Catalyst Pharmaceuticals Correlations

CPRX Stock

USD 21.03 0.42 1.96%

The current 90-days correlation between Catalyst Pharmaceuticals and Axsome Therapeutics is 0.37 (i.e., Weak diversification). The correlation of Catalyst Pharmaceuticals 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.

Catalyst Pharmaceuticals Correlation With Market

Very weak diversification

The correlation between Catalyst Pharmaceuticals and DJI is 0.51 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Catalyst Pharmaceuticals and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Catalyst Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Catalyst Pharmaceuticals. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

For more information on how to buy Catalyst Stock please use our How to Invest in Catalyst Pharmaceuticals guide.

Moving against Catalyst Stock

0.73	BAC-PL	Bank of America	Pair Corr
0.72	NKTR	Nektar Therapeutics	Pair Corr
0.63	KMDA	Kamada	Pair Corr
0.55	WF	Woori Financial Group Earnings Call This Week	Pair Corr
0.52	FNMFO	Federal National Mortgage	Pair Corr
0.41	SHG	Shinhan Financial Earnings Call This Week	Pair Corr
0.38	MRK	Merck Company	Pair Corr
0.36	PFE	Pfizer Inc	Pair Corr
0.31	KB	KB Financial Group Earnings Call This Week	Pair Corr
0.7	WFC-PL	Wells Fargo	Pair Corr
0.58	INTC	Intel Earnings Call This Week	Pair Corr
0.56	CVX	Chevron Corp	Pair Corr
0.4	IBM	International Business Earnings Call This Week	Pair Corr
0.36	CSCO	Cisco Systems	Pair Corr
0.32	AXP	American Express	Pair Corr

Related Correlations Analysis

	AMLX	AXSM	EXEL	VKTX	MDGL	TLPH	VSTM	FOLD	DVAX
AMLX		0.32	0.61	0.76	0.34	-0.49	-0.5	-0.32	0.12	AMLX
AXSM	0.32		0.07	0.67	0.41	0.29	0.17	0.23	0.42	AXSM
EXEL	0.61	0.07		0.53	-0.23	-0.4	-0.27	-0.53	-0.33	EXEL
VKTX	0.76	0.67	0.53		0.3	-0.05	-0.08	-0.19	0.13	VKTX
MDGL	0.34	0.41	-0.23	0.3		-0.21	-0.17	0.54	0.75	MDGL
TLPH	-0.49	0.29	-0.4	-0.05	-0.21		0.58	0.22	0.03	TLPH
VSTM	-0.5	0.17	-0.27	-0.08	-0.17	0.58		0.42	-0.1	VSTM
FOLD	-0.32	0.23	-0.53	-0.19	0.54	0.22	0.42		0.7	FOLD
DVAX	0.12	0.42	-0.33	0.13	0.75	0.03	-0.1	0.7		DVAX
	AMLX	AXSM	EXEL	VKTX	MDGL	TLPH	VSTM	FOLD	DVAX

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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

VKTX	+ 0.76	AMLX
DVAX	+ 0.75	MDGL
DVAX	+ 0.7	FOLD
VKTX	+ 0.67	AXSM
EXEL	+ 0.61	AMLX
VSTM	+ 0.58	TLPH

High negative correlations

FOLD	- 0.53	EXEL
VSTM	- 0.5	AMLX
TLPH	- 0.49	AMLX
TLPH	- 0.4	EXEL
DVAX	- 0.33	EXEL
FOLD	- 0.32	AMLX

Risk-Adjusted Indicators

There is a big difference between Catalyst Stock performing well and Catalyst Pharmaceuticals 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 Catalyst Pharmaceuticals' 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
AMLX	3.92	1.37	0.30	15.15	3.53	(4.91)	9.51	(5.95)	31.80
AXSM	1.42	0.04	(0.01)	0.19	1.66	(1.43)	3.07	(2.32)	7.89
EXEL	1.93	0.23	0.11	0.34	1.91	(2.36)	4.18	(3.33)	25.63
VKTX	2.76	0.23	0.09	0.26	3.35	(2.98)	7.42	(5.86)	16.46
MDGL	2.12	(0.11)	(0.02)	0.06	2.38	(2.35)	4.31	(4.15)	11.12
TLPH	2.68	(0.33)	0.00	(1.90)	0.00	0.00	4.65	(6.12)	16.43
VSTM	4.11	0.18	0.02	0.37	5.09	(4.64)	11.22	(6.80)	35.67
FOLD	2.34	(0.35)	0.00	(0.09)	0.00	0.00	3.62	(5.21)	16.00
DVAX	1.92	(0.22)	0.00	(0.07)	0.00	0.00	3.10	(3.19)	15.15

Catalyst Pharmaceuticals Corporate Management

Philip Schwartz	Co Sec	Profile
CMA CPA	VP, Officer	Profile
Pete Sr	Vice Sales	Profile
Mary Coleman	VP Relations	Profile
Stanley MD	Senior Discovery	Profile
Philip Esq	Corporate Secretary	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC