Philip Morris (Pakistan) Performance
| PMPK Stock | 803.99 1.55 0.19% |
On a scale of 0 to 100, Philip Morris holds a performance score of 15. The company holds a Beta of -1.31, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Philip Morris are expected to decrease by larger amounts. On the other hand, during market turmoil, Philip Morris is expected to outperform it. Please check Philip Morris' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Philip Morris' historical price patterns will revert.
Risk-Adjusted Performance
15 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Philip Morris Pakistan are ranked lower than 15 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, Philip Morris sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Philip Morris Relative Risk vs. Return Landscape
If you would invest 49,553 in Philip Morris Pakistan on September 1, 2024 and sell it today you would earn a total of 30,846 from holding Philip Morris Pakistan or generate 62.25% return on investment over 90 days. Philip Morris Pakistan is generating 0.8482% of daily returns and assumes 4.305% volatility on return distribution over the 90 days horizon. Simply put, 38% of stocks are less volatile than Philip, and 84% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Philip Morris Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philip Morris' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Philip Morris Pakistan, and traders can use it to determine the average amount a Philip Morris' 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 = 0.197
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Estimated Market Risk
| 4.31 actual daily | 38 62% of assets are more volatile |
Expected Return
| 0.85 actual daily | 16 84% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average Philip Morris is performing at about 15% of its full potential. 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 Morris by adding it to a well-diversified portfolio.
Things to note about Philip Morris Pakistan performance evaluation
Checking the ongoing alerts about Philip Morris for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Philip Morris Pakistan help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Philip Morris appears to be risky and price may revert if volatility continues |
- Analyzing Philip Morris' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Philip Morris' stock is overvalued or undervalued compared to its peers.
- Examining Philip Morris' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Philip Morris' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Philip Morris' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Philip Morris' stock. These opinions can provide insight into Philip Morris' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Philip Stock analysis
When running Philip Morris' price analysis, check to measure Philip Morris' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Philip Morris is operating at the current time. Most of Philip Morris' value examination focuses on studying past and present price action to predict the probability of Philip Morris' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Philip Morris' price. Additionally, you may evaluate how the addition of Philip Morris to your portfolios can decrease your overall portfolio volatility.
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