Pfizer Inc Stock Market Value
| PFE Stock | USD 25.39 0.03 0.12% |
| Symbol | Pfizer |
Pfizer Inc Price To Book Ratio
Is Pfizer's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Pfizer. If investors know Pfizer will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Pfizer listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.76) | Dividend Share 1.64 | Earnings Share 0.37 | Revenue Per Share 10.366 | Quarterly Revenue Growth (0.41) |
The market value of Pfizer Inc is measured differently than its book value, which is the value of Pfizer that is recorded on the company's balance sheet. Investors also form their own opinion of Pfizer's value that differs from its market value or its book value, called intrinsic value, which is Pfizer's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Pfizer's market value can be influenced by many factors that don't directly affect Pfizer's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Pfizer's value and its price as these two are different measures arrived at by different means. Investors typically determine if Pfizer is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Pfizer's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Pfizer 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Pfizer's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Pfizer.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Pfizer on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Pfizer Inc or generate 0.0% return on investment in Pfizer over 30 days. Pfizer is related to or competes with Alkermes Plc, Ironwood Pharmaceuticals, Deciphera Pharmaceuticals, Eagle Pharmaceuticals, Neurocrine Biosciences, and Dynavax Technologies. Pfizer Inc. discovers, develops, manufactures, markets, distributes, and sells biopharmaceutical products worldwide More
Pfizer Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Pfizer's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Pfizer Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 1.61 |
Pfizer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pfizer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pfizer's standard deviation. In reality, there are many statistical measures that can use Pfizer historical prices to predict the future Pfizer's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pfizer's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Pfizer Inc Backtested Returns
Pfizer Inc maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11% return per unit of risk over the last 3 months. Pfizer Inc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pfizer's Risk Adjusted Performance of (0.06), variance of 1.68, and Coefficient Of Variation of (964.46) to confirm the risk estimate we provide. The company holds a Beta of 0.77, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pfizer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pfizer is expected to be smaller as well. Pfizer Inc has an expected return of -0.14%. Please make sure to check Pfizer Inc treynor ratio, as well as the relationship between the kurtosis and day median price , to decide if Pfizer Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.50 |
Modest predictability
Pfizer Inc has modest predictability. Overlapping area represents the amount of predictability between Pfizer time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pfizer Inc price movement. The serial correlation of 0.5 indicates that about 50.0% of current Pfizer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Pfizer Inc lagged returns against current returns
Autocorrelation, which is Pfizer stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Pfizer's stock expected returns. We can calculate the autocorrelation of Pfizer returns to help us make a trade decision. For example, suppose you find that Pfizer has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Pfizer regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Pfizer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pfizer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pfizer stock over time.
Current vs Lagged Prices |
| Timeline |
Pfizer Lagged Returns
When evaluating Pfizer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pfizer stock have on its future price. Pfizer autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Pfizer autocorrelation shows the relationship between Pfizer stock current value and its past values and can show if there is a momentum factor associated with investing in Pfizer Inc.
Regressed Prices |
| Timeline |
Pfizer Investors Sentiment
The influence of Pfizer's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Pfizer. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Pfizer's public news can be used to forecast risks associated with an investment in Pfizer. The trend in average sentiment can be used to explain how an investor holding Pfizer can time the market purely based on public headlines and social activities around Pfizer Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Pfizer's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Pfizer's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Pfizer's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Pfizer.
Pfizer Implied Volatility | 85.89 |
Pfizer's implied volatility exposes the market's sentiment of Pfizer Inc stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Pfizer's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Pfizer stock will not fluctuate a lot when Pfizer's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Pfizer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Pfizer's short interest history, or implied volatility extrapolated from Pfizer options trading.
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Check out Pfizer Correlation, Pfizer Volatility and Pfizer Alpha and Beta module to complement your research on Pfizer. Note that the Pfizer Inc information on this page should be used as a complementary analysis to other Pfizer's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Complementary Tools for Pfizer Stock analysis
When running Pfizer's price analysis, check to measure Pfizer's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Pfizer is operating at the current time. Most of Pfizer's value examination focuses on studying past and present price action to predict the probability of Pfizer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pfizer's price. Additionally, you may evaluate how the addition of Pfizer to your portfolios can decrease your overall portfolio volatility.
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Pfizer technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.