PEPSICO INC 425 Market Value
| 713448CQ9 | 93.83 8.95 10.54% |
| 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.
| 11/23/2024 |
| 12/23/2024 |
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.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0645 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 2.15 |
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 | 0.0708 | |||
| Jensen Alpha | 0.1283 | |||
| Total Risk Alpha | 0.0883 | |||
| Sortino Ratio | 0.0896 | |||
| Treynor Ratio | 0.2909 |
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-seven 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 Coefficient | 0.48 | |
| Spearman Rank Test | 0.6 | |
| Residual Average | 0.0 | |
| Price Variance | 1.18 |
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.