Skip to main content

REGN Regeneron Pharmaceuticals, Inc.

Healthcare

961.26 +33.37 +3.60% Close 11/2
Since 2024-12-02 +22.8%
Open
927.22
High
974.00
Low
927.00
Prev close
927.89
Volume
1.7M
Amplitude
5.07%
P/E
20.5
P/B
2.8
Revenue YoY (TTM)
+18.6%
52W 591.52 974.00

Is Regeneron Pharmaceuticals, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Growth: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 20.5 54th percentile Pricey
Price / book 2.82 70th percentile Pricey
Free-cash-flow yield (%) 3.8 62th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good Operating margin, TTM is Top; ROE, TTM is Good.
ROE, TTM (%) 14.38 75th percentile Good
Operating margin, TTM (%) 29.54 83th percentile Top
FCF margin, TTM (%) 21.23 78th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 18.59 73th percentile Good
Diluted EPS growth, TTM YoY (%) 8.38 60th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 20.32 92th percentile Top
240-day return (%) 34.47 81th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 598,078,755 98th percentile Top
60-day annualized volatility (%) 38.47 44th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Regeneron Pharmaceuticals, Inc. (REGN) today

4 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Regeneron Pharmaceuticals, Inc. to every stock like it

AI finds several complementary traits of Regeneron Pharmaceuticals, Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Regeneron Pharmaceuticals, Inc.

Regeneron Pharmaceuticals, Inc. (REGN) peers and tracking

Watchlist

This page refreshes daily after the close. Add Regeneron Pharmaceuticals, Inc. to your watchlist to track signal changes on your next visit.

Regeneron Pharmaceuticals, Inc. (REGN) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

21 historical occurrences (since 2017-05-15)

Average forward return after 52-week adjusted-price high

20-day: Win 50%, Sample 20, Median +0.15%, Excess -0.49%, Beat mkt rate 40%

60-day: Win 42.1%, Sample 19, Median -2.47%, Excess -3.9%, Beat mkt rate 36.8%

120-day: Win 42.1%, Sample 19, Median -4.73%, Excess -14.43%, Beat mkt rate 26.3%

120 days after: historical avg -4.37%

20-day +0.37%
60-day -0.37%
120-day -4.37%
20-day
60-day
120-day
Win
50%
42.1%
42.1%
Sample
20
19
19
Median
+0.15%
-2.47%
-4.73%
Excess
-0.49%
-3.9%
-14.43%
Beat mkt rate
40%
36.8%
26.3%

Over 19 occurrences, 120-day forward avg declined 4.37%, lagged the market by 14.43 pts; win rate 42.1%.

Top-quintile 6-month momentum

Active · now 85.31%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
24 historical occurrences (since 2017-06-07)

Average forward return after Top-quintile 6-month momentum

20-day: Win 56.5%, Sample 23, Median +1.7%, Excess +0.84%, Beat mkt rate 52.2%

60-day: Win 47.8%, Sample 23, Median -0.32%, Excess -0.13%, Beat mkt rate 56.5%

120-day: Win 47.8%, Sample 23, Median -0.66%, Excess -2.75%, Beat mkt rate 47.8%

120 days after: historical avg +0.65%

20-day +0.06%
60-day -0.3%
120-day +0.65%
20-day
60-day
120-day
Win
56.5%
47.8%
47.8%
Sample
23
23
23
Median
+1.7%
-0.32%
-0.66%
Excess
+0.84%
-0.13%
-2.75%
Beat mkt rate
52.2%
56.5%
47.8%

Over 23 occurrences, 120-day forward avg gained 0.65%, lagged the market by 2.75 pts; win rate 47.8%.

Filed revenue acceleration

Active · now 18.59%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

9 historical occurrences (since 2018-05-03)

Average forward return after Filed revenue acceleration

20-day: Win 37.5%, Sample 8, Median -1.57%, Excess -2%, Beat mkt rate 62.5%

60-day: Win 50%, Sample 8, Median +1.83%, Excess -0.41%, Beat mkt rate 50%

120-day: Win 62.5%, Sample 8, Median +2.39%, Excess -1.51%, Beat mkt rate 75%

120 days after: historical avg +3.35%

20-day -0.87%
60-day +2.47%
120-day +3.35%
20-day
60-day
120-day
Win
37.5%
50%
62.5%
Sample
8
8
8
Median
-1.57%
+1.83%
+2.39%
Excess
-2%
-0.41%
-1.51%
Beat mkt rate
62.5%
50%
75%

Over 8 occurrences, 120-day forward avg gained 3.35%, lagged the market by 1.51 pts; win rate 62.5%.

EPS surprise beat

Active · now 21.56%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
35 historical occurrences (since 2015-08-04)

Average forward return after EPS surprise beat

20-day: Win 56.2%, Sample 32, Median +2.7%, Excess +0.31%, Beat mkt rate 59.4%

60-day: Win 50%, Sample 32, Median +0.38%, Excess -2.02%, Beat mkt rate 34.4%

120-day: Win 61.3%, Sample 31, Median +5.36%, Excess -3.93%, Beat mkt rate 54.8%

120 days after: historical avg +3.22%

20-day +2.1%
60-day +0.98%
120-day +3.22%
20-day
60-day
120-day
Win
56.2%
50%
61.3%
Sample
32
32
31
Median
+2.7%
+0.38%
+5.36%
Excess
+0.31%
-2.02%
-3.93%
Beat mkt rate
59.4%
34.4%
54.8%

Over 31 occurrences, 120-day forward avg gained 3.22%, lagged the market by 3.93 pts; win rate 61.3%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 531+22.2% +22.3% 92.7% +17.7%
20-40 351+13% +12.7% 86.9% -6.2%
40-60 You are here236+18.9% +24.3% 75.4% -10.3%
60-80 268-20.9% -25.6% 14.6% -42.6%
80-100 52-50.6% -51.2% 0% -62.6%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 20.50, placing it in the 56.5 own-history percentile, inside the 40-60 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+11.7%
Win rate 78.7% Excess +11.1%
342d
Now
+4.4%
Win rate 64.5% Excess -9.2%
363d
-10.4%
Win rate 41% Excess -21.1%
200d
60-day momentum down
+11.1%
Win rate 65.8% Excess +2.5%
430d
-4.7%
Win rate 50.8% Excess -10.9%
195d
Insufficient data
(28d)

Currently in “Middle × 60-day momentum up”: across 363 historical days, 120-day forward avg gained 4.4%, win rate 64.5%, lagged the market by 9.2%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.