Philip Morris International Inc holds Coefficient Of Variation of 2636.48, Semi Deviation of 1.22 and Risk Adjusted Performance of 0.0234. 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 Intern Downside 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 105.79 per share. Given that Philip Morris has Jensen Alpha of 0.0834, we recommend you check out Philip Morris Intern recent market performance to make sure the company can sustain itself at future point.
|Time Horizon||30 Days Login to change|
Philip Morris Intern Technical Analysis
Philip Morris Intern Trend AnalysisUse this graph to draw trend lines for Philip Morris International Inc. 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 LineThe following chart estimates an ordinary least squares regression model for Philip Morris International Inc applied against its price change over selected period. The best fit line has a slop of 0.12 % which suggests that Philip Morris International Inc will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 12.32, which is the sum of squared deviations for the predicted Philip Morris price change compared to its average price change.
Philip Morris International Inc is regarded fifth in mean deviation category among related companies. It is regarded second in standard deviation category among related companies creating about 1.59 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Philip Morris International Inc is roughly 1.59