Correlation Analysis
Microsoft Corp vs Pfizer Inc.
MSFT vs PFE
-0.825
Strong inverse
When one moves up, the other tends to move down.
Microsoft Corp
↗MSFT
Microsoft develops and licenses consumer and enterprise software. It is known for its Windows operating systems and Office productivity suite. The company is organized into three equally sized broad segments: productivity and business processes (legacy Microsoft Office, cloud-based Office 365, Exchange, SharePoint, Skype, LinkedIn, Dynamics), intelligence cloud (infrastructure- and platform-as-a-service offerings Azure, Windows Server OS, SQL Server), and more personal computing (Windows Client, Xbox, Bing search, display advertising, and Surface laptops, tablets, and desktops).
Market cap 2.8T
Pfizer Inc.
↗PFE
Pfizer is one of the world's largest pharmaceutical firms, with annual sales of roughly $60 billion. While it historically sold many types of healthcare products and chemicals, now prescription drugs and vaccines account for the majority of sales. Top sellers include pneumococcal vaccine Prevnar 13 and cardiology drugs Vyndaqel and Eliquis. Pfizer sells these products globally, with international sales representing 40% of total sales. Within international sales, emerging markets are a major contributor.
Market cap 158.3B
Time Series
Rebased to 100
Who Moves First
PFE leads MSFT by 6 days
PFE tends to move before MSFT.
Best correlation after shifting: -0.835 (13 shifts scanned)
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
-0.440
9 periods · Return correlation when both series rose
Both Falling
+0.038
9 periods · Return correlation when both series fell
Diverging
-0.638
17 periods · Return correlation when series moved apart
R-Squared
68.1%
Share of variance in one series explained by the other.
Trend Agreement
53.9%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,254
Deep shared window — 1,254 usable pairs.
Significance
p < 0.001
95% CI: [-0.842, -0.807]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,254 paired observations survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Microsoft Corp
MSFT
Market cap 2.8T
Stock · 1,254 raw → 1,254 prepared
Series B
Pfizer Inc.
PFE
Market cap 158.3B
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
3
Estimated crossover points between normalized spreads.
Slope
-0.1004
Linear regression slope.
Intercept
71.8193
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 3 hours ago · ID: stock-msft-vs-stock-pfe-daily-20260408-79ngyq