Keurig Dr Pepper Market Value
| 49271VAH3 | 98.04 1.85 1.85% |
| Symbol | Keurig |
Keurig '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'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 Keurig.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Keurig on October 30, 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 over 30 days. Keurig is related to or competes with 00108WAF7, 90331HPL1, FactSet Research, Aurora Innovation, Sitio Royalties, Netflix, and 3D Systems. More
Keurig 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'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 Keurig Dr Pepper upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.42) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.44) | |||
| Potential Upside | 0.4109 |
Keurig Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keurig's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keurig's standard deviation. In reality, there are many statistical measures that can use Keurig historical prices to predict the future Keurig's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Treynor Ratio | 1.68 |
Keurig Dr Pepper Backtested Returns
Keurig Dr Pepper has Sharpe Ratio of -0.0794, which conveys that the entity had a -0.0794% return per unit of risk over the last 3 months. Keurig exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Keurig's Mean Deviation of 0.2195, standard deviation of 0.3632, and Risk Adjusted Performance of (0.07) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.0213, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Keurig are expected to decrease at a much lower rate. During the bear market, Keurig is likely to outperform the market.
Auto-correlation | 0.22 |
Weak predictability
Keurig Dr Pepper has weak predictability. Overlapping area represents the amount of predictability between Keurig time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 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 0.22 indicates that over 22.0% of current Keurig price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Keurig Dr Pepper lagged returns against current returns
Autocorrelation, which is Keurig 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 Keurig's bond expected returns. We can calculate the autocorrelation of Keurig returns to help us make a trade decision. For example, suppose you find that Keurig 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 |
Keurig 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keurig bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keurig bond over time.
Current vs Lagged Prices |
| Timeline |
Keurig Lagged Returns
When evaluating Keurig's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keurig bond have on its future price. Keurig 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 autocorrelation shows the relationship between Keurig bond 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 |
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 Keurig Bond
Keurig financial ratios help investors to determine whether Keurig 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 Keurig with respect to the benefits of owning Keurig security.