Regeneron Pharmaceuticals Inc (REGN) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to REGN's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 9.56%.   Win rate: 100%.   Sharpe Ratio: 3.157.   Maximum drawdown: -17.81% on 09 May 2018.
Mean CAGR: 85.39%. Time in market: 596 days.   Hypothetical return: $1000 would be worth $1176.60 on 05 November 2019.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Regeneron Pharmaceuticals

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 6 signal(s) occurring before 23 June 2024 for a 7.5% profit target: (100% * 9.56%) + (0% * 0%) - (0% * 0%) = 9.56%.
Wins: 6 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Regeneron Pharmaceuticals Analysis

Market sector: Biotech.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date, Score and Sector Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
08 May 2025   smart_toyHIGH (93)    geneticsHIGH   52 Week Low $ 547.78 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
21 March 2025   smart_toyHIGH (90)    geneticsHIGH   52 Week Low $ 658.24 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
22 January 2025   smart_toyHIGH (94)    geneticsHIGH   52 Week Low $ 684.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
18 December 2024   smart_toyHIGH (92)    geneticsHIGH   52 Week Low $ 724.92 select_check_box select_check_box select_check_box select_check_box select_check_box
14 November 2024   smart_toyMEDIUM (89)    geneticsLOW   52 Week Low $ 791.33 select_check_box select_check_box select_check_box select_check_box select_check_box
27 September 2019   smart_toyMEDIUM (81)     52 Week Low $ 276.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
23 August 2019   smart_toyHIGH (92)     52 Week Low $ 290.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
11 July 2019   smart_toyMEDIUM (86)     52 Week Low $ 294.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 June 2019   smart_toyMEDIUM (85)     52 Week Low $ 299.86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
20 April 2018   smart_toyMEDIUM (87)     52 Week Low $ 315.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
02 February 2018   smart_toyLOW (67)     52 Week Low $ 346.52 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for Regeneron Pharmaceuticals Inc (exchange: XNAS symbol: REGN) was last updated 01 Jul 2026 09:10. Data for this stock is available from 01 Apr 2016 - 30 Jun 2026.