Pfizer Related Correlations

PFE -- USA Stock  

Fiscal Quarter End: December 31, 2019  

This module allows you to generate correlation matrix for Pfizer and other related equities to check the degree to which . Pfizer price movement is correlated to its related entities. Use comma (,) to separate each symbol. If not specified, the peers will be provided automatically based on Macroaxis sector classification standards for Pfizer. To filter out specific equities, please toggle its corresponding legend item. Additionally take a look at Your Equity Center.
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Correlations

Correlation Matchups

High positive correlations

  

Insignificant Correlation

  

High negative correlations

Not Found

Weakest Diversification

  

Strongest Diversification

  

Weakest Diversification

Performance Indicators

Mean
Deviation
Jensen
Alpha
Sortino
Ratio
Treynor
Ratio
Semi
Deviation
Information
Ratio
Expected
Shortfall
Potential
Upside
Value
At Risk
Maximum
Drawdown
 0.60  0.00 (0.03)  0.07  0.92 (0.0401) (0.55)  1.00 (1.18)  3.53 
 0.95  0.01 (0.02)  0.10  1.33 (0.0167) (0.95)  1.91 (2.13)  6.54 
 0.83  0.08  0.04  0.20  1.21  0.0417 (0.98)  1.88 (1.63)  8.27 
 0.76  0.27  0.25  0.50  0.62  0.25 (0.91)  1.97 (1.15)  4.45 
 0.98  0.04  0.01  0.17  1.05  0.0052 (1.06)  1.75 (1.89)  7.62 
 0.71  0.07  0.02  0.24  0.94  0.0281 (0.70)  1.52 (1.57)  4.17 
 0.41  0.18  0.35  0.52  0.00  0.27 (0.53)  1.10 (0.55)  2.21 
 1.01  0.07  0.01  0.36  1.42  0.0159 (0.95)  2.07 (2.53)  6.39 
 0.94  0.04  0.01  0.14  1.19  0.0133 (0.95)  1.79 (1.70)  5.15 
 0.80  0.04  0.02  0.12  0.80  0.0192 (0.92)  1.86 (1.45)  4.36 
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