Pfizer Correlations

PFE Stock

USD 25.18 0.28 1.12%

The current 90-days correlation between Pfizer Inc and Gilead Sciences is 0.27 (i.e., Modest diversification). The correlation of Pfizer is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Pfizer Correlation With Market

Very weak diversification

The correlation between Pfizer Inc and DJI is 0.44 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Pfizer Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Pfizer Stock

Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Pfizer Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Pfizer Stock

0.72	AZN	AstraZeneca PLC ADR	Pair Corr
0.61	GSK	GlaxoSmithKline PLC ADR	Pair Corr
0.7	SAR	Saratoga Investment Corp Earnings Call This Week	Pair Corr

Moving against Pfizer Stock

0.64	688185	Cansino Biologics	Pair Corr
0.64	SIGA	SIGA Technologies	Pair Corr
0.61	FUM	Futura Medical	Pair Corr
0.46	ALTS	ALT5 Sigma	Pair Corr
0.43	ZYBT	Zhengye Biotechnology	Pair Corr
0.41	AQST	Aquestive Therapeutics Sell-off Trend	Pair Corr
0.4	SNDL	SNDL Inc	Pair Corr
0.35	600079	Humanwell Healthcare	Pair Corr
0.35	002219	Hengkang Medical	Pair Corr
0.49	SNES	SenesTech	Pair Corr
0.34	300363	Porton Fine Chemicals	Pair Corr
0.31	HNHPF	Hon Hai Precision	Pair Corr

Related Correlations Analysis

	GILD	SNY	AMGN	GSK	BMY	SYK	MRK	BSX	NVO	DHR
GILD		0.05	0.75	0.22	0.43	-0.14	0.58	0.18	-0.48	0.68	GILD
SNY	0.05		-0.03	-0.26	-0.49	0.5	-0.37	0.81	-0.06	-0.13	SNY
AMGN	0.75	-0.03		0.63	0.68	-0.41	0.79	0.0	-0.66	0.74	AMGN
GSK	0.22	-0.26	0.63		0.77	-0.62	0.7	-0.31	-0.7	0.61	GSK
BMY	0.43	-0.49	0.68	0.77		-0.71	0.88	-0.47	-0.45	0.76	BMY
SYK	-0.14	0.5	-0.41	-0.62	-0.71		-0.46	0.64	0.42	-0.34	SYK
MRK	0.58	-0.37	0.79	0.7	0.88	-0.46		-0.34	-0.42	0.87	MRK
BSX	0.18	0.81	0.0	-0.31	-0.47	0.64	-0.34		-0.08	-0.18	BSX
NVO	-0.48	-0.06	-0.66	-0.7	-0.45	0.42	-0.42	-0.08		-0.53	NVO
DHR	0.68	-0.13	0.74	0.61	0.76	-0.34	0.87	-0.18	-0.53		DHR
	GILD	SNY	AMGN	GSK	BMY	SYK	MRK	BSX	NVO	DHR

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

MRK	+ 0.88	BMY
DHR	+ 0.87	MRK
BSX	+ 0.81	SNY
MRK	+ 0.79	AMGN
BMY	+ 0.77	GSK
DHR	+ 0.76	BMY

High negative correlations

SYK	- 0.71	BMY
NVO	- 0.7	GSK
NVO	- 0.66	AMGN
SYK	- 0.62	GSK
DHR	- 0.53	NVO
BMY	- 0.49	SNY

Risk-Adjusted Indicators

There is a big difference between Pfizer Stock performing well and Pfizer Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Pfizer's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
GILD	1.08	0.12	0.07	0.34	1.20	(1.18)	2.49	(2.15)	7.90
SNY	1.07	(0.01)	(0.02)	0.05	1.11	(1.26)	2.17	(2.16)	7.76
AMGN	1.13	0.19	0.14	0.26	1.04	(1.27)	2.38	(2.30)	10.82
GSK	0.97	0.21	0.13	0.60	1.07	(1.10)	2.34	(1.40)	7.94
BMY	1.28	0.26	0.18	0.43	1.15	(1.63)	3.59	(1.98)	11.16
SYK	0.94	(0.12)	0.00	(0.19)	0.00	0.00	1.82	(2.03)	5.71
MRK	1.32	0.33	0.25	0.46	1.03	(1.70)	3.84	(1.98)	11.45
BSX	1.03	(0.07)	0.00	(0.10)	0.00	0.00	1.65	(2.18)	7.73
NVO	1.79	(0.30)	0.00	(0.10)	0.00	0.00	4.65	(2.98)	12.57
DHR	1.18	0.19	0.17	0.33	0.83	(1.48)	2.35	(1.67)	9.97

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