Philip Morris (PM) Volatility

    Consumer Staples
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    PM volatility — the short answer

    PM's realised volatility is 23.8% annualised over 20 days and 28.5% over 60 days, placing it in the 30th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+23.8%
    Realised volatility (60d, annualised)+28.5%
    1-year volatility percentile30
    Current drawdown from peak-8.8%
    Deepest 1-year drawdown-19.3%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    WMT — Walmart Inc.40.2
    PG — Procter & Gamble12.9
    COST — Costco Wholesale19.8
    KO — Coca-Cola Co.15.6
    PEP — PepsiCo Inc.17.7

    Track PM inside Autonium

    Full factor detail, alerts when the score changes, and Toni to ask why.

    Type a ticker

    Continue analysing PM

    PM overviewPM technical analysisPM rsiPM moving averagesPM momentumPM relative strengthPM drawdownPM volumePM trendPM algo score historyPM vs WMTPM vs PGConsumer Staples sector strengthAlgo Score rankings

    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.