Pfizer Inc Stock Market Value
| PFE Stock | USD 30.77 1.01 3.39% |
| Symbol | Pfizer |
Pfizer Inc Price To Book Ratio
Is Pharmaceuticals space 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 (0.43) | Dividend Share 1.65 | Earnings Share (0.05) | Revenue Per Share 9.717 | Quarterly Revenue Growth (0.20) |
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.
| 06/27/2024 |
| 07/27/2024 |
If you would invest 0.00 in Pfizer on June 27, 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 Agilent Technologies, Equillium, Kineta, 23Andme Holding, DiaMedica Therapeutics, Valneva SE, and Vivani Medical. 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.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1289 | |||
| Maximum Drawdown | 9.15 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 2.31 |
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 | 0.1276 | |||
| Jensen Alpha | 0.2142 | |||
| Total Risk Alpha | 0.1096 | |||
| Sortino Ratio | 0.1393 | |||
| Treynor Ratio | 0.2936 |
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 appears to be very steady, given 3 months investment horizon. Pfizer Inc maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the firm had a 0.22% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pfizer Inc, which you can use to evaluate the volatility of the company. Please evaluate Pfizer's Risk Adjusted Performance of 0.1276, semi deviation of 1.31, and Coefficient Of Variation of 558.75 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pfizer holds a performance score of 17. The company holds a Beta of 0.97, which implies possible diversification benefits within a given portfolio. Pfizer returns are very sensitive to returns on the market. As the market goes up or down, Pfizer is expected to follow. Please check Pfizer's total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Pfizer's historical price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Pfizer Inc has good predictability. Overlapping area represents the amount of predictability between Pfizer time series from 27th of June 2024 to 12th of July 2024 and 12th of July 2024 to 27th of July 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 0.76 indicates that around 76.0% of current Pfizer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Pfizer Stock
When determining whether Pfizer Inc is a strong investment it is important to analyze Pfizer's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Pfizer's future performance. For an informed investment choice regarding Pfizer Stock, refer to the following important reports:Check out Pfizer Correlation, Pfizer Volatility and Pfizer Alpha and Beta module to complement your research on Pfizer. You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
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.