Tobacco Companies By Beta

Beta
BetaEfficiencyMarket RiskExp Return
1XXII 22nd Century Group
1.45
(0.21)
 9.03 
(1.91)
2UVV Universal
0.76
 0.06 
 1.28 
 0.07 
3MO Altria Group
0.67
 0.10 
 1.28 
 0.13 
4TPB Turning Point Brands
0.63
 0.37 
 2.02 
 0.74 
5PM Philip Morris International
0.56
 0.09 
 1.77 
 0.16 
6BTI British American Tobacco
0.29
 0.05 
 0.99 
 0.05 
7718172CZ0 PM 4875 15 FEB 28
0.0
(0.17)
 0.27 
(0.05)
8718172DB2 PM 5375 15 FEB 33
0.0
(0.12)
 0.45 
(0.06)
9718172DA4 PM 5125 15 FEB 30
0.0
(0.15)
 0.36 
(0.05)
10718172CT4 PM 5125 15 NOV 24
0.0
(0.09)
 0.09 
(0.01)
11718172CU1 PM 5 17 NOV 25
0.0
 0.07 
 0.09 
 0.01 
12718172CR8 PHILIP MORRIS INTERNATIONAL
0.0
(0.12)
 0.92 
(0.11)
13718172CS6 PHILIP MORRIS INTERNATIONAL
0.0
 0.10 
 1.63 
 0.17 
14718172CX5 PM 575 17 NOV 32
0.0
(0.03)
 0.51 
(0.02)
15718172CY3 PM 4875 13 FEB 26
0.0
(0.04)
 0.09 
 0.00 
16718172CV9 PM 5125 17 NOV 27
0.0
(0.10)
 0.32 
(0.03)
17718172CW7 PM 5625 17 NOV 29
0.0
(0.14)
 0.33 
(0.04)
18718172CJ6 PHILIP MORRIS INTERNATIONAL
0.0
(0.13)
 0.43 
(0.06)
19718172CP2 PHILIP MORRIS INTERNATIONAL
0.0
(0.09)
 0.66 
(0.06)
20718172CN7 PHILIP MORRIS INTERNATIONAL
0.0
(0.10)
 0.61 
(0.06)
The analysis above is based on a 90-day investment horizon and a default level of risk. Use the Portfolio Analyzer to fine-tune all your assumptions. Check your current assumptions here.
Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time. In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.