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Cassava Sciences, Inc. (SAVA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS14817C1071
CUSIP14817C107
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$966.11M
EPS-$2.32
PEG Ratio20.44
Gross Profit (TTM)-$68.03M
EBITDA (TTM)-$104.43M
Year Range$12.32 - $32.10
Target Price$99.50
Short %31.93%
Short Ratio15.17

Share Price Chart


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Compare to other instruments

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Cassava Sciences, Inc.

Popular comparisons: SAVA vs. ALZN, SAVA vs. NVDA, SAVA vs. PEP, SAVA vs. AMZN

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cassava Sciences, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
-74.97%
237.75%
SAVA (Cassava Sciences, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cassava Sciences, Inc. had a return of -0.76% year-to-date (YTD) and -1.46% in the last 12 months. Over the past 10 years, Cassava Sciences, Inc. had an annualized return of -5.43%, while the S&P 500 had an annualized return of 10.52%, indicating that Cassava Sciences, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.76%6.92%
1 month9.40%-2.83%
6 months12.32%23.86%
1 year-1.46%23.33%
5 years (annualized)81.72%11.66%
10 years (annualized)-5.43%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.40%-4.05%-11.71%
2023-20.65%21.09%3.37%8.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SAVA is 50, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of SAVA is 5050
Cassava Sciences, Inc.(SAVA)
The Sharpe Ratio Rank of SAVA is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of SAVA is 5353Sortino Ratio Rank
The Omega Ratio Rank of SAVA is 5252Omega Ratio Rank
The Calmar Ratio Rank of SAVA is 4949Calmar Ratio Rank
The Martin Ratio Rank of SAVA is 4949Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cassava Sciences, Inc. (SAVA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SAVA
Sharpe ratio
The chart of Sharpe ratio for SAVA, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.004.000.05
Sortino ratio
The chart of Sortino ratio for SAVA, currently valued at 0.67, compared to the broader market-4.00-2.000.002.004.006.000.67
Omega ratio
The chart of Omega ratio for SAVA, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for SAVA, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Martin ratio
The chart of Martin ratio for SAVA, currently valued at 0.14, compared to the broader market0.0010.0020.0030.000.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Cassava Sciences, Inc. Sharpe ratio is 0.05. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.05
2.19
SAVA (Cassava Sciences, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Cassava Sciences, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-83.49%
-2.94%
SAVA (Cassava Sciences, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cassava Sciences, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cassava Sciences, Inc. was 99.18%, occurring on Dec 24, 2018. Recovery took 637 trading sessions.

The current Cassava Sciences, Inc. drawdown is 83.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.18%Sep 8, 20004602Dec 24, 2018637Jul 7, 20215239
-90.66%Jul 29, 2021558Oct 16, 2023
-35.69%Jul 20, 200026Aug 24, 20009Sep 7, 200035
-24.44%Jul 9, 20216Jul 16, 20213Jul 21, 20219
-13.71%Jul 17, 20002Jul 18, 20001Jul 19, 20003

Volatility

Volatility Chart

The current Cassava Sciences, Inc. volatility is 27.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
27.82%
3.65%
SAVA (Cassava Sciences, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Cassava Sciences, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items