How to definitely stop inside a Rule and prevent any further actions in the rule from executing? I have not seen that the Rules module can do this out of the box, but how can I prevent further execution of subsequent actions in a rule?

For example, I have multiple components in a rule.
The first one has a condition and if that is TRUE, it will execute one action, but the other components following the first one, MUST NOT BE EXECUTED.

So without adding further conditions to the rest of the components in order to prevent execution, I want to jump out of the complete Rule after executing the fist component.

I guess this can be accomplished with php inside the first component?
This seems like a perfect use case the Conditional Rules module. Some more details about this module (from its project page):


  ... provides Rules plugins for conditionally altering execution flow directly inside a group of actions.


Using this module, there is no need for "PHP inside the first component" (as in your question.

Refer to my answer to "How to prevent a node being saved when using the Rules module?" for an illustration of how to use this module.