Keurig Dr Pepper Stock Market Value
| KDP Stock | USD 31.62 0.34 1.09% |
| Symbol | Keurig |
Keurig Dr Pepper Price To Book Ratio
Is Soft Drinks & Non-alcoholic Beverages space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Keurig Dr. If investors know Keurig will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Keurig Dr listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.216 | Dividend Share 0.875 | Earnings Share 1.68 | Revenue Per Share | Quarterly Revenue Growth 0.023 |
The market value of Keurig Dr Pepper is measured differently than its book value, which is the value of Keurig that is recorded on the company's balance sheet. Investors also form their own opinion of Keurig Dr's value that differs from its market value or its book value, called intrinsic value, which is Keurig Dr's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Keurig Dr's market value can be influenced by many factors that don't directly affect Keurig Dr's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Keurig Dr's value and its price as these two are different measures arrived at by different means. Investors typically determine if Keurig Dr is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keurig Dr'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 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.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Keurig Dr on December 19, 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 Dr over 30 days. Keurig Dr is related to or competes with Monster Beverage, Celsius Holdings, Coca Cola, PepsiCo, Coca Cola, Coca Cola, and Vita Coco. 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 | (0.18) | |||
| Maximum Drawdown | 6.35 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 1.43 |
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 | (0.12) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Keurig Dr's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Keurig Dr Pepper Backtested Returns
Keurig Dr Pepper has Sharpe Ratio of -0.17, which conveys that the firm had a -0.17% 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 Standard Deviation of 1.33, mean deviation of 0.9134, and Risk Adjusted Performance of (0.12) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.3, 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 -0.23%. Please make sure to verify Keurig Dr's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Keurig Dr Pepper performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Keurig Dr Pepper has poor reverse predictability. Overlapping area represents the amount of predictability between Keurig Dr time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Keurig Dr Pepper price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Keurig Dr price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
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 |
Pair Trading with Keurig Dr
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Keurig Dr position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Keurig Dr will appreciate offsetting losses from the drop in the long position's value.Moving together with Keurig Stock
Moving against Keurig Stock
| 0.68 | COCO | Vita Coco | PairCorr |
| 0.67 | STKL | SunOpta | PairCorr |
| 0.66 | ZVIA | Zevia Pbc | PairCorr |
| 0.53 | PRMB | Primo Brands | PairCorr |
| 0.52 | MO | Altria Group | PairCorr |
The ability to find closely correlated positions to Keurig Dr could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Keurig Dr when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Keurig Dr - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Keurig Dr Pepper to buy it.
The correlation of Keurig Dr is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Keurig Dr moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Keurig Dr Pepper moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Keurig Dr can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Keurig Stock Analysis
When running Keurig Dr's price analysis, check to measure Keurig Dr's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Keurig Dr is operating at the current time. Most of Keurig Dr's value examination focuses on studying past and present price action to predict the probability of Keurig Dr's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keurig Dr's price. Additionally, you may evaluate how the addition of Keurig Dr to your portfolios can decrease your overall portfolio volatility.