Astrazeneca PLC (NYSE:AZN) Trading Ideas and Stock Summary

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17-Jan-2020

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30-Day Implied Volatility | IV30 Full Chart

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Trade Ideas

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Sentiment

News

All·Press Releases·Headlines

AstraZeneca liver cancer treatments win orphan FDA status

Seeking Alpha 20-Jan 11:03 AM

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Benzinga 17-Jan 1:23 PM

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Business Wire 12-Jan 2:00 PM

Veracyte Announces Biopharmaceutical Collaboration with Acerta Pharma

Business Wire 8-Jan 8:15 AM

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Stats

Performance Comparison

Performance Over Time
Duration	AZN Return Total return over time for AZN, including dividends	Low	High	SPY Return Total return over time for SPY, including dividends

Today	+1.6%	51.16	51.55	+0.3%
2 Week	+2.5%	49.42	51.55	+3.0%
1 Month	+4.8%	48.85	51.55	+4.4%
3 Month	+16.3%	43.65	51.55	+11.4%
6 Month	+28.4%	39.85	51.55	+12.5%
1 Year	+45.3%	35.30	51.55	+28.4%
YTD	+3.0%	49.42	51.55	+3.1%

Basic Strategy Comparison - Daily Returns - Last 15 Days A comparison of three basic strategies over 15 one-day periods. Long AZN, Long SPY, and a paired trade that consists of Long AZN and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long AZN Only	Long SPY Only	Paired Long AZN and Short SPY

% Positive Obs	47%	60%	47%
Avg Return	+0.20%	+0.18%	+0.01%
Std Dev	0.82%	0.51%	0.88%
Sharpe Ratio	24.2%	36.0%	1.5%

Basic Strategy Comparison - Daily Returns - Last 30 Days A comparison of three basic strategies over 30 one-day periods. Long AZN, Long SPY, and a paired trade that consists of Long AZN and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long AZN Only	Long SPY Only	Paired Long AZN and Short SPY

% Positive Obs	53%	73%	50%
Avg Return	+0.21%	+0.23%	-0.02%
Std Dev	0.85%	0.44%	0.88%
Sharpe Ratio	25.2%	52.5%	-1.9%

Basic Strategy Comparison - Daily Returns - Last 90 Days A comparison of three basic strategies over 90 one-day periods. Long AZN, Long SPY, and a paired trade that consists of Long AZN and Short an equal amount of SPY. It is presumed notional risk is reset at the end of each period.
Stat	Long AZN Only	Long SPY Only	Paired Long AZN and Short SPY

% Positive Obs	54%	62%	48%
Avg Return	+0.20%	+0.13%	+0.07%
Std Dev	1.18%	0.56%	1.15%
Sharpe Ratio	16.6%	23.7%	5.7%

Time Period:15-Day·30-Day·90-Day

Market Correlation
Symbol	Sector	Current % Chg The current % change of the correlated symbol's stock price	R-Squared	Beta

SPY	Broad Based ETF	+0.3%	0.01	0.24

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