PHILIP MORRIS INTERNATIONAL Performance
| 718172CP2 | 87.65 0.20 0.23% |
The bond holds a Beta of -0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PHILIP are expected to decrease at a much lower rate. During the bear market, PHILIP is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days PHILIP MORRIS INTERNATIONAL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest uncertain performance, the Bond's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for PHILIP MORRIS INTERNATIONAL investors. ...more
| Yield To Maturity | 6.065 |
PHILIP |
PHILIP Relative Risk vs. Return Landscape
If you would invest 8,851 in PHILIP MORRIS INTERNATIONAL on September 1, 2024 and sell it today you would lose (649.00) from holding PHILIP MORRIS INTERNATIONAL or give up 7.33% of portfolio value over 90 days. PHILIP MORRIS INTERNATIONAL is generating negative expected returns and assumes 1.0186% volatility on return distribution over the 90 days horizon. Simply put, 9% of bonds are less volatile than PHILIP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PHILIP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PHILIP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PHILIP MORRIS INTERNATIONAL, and traders can use it to determine the average amount a PHILIP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1134
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| Negative Returns | 718172CP2 |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PHILIP is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PHILIP by adding PHILIP to a well-diversified portfolio.
About PHILIP Performance
By analyzing PHILIP's fundamental ratios, stakeholders can gain valuable insights into PHILIP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PHILIP has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if PHILIP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| PHILIP MORRIS INTERN generated a negative expected return over the last 90 days |
Other Information on Investing in PHILIP Bond
PHILIP financial ratios help investors to determine whether PHILIP Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PHILIP with respect to the benefits of owning PHILIP security.