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Compugen Ltd. (CGEN)

Equity · Currency in USD · Last updated Aug 6, 2022

Company Info

ISINIL0010852080
CUSIPM25722105
SectorHealthcare
IndustryBiotechnology

Trading Data

Previous Close$1.46
Year Range$1.46 - $7.16
EMA (50)$1.90
EMA (200)$3.38
Average Volume$819.66K
Market Capitalization$139.47M

CGENShare Price Chart


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CGENPerformance

The chart shows the growth of $10,000 invested in Compugen Ltd. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $3,061 for a total return of roughly -69.39%. All prices are adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-54.23%
-7.56%
CGEN (Compugen Ltd.)
Benchmark (^GSPC)

CGENReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-30.81%8.19%
6M-53.21%-7.42%
YTD-66.05%-13.03%
1Y-78.40%-5.85%
5Y-16.53%10.86%
10Y-8.77%11.53%

CGENMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-17.44%-12.96%4.21%-26.09%-22.27%0.00%-12.97%-9.32%
20210.41%-23.27%-7.93%0.47%-11.01%7.81%-18.00%3.39%-14.96%8.71%-31.90%-2.71%
202020.81%25.97%-19.96%99.59%6.21%-2.40%-4.06%19.99%-6.02%-20.68%-0.39%-5.69%
201958.99%-0.29%20.35%-15.46%-20.00%37.14%-15.62%18.83%9.87%21.28%18.71%-2.13%
201820.00%33.33%11.25%-21.35%7.14%-12.00%-4.55%23.81%-1.28%-20.00%12.34%-37.28%
2017-6.86%-10.53%1.18%-5.81%18.52%-20.83%6.58%-24.69%24.59%-21.05%-18.33%2.04%
2016-26.29%0.85%17.47%21.51%2.65%-6.90%2.62%5.71%-10.38%-8.73%5.22%-15.70%
2015-6.84%7.73%-15.67%-9.08%10.45%-1.98%-11.53%-19.87%5.08%19.73%22.78%-15.92%
201420.89%4.81%-7.32%-10.85%-13.55%10.99%-5.23%4.46%-3.71%-16.69%-2.38%19.51%
201310.16%-0.55%-5.94%18.15%-2.50%-7.02%-2.58%83.55%5.66%-2.53%3.90%-13.86%
20128.08%14.58%-2.28%-11.85%-33.14%9.35%-11.66%6.45%3.58%-2.39%25.07%7.19%
20116.30%-2.87%1.18%-7.20%-8.81%-6.67%-0.25%-6.42%5.54%4.50%6.46%11.24%
2010-17.82%12.24%11.36%-2.45%-10.67%-22.01%26.43%-11.64%26.88%-2.12%-17.97%29.82%

CGENSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Compugen Ltd. Sharpe ratio is -1.11. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-1.11
-0.31
CGEN (Compugen Ltd.)
Benchmark (^GSPC)

CGENDividend History


Compugen Ltd. doesn't pay dividends

CGENDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-92.49%
-13.58%
CGEN (Compugen Ltd.)
Benchmark (^GSPC)

CGENWorst Drawdowns

The table below shows the maximum drawdowns of the Compugen Ltd.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Compugen Ltd. is 92.49%, recorded on Aug 5, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-92.49%Aug 26, 2020490Aug 5, 2022
-84.72%Feb 28, 20141215Dec 24, 2018333Apr 22, 20201548
-51.2%Feb 21, 2012123Aug 14, 2012204Jun 10, 2013327
-40%Apr 6, 201065Jul 7, 2010134Jan 14, 2011199
-39.02%Jan 19, 2011154Aug 26, 2011109Feb 2, 2012263
-28.66%Oct 18, 201342Dec 17, 201335Feb 7, 201477
-25.74%May 12, 20203May 14, 202012Jun 2, 202015
-25.06%Jun 4, 20206Jun 11, 202043Aug 12, 202049
-19.53%Jun 12, 201329Jul 23, 20139Aug 5, 201338
-17.82%Jan 5, 201017Jan 28, 201023Mar 3, 201040

CGENVolatility Chart

Current Compugen Ltd. volatility is 43.08%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%100.00%120.00%MarchAprilMayJuneJulyAugust
43.08%
19.67%
CGEN (Compugen Ltd.)
Benchmark (^GSPC)