Philip Morris Stock Forecast - Simple Moving Average

PM
 Stock
  

USD 86.09  1.26  1.44%   

Philip Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Philip Morris historical stock prices and determine the direction of Philip Morris International's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Philip Morris historical fundamentals such as revenue growth or operating cash flow patterns.
Please check Historical Fundamental Analysis of Philip Morris to cross-verify your projections.
  

Open Interest Agains t 2022-09-30 Philip Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Philip Morris' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Philip Morris' options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Philip Morris stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Philip Morris' open interest, investors have to compare it to Philip Morris' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Philip Morris is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Philip. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Philip Morris cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Philip Morris' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Philip Morris' price structures and extracts relationships that further increase the generated results' accuracy.
A two period moving average forecast for Philip Morris is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Philip Morris Simple Moving Average Price Forecast For the 1st of October

Given 90 days horizon, the Simple Moving Average forecasted value of Philip Morris International on the next trading day is expected to be 86.09 with a mean absolute deviation of 1.24, mean absolute percentage error of 2.65, and the sum of the absolute errors of 73.23.
Please note that although there have been many attempts to predict Philip Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Philip Morris' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Philip Morris Stock Forecast Pattern

Backtest Philip MorrisPhilip Morris Price PredictionBuy or Sell Advice 

Philip Morris Forecasted Value

In the context of forecasting Philip Morris' Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Philip Morris' downside and upside margins for the forecasting period are 84.60 and 87.58, respectively. We have considered Philip Morris' daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value 86.09
86.09
Expected Value
87.58
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Philip Morris stock data series using in forecasting. Note that when a statistical model is used to represent Philip Morris stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria115.4089
BiasArithmetic mean of the errors 0.2076
MADMean absolute deviation1.2412
MAPEMean absolute percentage error0.0132
SAESum of the absolute errors73.23
The simple moving average model is conceptually a linear regression of the current value of Philip Morris International price series against current and previous (unobserved) value of Philip Morris. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting stock prices into the future

Predictive Modules for Philip Morris

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Philip Morris Intern. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Philip Morris in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
84.8186.2987.77
Details
Intrinsic
Valuation
LowReal ValueHigh
85.0586.5388.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
90.3293.7697.21
Details
9 Analysts
Consensus
LowTarget PriceHigh
88.00108.50130.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Philip Morris. Your research has to be compared to or analyzed against Philip Morris' peers to derive any actionable benefits. When done correctly, Philip Morris' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Philip Morris Intern.

Other Forecasting Options for Philip Morris

For every potential investor in Philip, whether a beginner or expert, Philip Morris' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Philip Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Philip. Basic forecasting techniques help filter out the noise by identifying Philip Morris' price trends.

Philip Morris Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Philip Morris stock to make a market-neutral strategy. Peer analysis of Philip Morris could also be used in its relative valuation, which is a method of valuing Philip Morris by comparing valuation metrics with similar companies.
Amazon IncAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGx Nasdaq-100 CoveredFranklin Mutual EuropeanNatural Hlth TrdUSA Value FactorBetapro Canadian GoldAramark Holdings CorpLong-Term Govt BondMaiden Holdings NorthSeagate Technology HldgsVistra Energy CorpExxon Mobil Corp
 Risk & Return  Correlation

Philip Morris Intern Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Philip Morris' price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Philip Morris' current price.

Philip Morris Market Strength Events

Market strength indicators help investors to evaluate how Philip Morris stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Philip Morris shares will generate the highest return on investment. By undertsting and applying Philip Morris stock market strength indicators, traders can identify Philip Morris International entry and exit signals to maximize returns.

Philip Morris Risk Indicators

The analysis of Philip Morris' basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Philip Morris' investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Philip Morris stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Philip Morris Implied Volatility

    
  38.43  
Philip Morris' implied volatility exposes the market's sentiment of Philip Morris International stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Philip Morris' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Philip Morris stock will not fluctuate a lot when Philip Morris' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Philip Morris in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Philip Morris' short interest history, or implied volatility extrapolated from Philip Morris options trading.

Currently Active Assets on Macroaxis

Please check Historical Fundamental Analysis of Philip Morris to cross-verify your projections. You can also try Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for analysis

When running Philip Morris Intern 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 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.
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Go
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Go
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Is Philip Morris' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Philip Morris. If investors know Philip will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Philip Morris listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Philip Morris Intern is measured differently than its book value, which is the value of Philip that is recorded on the company's balance sheet. Investors also form their own opinion of Philip Morris' value that differs from its market value or its book value, called intrinsic value, which is Philip Morris' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Philip Morris' market value can be influenced by many factors that don't directly affect Philip Morris' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Philip Morris' value and its price as these two are different measures arrived at by different means. Investors typically determine Philip Morris value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Philip Morris' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.