Philip Stock Alpha and Beta Analysis

PM -  USA Stock  

USD 100.94  1.20  1.17%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Philip Morris International. It also helps investors analyze the systematic and unsystematic risks associated with investing in Philip Morris over a specified time horizon. Remember, high Philip Morris' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please check Philip Morris Backtesting, Philip Morris Valuation, Philip Morris Correlation, Philip Morris Hype Analysis, Philip Morris Volatility, Philip Morris History and analyze Philip Morris Performance.

Philip Beta 

Please note that although Philip Morris alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Philip Morris did 0.12  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Philip Morris International stock's relative risk over its benchmark. Philip Morris Intern has a beta of 0.30  . 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.
The value of Book Value per Share is estimated to pull down to -9.66. The value of Enterprise Value over EBIT is expected to pull down to 12.06.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

138.83 BillionShare

Philip Morris Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Philip Morris market risk premium is the additional return an investor will receive from holding Philip Morris long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Philip Morris. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Philip Morris' performance over market.
α0.12   β0.30
90 days against DJI

Philip Morris expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Philip Morris' Buy-and-hold return. Our buy-and-hold chart shows how Philip Morris performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Philip Morris Market Price Analysis

Market price analysis 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 understating and applying Philip Morris stock market price indicators, traders can identify Philip Morris position entry and exit signals to maximize returns.

Philip Morris Return and Market Media

The median price of Philip Morris for the period between Thu, Oct 28, 2021 and Wed, Jan 26, 2022 is 93.11 with a coefficient of variation of 4.93. The daily time series for the period is distributed with a sample standard deviation of 4.61, arithmetic mean of 93.64, and mean deviation of 3.52. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Philip Morris Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Philip Morris Intern has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 (projected)
Long Term Debt to Equity58.2862.88
Interest Coverage16.9915.08

Philip Morris Upcoming Company Events

As portrayed in its financial statements, the presentation of Philip Morris' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Philip Morris' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Philip Morris' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Philip Morris. Please utilize our Beneish M Score to check the likelihood of Philip Morris' management manipulating its earnings.
Upcoming Quarterly Report3rd of February 2022
Next Earnings Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of February 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

Build Portfolio with Philip Morris

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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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
Please check Philip Morris Backtesting, Philip Morris Valuation, Philip Morris Correlation, Philip Morris Hype Analysis, Philip Morris Volatility, Philip Morris History and analyze 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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.

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...