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Philip Morris International Inc. Consumer Defensive As of 2026-07-31 Updated daily after market close

strong quality, premium valuation.

2 active signals
52-week adjusted-price high EPS surprise beat
This page refreshes daily after the close. Add Philip Morris International Inc. to your watchlist to track signal changes on your next visit.
Valuation 61Quality 61Growth 67Momentum 69Risk / liquidity 84

Is Philip Morris International Inc. a buy? Fundamentals and valuation first

  • Quality is top-tier. Operating margin ranks above roughly 88% of the liquid US common-stock universe. TTM ROE is about -126.7%.

  • Valuation is expensive. TTM P/E is in the 80th percentile, above most peers.

  • Recent volatility is moderate. 60-day annualized volatility is near the 31th percentile. Average 20-day dollar volume is about $945.8M.

  • Signals are active now. 52-week adjusted-price high, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

16 historical occurrences (since 2017-02-17)
Average forward return after 52-week adjusted-price high。20-day: Win 60%, Sample 15, Median +1.4%, Excess +0.5%, Beat mkt rate 46.7%；60-day: Win 71.4%, Sample 14, Median +7.89%, Excess +2.28%, Beat mkt rate 50%；120-day: Win 76.9%, Sample 13, Median +11.08%, Excess +4.96%, Beat mkt rate 61.5%

120 days after: historical avg +10.33%

20-day +0.4%
60-day +5.24%
120-day +10.33%
20-day
60-day
120-day
Win
60%
71.4%
76.9%
Sample
15
14
13
Median
+1.4%
+7.89%
+11.08%
Excess
+0.5%
+2.28%
+4.96%
Beat mkt rate
46.7%
50%
61.5%

Over 13 occurrences, 120-day forward avg gained 10.33%, beat the market by 4.96 pts; win rate 76.9%.

EPS surprise beat

Active · now 7.3170731707317245%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

21 historical occurrences (since 2015-04-16)
Average forward return after EPS surprise beat。20-day: Win 64.7%, Sample 17, Median +2.75%, Excess +1.5%, Beat mkt rate 70.6%；60-day: Win 58.8%, Sample 17, Median +3.94%, Excess -1.24%, Beat mkt rate 52.9%；120-day: Win 56.2%, Sample 16, Median +0.91%, Excess -4.63%, Beat mkt rate 25%

120 days after: historical avg +2.47%

20-day +2.89%
60-day +2.12%
120-day +2.47%
20-day
60-day
120-day
Win
64.7%
58.8%
56.2%
Sample
17
17
16
Median
+2.75%
+3.94%
+0.91%
Excess
+1.5%
-1.24%
-4.63%
Beat mkt rate
70.6%
52.9%
25%

Over 16 occurrences, 120-day forward avg gained 2.47%, lagged the market by 4.63 pts; win rate 56.2%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 228+19.6% +20.7% 95.6% -3.1%
20-40 310+7.5% +4.3% 62.6% -8.2%
40-60 322+6.7% +0.8% 52.2% +0.1%
60-80 329+31.8% +29.1% 79% +16%
80-100 You are here197+17.2% +16% 78.7% -1.6%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 27.42, placing it in the 89.4 own-history percentile, inside the 80-100 bucket.

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+13.3%
Win rate 98.5% Excess +0.4%
136d
-1.2%
Win rate 35.2% Excess -6.4%
358d
Now
+13.7%
Win rate 73.9% Excess +4.7%
380d
60-day momentum down
+8.6%
Win rate 85.5% Excess +1.2%
303d
+5.2%
Win rate 47.6% Excess -2%
189d
+12.5%
Win rate 91.4% Excess +5.8%
140d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 380 historical days, 120-day forward avg gained 13.7%, win rate 73.9%, beat the market by 4.7%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

13 times historically; 60-day forward avg +0.86%, win rate 53.8%, beating the market by -3.01 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.