%	39.5%	2.2%
ADXN	8.4%	6.0%	3.1%				19.97	74.7M		4%	53
MNPR	7.5%	-1.3%	-7.0%			11.67		64.1M	2%	2%	49
DYAI	7.2%	8.4%	7.8%			3.59	52.84	107.2M	6%	25%	57	-/\	168	-0.3%	22.6%	19.8%
IMTXW	7.0%	5.6%	16.6%					793.6M			61	\/	144	0.2%	11.7%	2.6%
HSTO	6.6%	10.6%	-17.8%		-0.05		27.26	32.6M	1%	4%	49	/\	98	-0.3%	21.6%	6.7%
ZLAB	6.5%	-3.6%	-18.3%			13.79	248.84	13.7B		63%	45	/	85	0.1%	10.9%	-14.2%
SRRA	5.7%	-2.8%	-2.4%		-0.05	2.22	751.29	222.3M	0%	83%	49	\/	60	0.2%	6.7%	-8.9%
AVCO	5.6%	11.0%	0.0%			21.00	66.83	81.8M	6%	3%	55	\	168	-0.1%	25.8%	0.8%
BNTX	5.0%	16.5%	46.7%	-345.98	-0.08		20.50	79.3B		14%	83	/	85	1.5%	6.2%	19.5%
GALT	5.0%	3.4%	-14.1%			11.14		160.3M	18%	17%	44	\/	85	0.2%	18.0%	-18.9%
PTGX	4.9%	5.1%	10.1%			7.20	59.88	2.2B	11%	106%	67	/	85	1.0%	6.0%	4.3%
KYMR	4.8%	3.5%	24.1%		2.11		43.24	2.7B	6%	67%	64	/\/	48	0.4%	17.5%	13.7%
BIOC	4.6%	-0.7%	-2.4%		-0.18	2.18	1.33	54.7M	4%	11%	49	/\	252	-0.1%	34.4%	-5.3%
SGEN	4.4%	5.4%	-2.8%	42.85	-1.56	8.28	12.48	27.8B	5%	90%	60	/\-	85	-0.0%	9.5%	4.2%
IDYA	4.3%	11.7%	16.7%			3.14	27.88	805.9M	4%	70%	67	\/-	85	0.1%	10.6%	13.1%

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* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.

* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.

* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.

1M winners are : Winners for past month are $XBIO 99.5%, $MRNA 50.5%, $CYTK 50.0%, $BNTX 46.7%, $ISEE 36.8%
1M losers are : Losers for past month are $TCON -42.2%, $FGEN -51.9%, $ITRM -66.3%, $MCRB -70.2%, $ARDX -77.0%
1W winners are : Winners for past week are $XBIO 61.5%, $ERYP 34.1%, $AUPH 19.5%, $BCLI 18.9%, $RGEN 17.0%
1W losers are : Losers for past week are $RCKT -22.2%, $ALEC -26.7%, $INMB -27.7%, $ITRM -31.1%, $FWP -45.4%

Pick two stocks to compare:

ADAP

AGTC

Correlation Analysis

Index correlation analysis

Correlation for the past month is 22.4%, for the past 3 months is 16.0%

In the past month for a 5 days rolling window, the highest corrrelation is 38.2%, the lowest correlation is 11.6%, the latest correlation is 26.9%

When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.

Among pairwise correlation, the highest correlation is 83.0% between ADAP and AGTC

The lowest correlation is -65.4% between ACOR and ADVM