PM·Philip Morris International Inc.

Realized volatility (21d)

20.8% 61st pct

Below its peak

-5.4%

vs 200-day average

+6.5%

Up days (1y)

52%

Philip Morris International Inc. is currently running 20.8% annualised volatility over the last 21 sessions. Measured against PM's own 13 years of daily returns rather than a market-wide average, that is the 61st percentile — a little above its own norm, against a typical reading of 18.9%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

PM is trading -5.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.2%, and the deepest was -40.4% in 2018. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +6.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 67th percentile — a somewhat wider gap than its own norm. Over the past year PM closed higher on 52% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, PM finished the month higher 7 of 13 times, with a median return of +3.3% and an average of +2.0%. Its strongest month historically has been February at +4.0% on average, its weakest September at -2.6%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: PM has opened more than 2% away from the prior close in 34 of 3,267 sessions (1.0% of the time), with the largest gaps running +5.6% and -8.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, PM moved an average of 2.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.2% and a largest of +3.0%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against PM's own 13-year history, not a peer group or index.