Yum Brands (Germany) Market Value

TGR Stock  EUR 125.25  0.90  0.71%   
Yum Brands' market value is the price at which a share of Yum Brands trades on a public exchange. It measures the collective expectations of Yum Brands investors about its performance. Yum Brands is trading at 125.25 as of the 23rd of December 2024. This is a 0.71 percent decrease since the beginning of the trading day. The stock's lowest day price was 125.25.
With this module, you can estimate the performance of a buy and hold strategy of Yum Brands and determine expected loss or profit from investing in Yum Brands over a given investment horizon. Check out Yum Brands Correlation, Yum Brands Volatility and Yum Brands Alpha and Beta module to complement your research on Yum Brands.
For more detail on how to invest in Yum Stock please use our How to Invest in Yum Brands guide.
Symbol

Please note, there is a significant difference between Yum Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Yum Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yum Brands' 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.

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.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in Yum Brands on November 23, 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 McDonalds, Starbucks, Starbucks, Compass Group, COMPASS GROUP, and Restaurant Brands. Brands, Inc., together with its subsidiaries, develops, operates, and franchises quick service restaurants worldwide 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.

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.
Hype
Prediction
LowEstimatedHigh
124.06125.25126.44
Details
Intrinsic
Valuation
LowRealHigh
112.73134.72135.91
Details

Yum Brands Backtested Returns

At this point, Yum Brands is very steady. Yum Brands shows Sharpe Ratio of 0.1, which attests that the company had a 0.1% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Yum Brands, which you can use to evaluate the volatility of the company. Please check out Yum Brands' Mean Deviation of 0.9092, downside deviation of 0.9919, and Market Risk Adjusted Performance of 0.2139 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Yum Brands has a performance score of 7 on a scale of 0 to 100. The firm maintains a market beta of 0.52, which attests to possible diversification benefits within a given portfolio. 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 1.19%. Please check out Yum Brands total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Yum Brands will be following its historical returns.

Auto-correlation

    
  0.49  

Average predictability

Yum Brands has average predictability. Overlapping area represents the amount of predictability between Yum Brands time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 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 0.49 indicates that about 49.0% of current Yum Brands price fluctuation can be explain by its past prices.
Correlation Coefficient0.49
Spearman Rank Test0.35
Residual Average0.0
Price Variance6.52

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  

Currently Active Assets on Macroaxis

Additional Information and Resources on Investing in Yum Stock

When determining whether Yum Brands is a strong investment it is important to analyze Yum Brands' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Yum Brands' future performance. For an informed investment choice regarding Yum Stock, refer to the following important reports:
Check out Yum Brands Correlation, Yum Brands Volatility and Yum Brands Alpha and Beta module to complement your research on Yum Brands.
For more detail on how to invest in Yum Stock please use our How to Invest in Yum Brands guide.
You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Yum Brands technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Yum Brands technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Yum Brands trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...