Philip Morris (Germany) Market Value
| 4I1 Stock | 138.22 0.64 0.46% |
| 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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Philip Morris on December 15, 2024 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 90 days. Philip Morris is related to or competes with CARSALES, Ribbon Communications, Geely Automobile, Citic Telecom, Cairo Communication, Spirent Communications, and Grupo Carso. 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 | 1.1 | |||
| Information Ratio | 0.176 | |||
| Maximum Drawdown | 13.33 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 1.87 |
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 | 0.1048 | |||
| Jensen Alpha | 0.184 | |||
| Total Risk Alpha | 0.3805 | |||
| Sortino Ratio | 0.2597 | |||
| Treynor Ratio | 2.75 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Philip Morris' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
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 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Philip Morris Intern, which you can use to evaluate the volatility of the company. Please evaluate Philip Morris' Semi Deviation of 0.8393, coefficient of variation of 869.34, and Risk Adjusted Performance of 0.1048 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 0.0644, which implies not very significant fluctuations relative to the market. As returns on the market increase, Philip Morris' returns are expected to increase less than the market. However, during the bear market, the loss of holding Philip Morris is expected to be smaller as well. Please check Philip Morris' treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Philip Morris' historical price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Philip Morris International has insignificant reverse predictability. Overlapping area represents the amount of predictability between Philip Morris time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. 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 -0.14 indicates that less than 14.0% of current Philip Morris price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 69.46 |
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 |
| Timeline |
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 |
| Timeline |
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 |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional 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.