Market Composite

Pharmaceuticals: Other Stocks$171.44

-1.87%4:00PM 07/30/2021

The list of companies include ACB-Aurora Cannabis Inc, ACRS-Aclaris Therapeutics Inc, ACRX-Acelrx Pharmaceuticals Inc, ACST-Acasti Pharma Inc, ADMP-Adamis Pharmaceuticals Corp, ADMS-Adamas Pharmaceuticals Inc, AERI-Aerie Pharmaceuticals Inc, AGRX-Agile Therapeutics Inc, ALBO-Albireo Pharma Inc, AMPE-Ampio Pharmaceuticals Inc, AMPH-Amphastar Pharmaceuticals Inc, ANIK-Anika Therapeutics Inc., ANIP-ANI Pharmaceuticals Inc, APHA-Aphria Inc, ASMB-Assembly Biosciences Inc, AXSM-Axsome Therapeutics Inc, BDSI-Biodelivery Sciences International, BHC-Bausch Health Companies Inc, BRBR-Bellring Brands Inc, CERC-Cerecor Inc, COLL-Collegium Pharmaceutical Inc, CORT-Corcept Therapeutics Inc, CPIX-Cumberland Pharmaceuticals Inc., CPRX-Catalyst Pharmaceuticals Inc, CRON-Cronos Group Inc, CTIC-CTI BioPharma Corp, CTLT-Catalent Inc., DRRX-Durect Corp, EGRX-Eagle Pharmaceuticals Inc, ENDP-Endo International plc

Latest intraday update before market close @ 19:45:47 PM 07/30/2021

Summary :

Average return is down -2.1%

Median return is down -1.4%

19 out of 80 stocks are up (limited to those with intraday pricing feeds).

Top Movers : SAVA -34.0%, NTEC -17.9%, EYEG -14.0%, GTBP -13.2%, OPT -8.8%, DRRX -7.0%, MDWD -5.0%, SCYX -4.8%, HROW -4.1%, JUPW -3.9%, ACRS -3.8%, SUPN -3.8%, AXSM -3.7%, ORMP -3.6%, MEIP -3.3%, SEEL -3.2%, CPIX -3.2%, AMPE -3.1%, KALV -2.9%, ZYNE -2.6%,

Aggregated price index

Aggregated price index with volume information

Summary:

Pharmaceuticals: Other stocks down 1.9% on average while median return down 1.1% in a day
Pharmaceuticals: Other stocks down 2.4% on average while median return down 1.5% in a week
Pharmaceuticals: Other stocks down 8.1% on average while median return down 8.2% 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)	Earning Growth	MarketCap	Short %	Held By Institutions %	RSI	Price Pattern	Days Since Channel Change	Channel Slope (daily rate %)	Half Channel Bandwidth	Distance to Channel MidPoint %

ADMP	11.3%	15.7%	7.3%	-1.88		27.84	9.28		177.9M	3%	4%	63	/	335	0.2%	28.3%	15.5%
VRNA	7.4%	6.3%	-4.0%			2.32			324.9M		72%	57	/\	134	-0.2%	21.7%	-1.1%
SLN	3.4%	-1.3%	-9.6%				140.98		740.2M		9%	49
ARGX	2.9%	-3.7%	1.1%		-0.47	11.09	302.01		15.6B		51%	49	-/-	85	0.0%	9.3%	0.7%
CYAD	2.9%	-8.8%	-19.6%			3.10	34114.74		64.3M		7%	37	\	105	-0.4%	12.6%	-3.9%
ANIP	2.7%	2.4%	-3.2%	-26.33	4.62	2.02	2.01		432.4M	7%	79%	54	\/	168	0.1%	13.1%	-2.5%
CORT	2.4%	2.4%	-5.6%	26.31	-0.77	5.13	7.72	-22%	2.4B	13%	71%	46	-/\	85	-0.2%	12.7%	3.1%
SNOA	2.0%	0.7%	-8.0%			1.29	0.73		13.8M	1%	10%	48
ENDP	1.2%	1.2%	8.1%	12.45	-0.76		0.43	-68%	1.2B	12%	84%	58	\/\	85	-0.6%	29.9%	30.6%
ICLR	1.1%	11.6%	17.7%	35.57	2.01	5.80	3.81	6%	19.4B	12%	106%	72	\/	85	0.1%	6.2%	8.9%
MDGL	1.0%	-1.5%	-10.4%			6.49			1.4B	18%	91%	34	\/-\	85	-0.2%	12.6%	-12.5%
AMPH	0.9%	0.4%	3.9%	414.85	0.72	2.38	2.75		998M	7%	56%	64	\/\/	85	0.2%	6.2%	1.6%
IRWD	0.8%	1.9%	3.1%	15	0.15	17.24	4.76	1094%	2.2B	22%	108%	62	\/-/	85	0.2%	6.7%	3.4%
XENT	0.7%	16.7%	36.6%		-1.52	10.36	6.37		773.8M	3%	93%	79	\/\	85	-0.1%	22.6%	23.7%
INVA	0.6%	6.1%	5.7%	6.35	0.37	2.13	2.69	44%	1.4B	34%	71%	70	\/	168	0.1%	9.6%	5.7%
CTLT	0.4%	3.1%	10.8%	40.48	2.23	4.98	4.92	1009%	20.4B	2%	100%	69	/-	85	0.0%	6.7%	8.0%
PRGO	0.3%	3.6%	4.8%	-28.09	1.64	1.11	1.24	-64%	6.4B	7%	86%	62	\-\/	85	0.2%	8.3%	0.7%
CPRX	0.2%	5.2%	1.6%			3.33	4.93	-27%	603.1M	10%	68%	59	-\/	85	0.4%	9.3%	-0.9%
ICPT	0.2%	2.2%	-13.5%	-2.58	0.5		2.04		573M	25%	76%	43	\	168	-0.3%	72.3%	12.8%
PLXP	0.2%	-5.8%	35.7%		-0.2	6.40	10310.21		428.5M	5%	43%	61	\/	78	1.0%	8.1%	10.0%

* 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 $XENT 36.6%, $PLXP 35.7%, $ICLR 17.7%, $BLRX 14.9%, $CPIX 14.2%
1M losers are : Losers for past month are $HEXO -31.4%, $JUPWW -32.3%, $TNXP -35.5%, $GTBP -35.8%, $JUPW -56.7%
1W winners are : Winners for past week are $XENT 16.7%, $ADMP 15.7%, $ICLR 11.6%, $HROW 8.0%, $OGI 6.5%
1W losers are : Losers for past week are $NTEC -17.2%, $EYEG -23.6%, $TNXP -26.9%, $JUPWW -33.4%, $SAVA -43.6%

Pick two stocks to compare:

ACB

CRON

Correlation Analysis

Index correlation analysis

Correlation for the past month is 19.6%, for the past 3 months is 13.3%

In the past month for a 5 days rolling window, the highest corrrelation is 37.4%, the lowest correlation is 3.1%, the latest correlation is 29.0%

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 90.4% between ACB and CRON

The lowest correlation is -49.0% between APHA and CPIX