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# 1st Gen Model Philip Morris International Inc Cigarettes

Subscribe >> Deal exit on
Aug. 22, 2017
Deal entry on
Aug. 22, 2017
0.19%Expected margin
56.90% successful of 58 deals
$116.25 Last close price
at 21-aug-2017

PM

Model's trade recommendations -1.25% Return for period

2.91% Annual return

$179.13B Market Cap

β 0.93  

PM

Model (following trade recommendations)

PM

Underlying stock

S&P 500

Index
Return for period -1.25%
-1.33%
1.78%
52wk return 2.27%
16.11%
16.82%
52wk Range
87.33—122.90
2000.54—2399.63
Sortino ratio 0.55
Sharpe ratio 0.38
Norm. RMSE 0.30%
Downside risk 5.14%
Volatility 7.30%
  • 4.16 (3.61%) Div (Yield)
  • STRONG BUY Analysts consensus recommendation

Philip Morris International is the leading international tobacco company, with products sold in over 160 countries. They own 7 of the top 15 brands in the world and have a strong mix of international and local products that seek to appeal to a wide array of adult smokers.

Industry sector: Consumer Staples

Sector classification: Cigarettes

Deep Learning based analysis and prediction model for Philip Morris International Inc (PM) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 22, 2015.

Market data for PM model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 1550M
P/E 25.80
Shares Outstanding 1553M
% Held by Insiders 0.23%
% Held by Institutions 72.30%
EPS (last reported FY) $4.48
EPS (last reported Q) $1.14
EPS, estimated (last reported Q) $1.23
Total revenues $75 B
Net income $7 B