PEPSICO INC Market Value
| 713448EM6 | 84.94 11.92 16.32% |
| 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.
| 01/06/2023 |
| 11/26/2024 |
If you would invest 0.00 in PEPSICO on January 6, 2023 and sell it all today you would earn a total of 0.00 from holding PEPSICO INC or generate 0.0% return on investment in PEPSICO over 690 days. PEPSICO is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. 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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.1 | |||
| Information Ratio | 0.0639 | |||
| Maximum Drawdown | 5.91 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.56 |
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 | 0.1132 | |||
| Jensen Alpha | 0.2173 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 3.48 |
PEPSICO INC Backtested Returns
PEPSICO INC maintains Sharpe Ratio (i.e., Efficiency) of -0.0209, which implies the entity had a -0.0209% return per unit of standard deviation over the last 3 months. PEPSICO INC exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PEPSICO's Market Risk Adjusted Performance of 3.49, risk adjusted performance of 0.1132, and Semi Deviation of 0.8148 to confirm the risk estimate we provide. The bond holds a Beta of 0.0647, which implies not very significant fluctuations relative to the market. 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 | 0.44 |
Average predictability
PEPSICO INC has average predictability. Overlapping area represents the amount of predictability between PEPSICO time series from 6th of January 2023 to 17th of December 2023 and 17th of December 2023 to 26th 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 PEPSICO INC price movement. The serial correlation of 0.44 indicates that just about 44.0% of current PEPSICO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.44 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 4.36 |
PEPSICO INC 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.
Regressed Prices |
| Timeline |
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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.