Pfizer Correlations

PFE Stock

USD 25.65 0.02 0.08%

The current 90-days correlation between Pfizer Inc and Merck Company is 0.57 (i.e., Very weak 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 0.5 (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 various price indices.

Moving together with Pfizer Stock

0.77	JNJ	Johnson Johnson	Pair Corr
0.69	MRK	Merck Company	Pair Corr
0.65	PPERF	Bank Mandiri Persero	Pair Corr
0.71	KB	KB Financial Group	Pair Corr
0.76	HRMY	Harmony Biosciences	Pair Corr
0.69	OI	O I Glass	Pair Corr

Moving against Pfizer Stock

0.66	JAGX	Jaguar Animal Health	Pair Corr
0.52	SXTP	60 Degrees Pharmaceu Trending	Pair Corr
0.46	TELO	Telomir Pharmaceuticals Earnings Call This Week	Pair Corr
0.45	PBCRY	Bank Central Asia	Pair Corr
0.42	BKRKY	Bank Rakyat	Pair Corr
0.33	CNSP	CNS Pharmaceuticals	Pair Corr

Related Correlations Analysis

	MRK	VCV	NMFC	AA	KOS	GGG	NSSC	SRTOY	KNX
MRK		0.26	-0.14	0.87	-0.76	0.7	-0.44	0.15	0.82	MRK
VCV	0.26		-0.11	0.48	0.05	0.32	-0.22	0.28	0.3	VCV
NMFC	-0.14	-0.11		-0.05	0.01	0.13	0.37	0.46	0.09	NMFC
AA	0.87	0.48	-0.05		-0.55	0.83	-0.22	0.44	0.93	AA
KOS	-0.76	0.05	0.01	-0.55		-0.32	0.1	-0.03	-0.63	KOS
GGG	0.7	0.32	0.13	0.83	-0.32		-0.2	0.58	0.88	GGG
NSSC	-0.44	-0.22	0.37	-0.22	0.1	-0.2		0.35	-0.11	NSSC
SRTOY	0.15	0.28	0.46	0.44	-0.03	0.58	0.35		0.53	SRTOY
KNX	0.82	0.3	0.09	0.93	-0.63	0.88	-0.11	0.53		KNX
	MRK	VCV	NMFC	AA	KOS	GGG	NSSC	SRTOY	KNX

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

KNX	+ 0.93	AA
KNX	+ 0.88	GGG
AA	+ 0.87	MRK
GGG	+ 0.83	AA
KNX	+ 0.82	MRK
GGG	+ 0.7	MRK

High negative correlations

KOS	- 0.76	MRK
KNX	- 0.63	KOS
KOS	- 0.55	AA
NSSC	- 0.44	MRK
GGG	- 0.32	KOS
NSSC	- 0.22	AA

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
MRK	1.24	0.31	0.21	0.48	1.09	(1.53)	3.59	(1.98)	8.09
VCV	0.57	0.06	(0.01)	1.50	0.78	(0.60)	1.53	(1.55)	3.42
NMFC	0.84	(0.04)	(0.06)	0.01	1.01	(0.89)	1.66	(1.69)	5.28
AA	2.81	0.63	0.25	0.38	2.42	(3.46)	6.55	(4.82)	18.46
KOS	3.56	(0.09)	0.00	(0.24)	0.00	0.00	10.27	(5.99)	25.11
GGG	0.91	0.00	0.01	0.07	1.19	(0.90)	2.46	(1.90)	6.74
NSSC	1.76	(0.29)	0.00	(0.09)	0.00	0.00	3.98	(4.00)	14.26
SRTOY	1.02	(0.04)	0.00	0.03	1.97	(4.24)	2.92	(3.28)	14.94
KNX	1.70	0.20	0.11	0.22	1.86	(2.05)	3.84	(2.96)	8.76

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