Keurig Dr (Germany) Market Value
| DP5 Stock | EUR 30.92 0.24 0.78% |
| Symbol | Keurig |
Keurig Dr '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 Dr's 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 Keurig Dr.
| 01/09/2023 |
| 11/29/2024 |
If you would invest 0.00 in Keurig Dr on January 9, 2023 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 Dr over 690 days. Keurig Dr is related to or competes with Digilife Technologies, American Eagle, United States, BLUESCOPE STEEL, RELIANCE STEEL, and Reliance Steel. Keurig Dr Pepper Inc. operates as a beverage company in the United States and internationally More
Keurig Dr 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 Dr's 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 Keurig Dr Pepper upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (2.32) | |||
| Potential Upside | 2.3 |
Keurig Dr Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keurig Dr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keurig Dr's standard deviation. In reality, there are many statistical measures that can use Keurig Dr historical prices to predict the future Keurig Dr's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.12) |
Keurig Dr Pepper Backtested Returns
Keurig Dr Pepper has Sharpe Ratio of -0.0403, which conveys that the firm had a -0.0403% return per unit of risk over the last 3 months. Keurig Dr exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keurig Dr's Risk Adjusted Performance of (0.02), standard deviation of 1.47, and Mean Deviation of 1.02 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Keurig Dr's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keurig Dr is expected to be smaller as well. At this point, Keurig Dr Pepper has a negative expected return of -0.0589%. Please make sure to verify Keurig Dr's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Keurig Dr Pepper performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.68 |
Very good reverse predictability
Keurig Dr Pepper has very good reverse predictability. Overlapping area represents the amount of predictability between Keurig Dr time series from 9th of January 2023 to 20th of December 2023 and 20th of December 2023 to 29th of November 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 -0.68 indicates that around 68.0% of current Keurig Dr price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 4.37 |
Keurig Dr Pepper lagged returns against current returns
Autocorrelation, which is Keurig Dr 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 Keurig Dr's stock expected returns. We can calculate the autocorrelation of Keurig Dr returns to help us make a trade decision. For example, suppose you find that Keurig Dr 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 |
Keurig Dr 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 Dr stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keurig Dr stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keurig Dr stock over time.
Current vs Lagged Prices |
| Timeline |
Keurig Dr Lagged Returns
When evaluating Keurig Dr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keurig Dr stock have on its future price. Keurig Dr 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 Dr autocorrelation shows the relationship between Keurig Dr stock 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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Keurig Stock
When determining whether Keurig Dr Pepper is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Keurig Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Keurig Dr Pepper Stock. Highlighted below are key reports to facilitate an investment decision about Keurig Dr Pepper Stock:Check out Keurig Dr Correlation, Keurig Dr Volatility and Keurig Dr Alpha and Beta module to complement your research on Keurig Dr. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Keurig Dr 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.