Pfizer Stock Market Value

PFE -  USA Stock  

USD 52.47  1.82  3.59%

Pfizer's market value is the price at which a share of Pfizer stock trades on a public exchange. It measures the collective expectations of Pfizer Inc investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Pfizer Inc and determine expected loss or profit from investing in Pfizer over a given investment horizon. Please check Pfizer Hype Analysis, Pfizer Correlation, Pfizer Valuation, Pfizer Volatility, as well as analyze Pfizer Alpha and Beta and Pfizer Performance.
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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.
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 Pfizer value 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.
0.00
04/21/2022
No Change 0.00  0.0 
In 31 days
05/21/2022
0.00
If you would invest  0.00  in Pfizer on April 21, 2022 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 Dr Reddys, Regeneron Pharmaceuticals, Vertex Pharmaceutic, Trinity Bio, Perrigo, Origin Agritech, and Seagen. Pfizer Inc. discovers, develops, manufactures, markets, distributes, and sells biopharmaceutical products worldwide

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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Pfizer in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
50.3452.2454.14
Details
Intrinsic
Valuation
LowReal ValueHigh
47.2259.6761.57
Details
Naive
Forecast
LowNext ValueHigh
50.7152.6054.50
Details
12 Analysts
Consensus
LowTarget PriceHigh
41.0058.9275.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pfizer. Your research has to be compared to or analyzed against Pfizer's peers to derive any actionable benefits. When done correctly, Pfizer's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Pfizer Inc.

Pfizer Inc Backtested Returns

We consider Pfizer very steady. Pfizer Inc maintains Sharpe Ratio (i.e., Efficiency) of 0.098, which implies the firm had 0.098% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for Pfizer Inc, which you can use to evaluate the future volatility of the company. Please check Pfizer Inc Semi Deviation of 1.55, risk adjusted performance of 0.0831, and Coefficient Of Variation of 1678.37 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%.
Pfizer has performance score of 7 on a scale of 0 to 100. The company holds a Beta of 0.6668, which implies possible diversification benefits within a given portfolio. Let's try to break down what Pfizer's beta means in this case. As returns on the market increase, Pfizer returns are expected to increase less than the market. However, during the bear market, the loss on holding Pfizer will be expected to be smaller as well. Although it is extremely important to respect Pfizer Inc current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Pfizer Inc technical indicators, you can presently evaluate if the expected return of 0.18% will be sustainable into the future. Pfizer Inc right now holds a risk of 1.88%. Please check Pfizer Inc 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 decide if Pfizer Inc will be following its historical price patterns.

Auto-correlation

    
  -0.04  

Very weak reverse predictability

Pfizer Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between Pfizer time series from 21st of April 2022 to 6th of May 2022 and 6th of May 2022 to 21st of May 2022. 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 -0.04 indicates that only as little as 4.0% of current Pfizer price fluctuation can be explain by its past prices.
Correlation Coefficient-0.04
Spearman Rank Test-0.1
Residual Average0.0
Price Variance1.74

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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 
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      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 markets does not have a solid backing from leading economists and market statisticians.

Pfizer Implied Volatility

    
  27.08  
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.

Current Sentiment - PFE

Pfizer Inc Investor Sentiment

Predominant part of Macroaxis users are at this time bullish on Pfizer Inc. What is your perspective on investing in Pfizer Inc? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check Pfizer Hype Analysis, Pfizer Correlation, Pfizer Valuation, Pfizer Volatility, as well as analyze Pfizer Alpha and Beta and Pfizer Performance. 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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.

Complementary Tools for Pfizer Stock analysis

When running Pfizer Inc 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 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.
A focus of Pfizer technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Pfizer trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...