Philip Morris Buy or Sell Recommendation

Macroaxis provides Philip Morris International Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Philip Morris positions. The advice algorithm takes into account all of Philip Morris International Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Philip Morris buy-and-hold prospective. Additionally take a look at Philip Morris Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Execute Advice
Philip Morris International Inc -- USA Stock  

USD 105.07  3.85  3.53%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Philip Morris International Inc is 'Hold'.
For the selected time horizon Philip Morris International Inc has a risk adjusted performance of 0.0232, jensen alpha of (0.021852), total risk alpha of (0.58), sortino ratio of (0.14) and treynor ratio of 0.1386
Macroaxis provides advice on Philip Morris International Inc to complement and cross-verify current analyst consensus on Philip Morris Intern. Our recommendation engine determines the corporation potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Philip Morris is not overpriced, please check all Philip Morris Intern fundamentals including its Debt to Equity, Total Asset and the relationship between EBITDA and Earnings Per Share . Given that Philip Morris Intern has Price to Earning of 23.15 times, we recommend you check out Philip Morris Intern market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your recent risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.047221Value At Risk1.19
Potential Upside0.88Standard Deviation1.24
 Return Density 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares5.6 M589 M
Vontobel Asset Management IncCommon Shares4.8 M498.4 M
Bank Of MontrealCommon Shares2 M216.3 M
National Pension ServiceCommon Shares1.2 M130 M
Factory Mutual Insurance CoCommon Shares889.4 K94 M
Acadian Asset Management LlcCommon Shares886.9 K93.7 M
Gateway Investment Advisers LlcCommon Shares796.1 K84.1 M

Philip Morris Greeks

Alpha over DOW
Beta against DOW=0.27
Overall volatility
Information ratio =0.15

Philip Morris Volatility Alert

Philip Morris International Inc has relatively low volatility with skewness of 0.07 and kurtosis of 5.2. However, we advise all investors to independently investigate Philip Morris International Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
 Better Than Average     
 Worse Than Average Compare Philip Morris to competition
FundamentalsPhilip MorrisPeer Average
Return On Equity6.3 % (15.17) %
Return On Asset17.41 % (15.64) %
Profit Margin25.71 % (5.5) %
Operating Margin39.37 % (10.91) %
Current Valuation188.62 B152.14 B
Shares Outstanding1.55 B1.43 B
Shares Owned by Insiders0.18 % 6.91 %
Shares Owned by Institutions75.25 % 18.37 %
Number of Shares Shorted7.72 M3.24 M
Price to Earning23.15 times40.69 times
Price to Book(10.28) times14.44 times
Price to Sales5.94 times17.81 times
Revenue27.42 B9.85 B
Gross Profit17.29 B21.75 B
EBITDA11.62 B1.41 B
Net Income7.04 B517.71 M
Cash and Equivalents7.67 B3.89 B
Cash per Share4.94 times5.17 times
Total Debt33.97 B7.36 B
Debt to Equity(3.43) % 0.72 %
Current Ratio1.13 times3.3 times
Book Value Per Share(7.34) times13.64 times
Cash Flow from Operations8.14 B1.25 B
Short Ratio1.72 times2.09 times
Earnings Per Share4.53 times2.3 times
Price to Earnings To Growth2.26 times1.22 times
Number of Employees80.2 K10.67 K
Market Capitalization162.88 B29.78 B
Total Asset33.96 B126.86 B
Retained Earnings29.84 B38.24 B
Working Capital418 M3.58 B
Current Asset15.8 B36.8 B


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Purchase by Sergio Marchionne of 1500 shares of Philip Morris [view details]
Risk Adjusted Performance0.0232
Market Risk Adjusted Performance0.1486
Mean Deviation0.7826
Semi Deviation1.22
Downside Deviation1.31
Coefficient Of Variation2636.48
Standard Deviation1.24
Information Ratio(0.15)
Jensen Alpha(0.021852)
Total Risk Alpha(0.58)
Sortino Ratio(0.14)
Treynor Ratio0.1386
Maximum Drawdown3.61
Value At Risk(1.19)
Potential Upside0.8773
Downside Variance1.72
Semi Variance1.49
Expected Short fall(0.83)

Current Valuation

Philip Morris Current Valuation Analysis
Philip Morris International Inc is regarded fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Tobacco industry is at this time estimated at about 578.67 Billion. Philip Morris totals roughly 188.62 Billion in current valuation claiming about 33% of equities listed under Tobacco industry.