It is argued that a weak value of an observable is a robust property of a single pre-and postselected quantum system rather than a statistical property. During an infinitesimal time a system with a given weak value affected other systems as if it had been in an eigenstate with eigenvalue equal to the weak value. This differs significantly from the action of a system preselected only and possessing a numerically equal expectation value. The weak value has a physical meaning beyond a conditional average of a pointer in the weak measurement procedure. The difference between the weak value and the expectation value has been demonstrated on the example of photon polarization. In addition, the weak values for systems pre-and postselected in mixed states are considered.