Philip Morris International holds Coefficient Of Variation of 2125.09 and Risk Adjusted Performance of 0.0524. Compared with Fundamental Indicators, Macroaxis technical analysis interface allows you to check existing technical drivers of Philip Morris as well as the relationship between them. In other words you can use this information to find out if the company will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for Philip Morris Intern which can be compared to its competitors. Please check Philip Morris InternDownside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if Philip Morris Intern is priced some-what accurately providing market reflects its current price of 83.5 per share. Given that Philip Morris has Jensen Alpha of 0.072, we recommend you check out Philip Morris Intern recent market performance to make sure the company can sustain itself at future point.
The output start index for this execution was six with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Philip Morris Intern volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
Philip Morris Intern Trend Analysis
Use this graph to draw trend lines for Philip Morris International. You can use it to identify possible trend reversals for Philip Morris as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Philip Morris price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Philip Morris Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Philip Morris International applied against its price change over selected period. The best fit line has a slop of 0.047108 % which suggests that Philip Morris International will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 1.81, which is the sum of squared deviations for the predicted Philip Morris price change compared to its average price change.
Diversify with Philip Morris International
Build Optimal Portfolios
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add Philip Morris International to your portfolio