Philip Stock Market Value

PM
 Stock
  

USD 95.00  3.08  3.14%   

Philip Morris' market value is the price at which a share of Philip Morris stock trades on a public exchange. It measures the collective expectations of Philip Morris International investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Philip Morris International and determine expected loss or profit from investing in Philip Morris over a given investment horizon. Please check Philip Morris Hype Analysis, Philip Morris Correlation, Philip Morris Valuation, Philip Morris Volatility, as well as analyze Philip Morris Alpha and Beta and Philip Morris Performance.
Symbol
Backtest


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.

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.
0.00
06/07/2022
No Change 0.00  0.0 
In 30 days
07/07/2022
0.00
If you would invest  0.00  in Philip Morris on June 7, 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 30 days. Philip Morris is related to or competes with McDonalds Corp, ATT, Boeing, Dupont Denemours, Intel Corp, Johnson Johnson, and Exxon. 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.

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.
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
93.3094.9696.62
Details
Intrinsic
Valuation
LowReal ValueHigh
85.50103.27104.93
Details
Naive
Forecast
LowNext ValueHigh
97.4799.12100.78
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.

Philip Morris Intern Backtested Returns

Philip Morris Intern maintains Sharpe Ratio (i.e., Efficiency) of -0.0309, which implies the firm had -0.0309% of return per unit of risk over the last 3 months. Macroaxis standpoint towards forecasting the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Philip Morris Intern exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Philip Morris Intern Semi Deviation of 1.64, coefficient of variation of 3392.31, and Risk Adjusted Performance of 0.0433 to confirm the risk estimate we provide.
The company holds a Beta of 0.4019, which implies possible diversification benefits within a given portfolio. Let's try to break down what Philip's beta means in this case. As returns on the market increase, Philip Morris returns are expected to increase less than the market. However, during the bear market, the loss on holding Philip Morris will be expected to be smaller as well. Even though it is essential to pay attention to Philip Morris Intern current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Our philosophy towards forecasting any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Philip Morris Intern exposes twenty-one different technical indicators, which can help you to evaluate its performance. Philip Morris Intern has an expected return of -0.0512%. Please be advised to check Philip Morris Intern downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Philip Morris Intern performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.14  

Insignificant predictability

Philip Morris International has insignificant predictability. Overlapping area represents the amount of predictability between Philip Morris time series from 7th of June 2022 to 22nd of June 2022 and 22nd of June 2022 to 7th of July 2022. 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 Coefficient0.14
Spearman Rank Test0.45
Residual Average0.0
Price Variance5.18

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 stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 
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      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 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Philip Morris without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check Philip Morris Hype Analysis, Philip Morris Correlation, Philip Morris Valuation, Philip Morris Volatility, as well as analyze Philip Morris Alpha and Beta and Philip Morris Performance. Note that the Philip Morris Intern information on this page should be used as a complementary analysis to other Philip Morris' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.

Complementary Tools for Philip Stock 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.
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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.
A focus of Philip Morris technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Philip Morris trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...