PHILIP MORRIS INTL Performance

718172AC3   105.04  2.80  2.60%   
The bond holds a Beta of -0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PHILIP are expected to decrease at a much lower rate. During the bear market, PHILIP is likely to outperform the market.

Risk-Adjusted Performance

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Over the last 90 days PHILIP MORRIS INTL has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, PHILIP is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Yield To Maturity6.164
  

PHILIP Relative Risk vs. Return Landscape

If you would invest  11,701  in PHILIP MORRIS INTL on September 24, 2024 and sell it today you would lose (701.00) from holding PHILIP MORRIS INTL or give up 5.99% of portfolio value over 90 days. PHILIP MORRIS INTL is generating negative expected returns and assumes 1.2442% volatility on return distribution over the 90 days horizon. Simply put, 11% of bonds are less volatile than PHILIP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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       Risk  
Assuming the 90 days trading horizon PHILIP is expected to under-perform the market. In addition to that, the company is 1.55 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.03 per unit of volatility.

PHILIP Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for PHILIP's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as PHILIP MORRIS INTL, and traders can use it to determine the average amount a PHILIP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0727

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Negative Returns718172AC3

Estimated Market Risk

 1.24
  actual daily
11
89% of assets are more volatile

Expected Return

 -0.09
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.07
  actual daily
0
Most of other assets perform better
Based on monthly moving average PHILIP is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of PHILIP by adding PHILIP to a well-diversified portfolio.

About PHILIP Performance

By analyzing PHILIP's fundamental ratios, stakeholders can gain valuable insights into PHILIP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PHILIP has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if PHILIP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
PHILIP MORRIS INTL generated a negative expected return over the last 90 days
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Other Information on Investing in PHILIP Bond

PHILIP financial ratios help investors to determine whether PHILIP Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in PHILIP with respect to the benefits of owning PHILIP security.