PEPSICO INC 55 Market Value
| 713448BP2 | 103.98 1.36 1.33% |
| Symbol | PEPSICO |
PEPSICO '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 PEPSICO'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 PEPSICO.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in PEPSICO on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding PEPSICO INC 55 or generate 0.0% return on investment in PEPSICO over 90 days. PEPSICO is related to or competes with RBC Bearings, Skechers USA, Timken, Ryanair Holdings, Unilever PLC, Beauty Health, and Verra Mobility. More
PEPSICO 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 PEPSICO'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 PEPSICO INC 55 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0808 | |||
| Maximum Drawdown | 5.78 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.3 |
PEPSICO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PEPSICO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PEPSICO's standard deviation. In reality, there are many statistical measures that can use PEPSICO historical prices to predict the future PEPSICO's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | 0.1682 | |||
| Sortino Ratio | 0.0835 | |||
| Treynor Ratio | 0.0142 |
PEPSICO INC 55 Backtested Returns
At this point, PEPSICO is very steady. PEPSICO INC 55 maintains Sharpe Ratio (i.e., Efficiency) of 0.0139, which implies the entity had a 0.0139 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for PEPSICO INC 55, which you can use to evaluate the volatility of the bond. Please check PEPSICO's Market Risk Adjusted Performance of 0.0242, semi deviation of 1.28, and Risk Adjusted Performance of 0.0098 to confirm if the risk estimate we provide is consistent with the expected return of 0.0188%. The bond holds a Beta of -0.0203, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PEPSICO are expected to decrease at a much lower rate. During the bear market, PEPSICO is likely to outperform the market.
Auto-correlation | -0.24 |
Weak reverse predictability
PEPSICO INC 55 has weak reverse predictability. Overlapping area represents the amount of predictability between PEPSICO 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 PEPSICO INC 55 price movement. The serial correlation of -0.24 indicates that over 24.0% of current PEPSICO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 1.37 |
PEPSICO INC 55 lagged returns against current returns
Autocorrelation, which is PEPSICO 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 PEPSICO's bond expected returns. We can calculate the autocorrelation of PEPSICO returns to help us make a trade decision. For example, suppose you find that PEPSICO 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 |
PEPSICO 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 PEPSICO bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PEPSICO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PEPSICO bond over time.
Current vs Lagged Prices |
| Timeline |
PEPSICO Lagged Returns
When evaluating PEPSICO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PEPSICO bond have on its future price. PEPSICO 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, PEPSICO autocorrelation shows the relationship between PEPSICO bond current value and its past values and can show if there is a momentum factor associated with investing in PEPSICO INC 55.
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 PEPSICO Bond
PEPSICO financial ratios help investors to determine whether PEPSICO 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 PEPSICO with respect to the benefits of owning PEPSICO security.