Philip Morris (Germany) Market Value
| 4I1 Stock | EUR 125.86 1.52 1.22% |
| Symbol | Philip |
Philip Morris 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Philip Morris' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Philip Morris.
| 12/05/2022 |
| 11/24/2024 |
If you would invest 0.00 in Philip Morris on December 5, 2022 and sell it all today you would earn a total of 0.00 from holding Philip Morris International or generate 0.0% return on investment in Philip Morris over 720 days. Philip Morris is related to or competes with British American, British American, British American, Altria, and JAPAN TOBACCO. Philip Morris International Inc., through its subsidiaries, manufactures and sells cigarettes, other nicotine-containing... More
Philip Morris Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Philip Morris' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Philip Morris International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.0853 | |||
| Maximum Drawdown | 13.29 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 2.08 |
Philip Morris Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philip Morris' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Philip Morris' standard deviation. In reality, there are many statistical measures that can use Philip Morris historical prices to predict the future Philip Morris' volatility.| Risk Adjusted Performance | 0.1315 | |||
| Jensen Alpha | 0.2988 | |||
| Total Risk Alpha | 0.0015 | |||
| Sortino Ratio | 0.1118 | |||
| Treynor Ratio | (0.85) |
Philip Morris Intern Backtested Returns
Philip Morris appears to be very steady, given 3 months investment horizon. Philip Morris Intern maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We have found thirty technical indicators for Philip Morris Intern, which you can use to evaluate the volatility of the company. Please evaluate Philip Morris' Risk Adjusted Performance of 0.1315, coefficient of variation of 608.0, and Semi Deviation of 0.893 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Philip Morris holds a performance score of 12. The company holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Philip Morris are expected to decrease at a much lower rate. During the bear market, Philip Morris is likely to outperform the market. Please check Philip Morris' downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Philip Morris' historical price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Philip Morris International has poor reverse predictability. Overlapping area represents the amount of predictability between Philip Morris time series from 5th of December 2022 to 30th of November 2023 and 30th of November 2023 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Philip Morris Intern price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Philip Morris price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 188.56 |
Philip Morris Intern lagged returns against current returns
Autocorrelation, which is Philip Morris stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Philip Morris' stock expected returns. We can calculate the autocorrelation of Philip Morris returns to help us make a trade decision. For example, suppose you find that Philip Morris has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Philip Morris regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Philip Morris stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Philip Morris stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Philip Morris stock over time.
Current vs Lagged Prices |
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Philip Morris Lagged Returns
When evaluating Philip Morris' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Philip Morris stock have on its future price. Philip Morris autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Philip Morris autocorrelation shows the relationship between Philip Morris stock current value and its past values and can show if there is a momentum factor associated with investing in Philip Morris International.
Regressed Prices |
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Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Philip Stock
When determining whether Philip Morris Intern is a strong investment it is important to analyze Philip Morris' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Philip Morris' future performance. For an informed investment choice regarding Philip Stock, refer to the following important reports:Check out Philip Morris Correlation, Philip Morris Volatility and Philip Morris Alpha and Beta module to complement your research on Philip Morris. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Philip Morris technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.