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Red-Hot Biotech Faces Off With Long-Term Trendline

NVAX's 80-week moving average has historically yielded a pullback

Editor-in-Chief
Apr 14, 2020 at 2:20 PM
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The broad market finally got a rare dose of coronavirus-related optimism last week week, with reports that the global pandemic could soon be reaching a slowdown. Lost in the shuffle of headlines about hospitalizations, intensive care admissions, and new infection cases was news that U.S. President Donald Trump spoke with pharmaceutical and biotechnology CEOs about developments in COVID-19 vaccines. President Trump even went as far as touting the progress several companies have made in a speech a week ago today.

Pharmaceuticals, and the biotechnology sector in general, appear to have endured the bloodbath on Wall Street. Of the 132 stock tickers in the sector, 17% are above their 80-day moving average as of Wednesday. While this number may seem insignificant, it's the sixth highest among the 34 sectors we track here at Schaeffer’s. Digging deeper, the iShares Nasdaq Biotechnology ETF (IBB) sports a year-to-date deficit of 9.1%, the lowest of any ETF tracked on the list.

So, while most biotech stocks appear well-equipped to ride out the COVID-19 headwinds, there's one name that could be headed for technical trouble. Novavax Inc (NASDAQ:NVAX) drew headlines last week after announcing its coronavirus vaccine candidate will start human trials in mid-May; with preliminary results expected in July. That's great news for many health experts that predict a second wave of coronavirus cases in the fall. But as far as NVAX is concerned, the subsequent rally that the biotech stock enjoyed in response to the news has taken it up to a long-term trendline with historically bearish implications.

More specifically, Novavax stock has brushed up to its 80-week moving average, with 16 similar signals occurring during the past 15 years. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, four weeks after each signal, NVAX averaged a 6.1% deficit. Three months after each signal, the equity averaged a 10.9% deficit, with only 20% of the returns positive.

From its current perch at $17.18, a similar four-week pullback would put the NVAX just above $16, the site of the stock's post bear-gap levels from March 2019. Stalling out at that level could shake a lot of the bulls in the analyst community loose. Of the seven brokerages in coverage, six rate the security a "strong buy," with zero "sell" ratings on the books. Plus the stock's consensus 12-month price target of $20.17 is a 14% premium to current levels.

Novavax shares have certainly been prone to big moves in recent months, per their 60-day historical volatility of 220.8% -- docked in the 96th annual percentile. Interestingly enough though, near-term premiums look attractive at the moment, based on NVAX's Schaeffer’s Volatility Index (SVI) of 143%, ranking in the 20th annual percentile. In other words, short-term NVAX options have priced in lower volatility expectations just 20% of the time over the last year.

CotW April 9

 

Subscribers to Bernie Schaeffer's Chart of the Week received this commentary on Sunday, April 12.

 
 

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