Molson Coors Brewing Stock Market Value
| TAP Stock | USD 59.62 0.86 1.46% |
| Symbol | Molson |
Molson Coors Brewing Price To Book Ratio
Is Beverages space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Molson Coors. If investors know Molson will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Molson Coors listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.923 | Dividend Share 1.76 | Earnings Share 5.35 | Revenue Per Share | Quarterly Revenue Growth (0.02) |
The market value of Molson Coors Brewing is measured differently than its book value, which is the value of Molson that is recorded on the company's balance sheet. Investors also form their own opinion of Molson Coors' value that differs from its market value or its book value, called intrinsic value, which is Molson Coors' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Molson Coors' market value can be influenced by many factors that don't directly affect Molson Coors' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Molson Coors' value and its price as these two are different measures arrived at by different means. Investors typically determine if Molson Coors is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Molson Coors' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Molson Coors '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 Molson Coors' 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 Molson Coors.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Molson Coors on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Molson Coors Brewing or generate 0.0% return on investment in Molson Coors over 90 days. Molson Coors is related to or competes with Budweiser Brewing, Boston Beer, Anheuser-Busch InBev, Ambev SA, Fomento Economico, Compania Cervecerias, and Anheuser Busch. Molson Coors Beverage Company manufactures, markets, and sells beer and other malt beverage products under various brand... More
Molson Coors 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 Molson Coors' 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 Molson Coors Brewing upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0453 | |||
| Maximum Drawdown | 13.51 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.72 |
Molson Coors Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Molson Coors' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Molson Coors' standard deviation. In reality, there are many statistical measures that can use Molson Coors historical prices to predict the future Molson Coors' volatility.| Risk Adjusted Performance | 0.0032 | |||
| Jensen Alpha | 0.0548 | |||
| Total Risk Alpha | 0.2411 | |||
| Treynor Ratio | (0.02) |
Molson Coors Brewing Backtested Returns
Currently, Molson Coors Brewing is very steady. Molson Coors Brewing has Sharpe Ratio of 0.0164, which conveys that the firm had a 0.0164 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Molson Coors, which you can use to evaluate the volatility of the firm. Please verify Molson Coors' Mean Deviation of 1.36, standard deviation of 2.05, and Risk Adjusted Performance of 0.0032 to check out if the risk estimate we provide is consistent with the expected return of 0.0345%. Molson Coors has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.65, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Molson Coors' returns are expected to increase less than the market. However, during the bear market, the loss of holding Molson Coors is expected to be smaller as well. Molson Coors Brewing right now secures a risk of 2.11%. Please verify Molson Coors Brewing skewness, as well as the relationship between the day median price and relative strength index , to decide if Molson Coors Brewing will be following its current price movements.
Auto-correlation | -0.82 |
Excellent reverse predictability
Molson Coors Brewing has excellent reverse predictability. Overlapping area represents the amount of predictability between Molson Coors time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Molson Coors Brewing price movement. The serial correlation of -0.82 indicates that around 82.0% of current Molson Coors price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.82 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 11.23 |
Molson Coors Brewing lagged returns against current returns
Autocorrelation, which is Molson Coors 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 Molson Coors' stock expected returns. We can calculate the autocorrelation of Molson Coors returns to help us make a trade decision. For example, suppose you find that Molson Coors 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 |
Molson Coors 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 Molson Coors stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Molson Coors stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Molson Coors stock over time.
Current vs Lagged Prices |
| Timeline |
Molson Coors Lagged Returns
When evaluating Molson Coors' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Molson Coors stock have on its future price. Molson Coors 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, Molson Coors autocorrelation shows the relationship between Molson Coors stock current value and its past values and can show if there is a momentum factor associated with investing in Molson Coors Brewing.
Regressed Prices |
| Timeline |
Pair Trading with Molson Coors
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Molson Coors position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Molson Coors will appreciate offsetting losses from the drop in the long position's value.Moving together with Molson Stock
Moving against Molson Stock
The ability to find closely correlated positions to Molson Coors could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Molson Coors when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Molson Coors - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Molson Coors Brewing to buy it.
The correlation of Molson Coors is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Molson Coors moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Molson Coors Brewing moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Molson Coors can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Molson Stock Analysis
When running Molson Coors' price analysis, check to measure Molson Coors' 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 Molson Coors is operating at the current time. Most of Molson Coors' value examination focuses on studying past and present price action to predict the probability of Molson Coors' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Molson Coors' price. Additionally, you may evaluate how the addition of Molson Coors to your portfolios can decrease your overall portfolio volatility.