Pfizer Stock Alpha and Beta Analysis

PFE -  USA Stock  

USD 51.59  1.50  2.99%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Pfizer Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Pfizer over a specified time horizon. Remember, high Pfizer's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Pfizer Backtesting, Pfizer Valuation, Pfizer Correlation, Pfizer Hype Analysis, Pfizer Volatility, Pfizer History and analyze Pfizer Performance.
  
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Please note that although Pfizer alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Pfizer did 0.08  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Pfizer Inc stock's relative risk over its benchmark. Pfizer Inc has a beta of 0.70  . 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.
Pfizer Enterprise Value over EBITDA is projected to slightly grow based on the last few years of reporting. The past year's Enterprise Value over EBITDA was at 12.96. The current year Tangible Asset Value is expected to grow to about 70 B, whereas Price to Book Value is forecasted to decline to 3.64.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

295.03 Billion

Share

Pfizer Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Pfizer market risk premium is the additional return an investor will receive from holding Pfizer long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Pfizer. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Pfizer's performance over market.
α0.08   β0.70
90 days against DJI

Pfizer expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Pfizer's Buy-and-hold return. Our buy-and-hold chart shows how Pfizer performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Pfizer Market Price Analysis

Market price analysis indicators help investors to evaluate how Pfizer stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Pfizer shares will generate the highest return on investment. By understating and applying Pfizer stock market price indicators, traders can identify Pfizer position entry and exit signals to maximize returns.

Pfizer Return and Market Media

The median price of Pfizer for the period between Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 51.15 with a coefficient of variation of 4.14. The daily time series for the period is distributed with a sample standard deviation of 2.11, arithmetic mean of 50.9, and mean deviation of 1.84. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
EPS Estimate03/31/2022
2
Acquisition by Joseph Echevarria of 836 shares of Pfizer sub...04/04/2022
3
Acquisition by Jennifer Damico of tradable shares of Pfizer ...04/12/2022
4
Acquisition by Jennifer Damico of 260 shares of Pfizer subje...04/14/2022
5
Acquisition by Dan Littman of 4059 shares of Pfizer subject ...04/29/2022
6
EPS Reported05/03/2022
7
Amgen Inc. stock rises Wednesday, still underperforms market...05/04/2022
8
Mid-Day Market Update U.S. Stocks Turn Lower Biohaven Pharma...05/10/2022
9
Discretionary transaction by Mikael Dolsten of 15167 shares ...05/12/2022
10
Pfizer exotic insider transaction detected05/13/2022
11
Pfizer exotic insider transaction detected05/16/2022
12
Acquisition by Jennifer Damico of tradable shares of Pfizer ...05/17/2022
13
Acquisition by Jennifer Damico of tradable shares of Pfizer ...05/19/2022
14
Better Dividend Stock Pfizer or Merck - The Motley Fool05/26/2022
15
Acquisition by Albert Bourla of tradable shares of Pfizer su...05/31/2022
16
Pfizer Up 5.5 percent Since Last Earnings Report Can It Cont...06/02/2022
17
Sale by Jennifer Damico of 4218 shares of Pfizer06/08/2022
18
Pfizer Stock The Pain Might Not Be Over - Seeking Alpha06/14/2022
19
Acquisition by Jennifer Damico of tradable shares of Pfizer ...06/16/2022
20
Incyte Corp. stock outperforms market on strong trading day ...06/24/2022

About Pfizer Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Pfizer Inc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2022 (projected)
Long Term Debt to Equity0.570.590.48
Interest Coverage7.675.610.0

Pfizer Upcoming Company Events

As portrayed in its financial statements, the presentation of Pfizer's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Pfizer's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Pfizer's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Pfizer. Please utilize our Beneish M Score to check the likelihood of Pfizer's management manipulating its earnings.
Upcoming Quarterly Report8th of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End8th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please check Pfizer Backtesting, Pfizer Valuation, Pfizer Correlation, Pfizer Hype Analysis, Pfizer Volatility, Pfizer History and analyze 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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

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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...