Yum Brands (UK) Market Value
| 0QYD Stock | 139.09 0.46 0.33% |
| Symbol | Yum |
Yum Brands 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Yum Brands' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Yum Brands.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Yum Brands on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Yum Brands or generate 0.0% return on investment in Yum Brands over 30 days. Yum Brands is related to or competes with Check Point, Aeorema Communications, Batm Advanced, Cairo Communication, Sunny Optical, and X FAB. Yum Brands is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Yum Brands Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Yum Brands' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Yum Brands upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.11 | |||
| Value At Risk | (1.51) | |||
| Potential Upside | 2.44 |
Yum Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yum Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yum Brands' standard deviation. In reality, there are many statistical measures that can use Yum Brands historical prices to predict the future Yum Brands' volatility.| Risk Adjusted Performance | 0.0285 | |||
| Jensen Alpha | 0.0078 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.1582 |
Yum Brands Backtested Returns
Currently, Yum Brands is very steady. Yum Brands shows Sharpe Ratio of 0.0478, which attests that the company had a 0.0478% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yum Brands, which you can use to evaluate the volatility of the company. Please check out Yum Brands' Mean Deviation of 0.8481, downside deviation of 1.04, and Market Risk Adjusted Performance of 0.1682 to validate if the risk estimate we provide is consistent with the expected return of 0.0571%. Yum Brands has a performance score of 3 on a scale of 0 to 100. The firm maintains a market beta of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yum Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yum Brands is expected to be smaller as well. Yum Brands right now maintains a risk of 1.2%. Please check out Yum Brands coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if Yum Brands will be following its historical returns.
Auto-correlation | 0.38 |
Below average predictability
Yum Brands has below average predictability. Overlapping area represents the amount of predictability between Yum Brands time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yum Brands price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Yum Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 5.86 |
Yum Brands lagged returns against current returns
Autocorrelation, which is Yum Brands stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Yum Brands' stock expected returns. We can calculate the autocorrelation of Yum Brands returns to help us make a trade decision. For example, suppose you find that Yum Brands has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Yum Brands regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Yum Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yum Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yum Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Yum Brands Lagged Returns
When evaluating Yum Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yum Brands stock have on its future price. Yum Brands autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Yum Brands autocorrelation shows the relationship between Yum Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Yum Brands.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Yum Stock Analysis
When running Yum Brands' price analysis, check to measure Yum Brands' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Yum Brands is operating at the current time. Most of Yum Brands' value examination focuses on studying past and present price action to predict the probability of Yum Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Yum Brands' price. Additionally, you may evaluate how the addition of Yum Brands to your portfolios can decrease your overall portfolio volatility.