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Factor Analysis

Cross-sectional factor performance across the biotech universe
Sector-Specific Factor Performancei
Methodology

Basket membership is determined point-in-time — companies shift between baskets as their characteristics change (e.g., advancing from Phase 2 to Phase 3).

Where historical data is not yet available, the earliest known classification is carried backward. The most recent classification is always carried forward.

Stocks trading below $1/share are excluded.

Returns are equal-weighted daily, compounded into a cumulative index (start = 100).
Factor Constituents
Click a chart line to see constituents
–
Ticker
 Company
 Stage
 TA
 Indication
 Modality
 Return
 Mkt Cap
 Peak Sales
 Runway (mo)
 LTM Rev
 Short %
Derivative Analysis
Daily rate of change (20-day MA)
Performance Delta
vs
Performance by Factor
Basket