Philip Morris International Inc.
PM · Consumer Defensive · · USDFahodi Score BUY Mid-term (Position)
71
/ 100
Technical
100
Trend & RS
86
Momentum
64
Fundamental
72
Macro
22
Liquidity
84
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 20% |
| Trend & RS | 86.3 | 30% |
| Momentum | 63.8 | 15% |
| Fundamental | 72.2 | 10% |
| Macro | 22.5 | 20% |
| Liquidity | 83.6 | 5% |
Trade Setup
| Entry | 201.50 |
| Stop Loss | 190.48 (5.5%) |
| Target 1 (1:1) | 212.52 (+5.5%) |
| Target 2 (2:1) | 223.54 (+10.9%) |
| ATR(14) | 5.51 (2.7%) |
| Risk per Share | 11.02 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 44.7 | -0.21 | |
| Momentum | 58.0 | +0.32 | |
| Quality | 42.3 | -0.31 | |
| Composite | 48.4 | ||
Quality Scores
Piotroski F-Score
4
/9 —
Average
✓
✗
✗
✗
✗
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
6.09
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 29.4 | 18.0 | +63% above |
| P/B Ratio | -39.6 | 2.5 | Inline |
| Dividend Yield | 3.2% | 2.0% | Above avg |
Comparing against Consumer Defensive median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Significantly Overvalued
Intrinsic Value
98.28
vs
Market Price
201.50
Upside
-51.2%
| Margin of Safety | -105.0% |
| Stage 1 PV (5yr FCF) | 38,764,068,723 |
| Terminal Value PV | 114,408,763,608 |
| Total Enterprise Value | 153,172,832,331 |
Assumptions
| Base FCF | 8,541,201,646 |
| Growth Rate (5yr) | 5.5% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
46.58%
Full Kelly
23.29%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 71/100. Estimated win rate 61%, avg win 9.3%, avg loss 3.6%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
4
Bullish Signals
0
Bearish Signals
50.38
RSI(14)
3.3943
MACD
Relative Strength (RS) IMPROVING
65
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↑ RISING (+11.3% vs SPY 3M) |
| RS vs Sector | INLINE (Consumer Defensive) |
| RS New High | Near 3-month high 3d since high |
| Sector Outperformance | -2.9% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
IMPROVING:
Gaining momentum — the stock is starting to outperform the market. Watch for RS new high confirmation.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 50.38 | NEUTRAL |
| Macd | 3.3943 | BULLISH |
| Ma Cross | 195.37 / 181.55 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.88x | HIGH |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 214.35 |
| Bollinger Upper | 211.06 |
| SMA(200) | 181.55 |
| SMA(50) | 195.37 |
| SMA(20) | 203.31 |
| Current Price | 201.50 |
| Bollinger Lower | 195.57 |
| 52-Week Low | 146.35 |
| ATR(14) | 5.51 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
Insufficient data for Wyckoff analysis.
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 0.96x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 1.07x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.68x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 0.93x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.88x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 206.99 | Above Kijun |
| Kijun-sen (26) | 199.18 | Base line |
| Senkou A | 203.08 | Leading span A |
| Senkou B | 197.68 | Leading span B |
| Cloud | 197.68 – 203.08 | Bullish (Green) |
| Price vs Cloud | 201.50 | Inside Cloud |
| Chikou Span | 188.18 | Bullish |
| Alignment Score | 3/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE ON
2 bars
Momentum:
BULLISH FADING
BB: 195.57 – 211.06 | KC: 194.95 – 211.68
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 177.17
Anchor: 2025-12-04 (52w Low)
ABOVE AVWAP
+13.7%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/PM
Valuation
| Metric | Value |
|---|---|
| Market Cap | 314.06B |
| P/E (TTM) | 29.42 |
| Forward P/E | N/A |
| P/B | -39.57 |
| EPS | 6.85 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 5.5% |
| Profit Margin | 24.8% |
| ROE | N/A |
| Debt/Equity | N/A |
| Current Ratio | 1.02 |
| Dividend Yield | 3.2% |
| Payout Ratio | N/A |
| Beta | 0.35 |
Trading Data
201.50
Open
201.50
Day High
201.50
Day Low
9.00M
Volume (2.0x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)