Keurig Dr Pepper Market Value

49271VAH3   98.04  1.64  1.65%   
Keurig's market value is the price at which a share of Keurig trades on an exchange. It measures the collective expectations of Keurig Dr Pepper investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of Keurig Dr Pepper and determine expected loss or profit from investing in Keurig over a given investment horizon.
Check out Keurig Correlation, Keurig Volatility and Keurig Alpha and Beta module to complement your research on Keurig.
Symbol

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

Keurig '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 Keurig's bond 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 Keurig.
0.00
11/13/2024
No Change 0.00  0.0 
In 30 days
12/13/2024
0.00
If you would invest  0.00  in Keurig on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Keurig Dr Pepper or generate 0.0% return on investment in Keurig over 30 days. Keurig is related to or competes with Weyco, Kinsale Capital, Pinterest, JBG SMITH, Trupanion, Siriuspoint, and NI Holdings. More

Keurig 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 Keurig's bond 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 Keurig Dr Pepper upside and downside potential and time the market with a certain degree of confidence.

Keurig Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Keurig's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keurig's standard deviation. In reality, there are many statistical measures that can use Keurig historical prices to predict the future Keurig's volatility.
Hype
Prediction
LowEstimatedHigh
97.7198.0498.37
Details
Intrinsic
Valuation
LowRealHigh
96.4496.77107.84
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Keurig. Your research has to be compared to or analyzed against Keurig's peers to derive any actionable benefits. When done correctly, Keurig's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Keurig Dr Pepper.

Keurig Dr Pepper Backtested Returns

Keurig Dr Pepper has Sharpe Ratio of -0.0824, which conveys that the entity had a -0.0824% return per unit of risk over the last 3 months. Keurig exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keurig's Mean Deviation of 0.2134, standard deviation of 0.3457, and Risk Adjusted Performance of (0.06) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.0163, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Keurig's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keurig is expected to be smaller as well.

Auto-correlation

    
  -0.2  

Insignificant reverse predictability

Keurig Dr Pepper has insignificant reverse predictability. Overlapping area represents the amount of predictability between Keurig time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th 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 Keurig Dr Pepper price movement. The serial correlation of -0.2 indicates that over 20.0% of current Keurig price fluctuation can be explain by its past prices.
Correlation Coefficient-0.2
Spearman Rank Test0.36
Residual Average0.0
Price Variance0.24

Keurig Dr Pepper lagged returns against current returns

Autocorrelation, which is Keurig bond'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 Keurig's bond expected returns. We can calculate the autocorrelation of Keurig returns to help us make a trade decision. For example, suppose you find that Keurig has exhibited high autocorrelation historically, and you observe that the bond 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  

Keurig 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 Keurig bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keurig bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keurig bond over time.
   Current vs Lagged Prices   
       Timeline  

Keurig Lagged Returns

When evaluating Keurig's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keurig bond have on its future price. Keurig 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, Keurig autocorrelation shows the relationship between Keurig bond current value and its past values and can show if there is a momentum factor associated with investing in Keurig Dr Pepper.
   Regressed Prices   
       Timeline  

Also Currently Popular

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.

Other Information on Investing in Keurig Bond

Keurig financial ratios help investors to determine whether Keurig Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Keurig with respect to the benefits of owning Keurig security.