PEPSICO INC 425 Market Value

713448CQ9   93.83  8.95  10.54%   
PEPSICO's market value is the price at which a share of PEPSICO trades on an exchange. It measures the collective expectations of PEPSICO INC 425 investors about the bond's future performance. With this module, you can estimate the performance of a buy and hold strategy of PEPSICO INC 425 and determine expected loss or profit from investing in PEPSICO over a given investment horizon.
Check out PEPSICO Correlation, PEPSICO Volatility and PEPSICO Alpha and Beta module to complement your research on PEPSICO.
For information on how to trade PEPSICO Bond refer to our How to Trade PEPSICO Bond guide.
Symbol

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

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.
0.00
11/23/2024
No Change 0.00  0.0 
In 31 days
12/23/2024
0.00
If you would invest  0.00  in PEPSICO on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding PEPSICO INC 425 or generate 0.0% return on investment in PEPSICO over 30 days. PEPSICO is related to or competes with Boston Beer, Keurig Dr, Simon Property, Tradeweb Markets, Ispire Technology, Vita Coco, and ATRenew. 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 425 upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
91.5193.8396.15
Details
Intrinsic
Valuation
LowRealHigh
89.6391.9594.27
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as PEPSICO. Your research has to be compared to or analyzed against PEPSICO's peers to derive any actionable benefits. When done correctly, PEPSICO'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 PEPSICO INC 425.

PEPSICO INC 425 Backtested Returns

At this point, PEPSICO is very steady. PEPSICO INC 425 maintains Sharpe Ratio (i.e., Efficiency) of 0.015, which implies the entity had a 0.015% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for PEPSICO INC 425, which you can use to evaluate the volatility of the bond. Please check PEPSICO's Semi Deviation of 1.2, risk adjusted performance of 0.0708, and Market Risk Adjusted Performance of 0.3009 to confirm if the risk estimate we provide is consistent with the expected return of 0.0348%. The bond holds a Beta of 0.48, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PEPSICO's returns are expected to increase less than the market. However, during the bear market, the loss of holding PEPSICO is expected to be smaller as well.

Auto-correlation

    
  0.48  

Average predictability

PEPSICO INC 425 has average predictability. Overlapping area represents the amount of predictability between PEPSICO 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 PEPSICO INC 425 price movement. The serial correlation of 0.48 indicates that about 48.0% of current PEPSICO price fluctuation can be explain by its past prices.
Correlation Coefficient0.48
Spearman Rank Test0.6
Residual Average0.0
Price Variance1.18

PEPSICO INC 425 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 425.
   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.