Yum Brands Stock Market Value
| YUM Stock | USD 135.27 1.05 0.78% |
| Symbol | Yum |
Yum Brands Price To Book Ratio
Is Hotels, Restaurants & Leisure 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 Yum Brands. If investors know Yum 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 Yum Brands 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 (0.07) | Dividend Share 0.67 | Earnings Share 5.36 | Revenue Per Share 25.636 | Quarterly Revenue Growth 0.069 |
The market value of Yum Brands is measured differently than its book value, which is the value of Yum that is recorded on the company's balance sheet. Investors also form their own opinion of Yum Brands' value that differs from its market value or its book value, called intrinsic value, which is Yum Brands' 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 Yum Brands' market value can be influenced by many factors that don't directly affect Yum Brands' 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 Yum Brands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Yum Brands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yum Brands' 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.
Yum Brands '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 Yum Brands' 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 Yum Brands.
| 06/04/2023 |
| 11/25/2024 |
If you would invest 0.00 in Yum Brands on June 4, 2023 and sell it all today you would earn a total of 0.00 from holding Yum Brands or generate 0.0% return on investment in Yum Brands over 540 days. Yum Brands is related to or competes with Shake Shack, Papa Johns, Dominos Pizza, Jack In, Brinker International, Dine Brands, and Restaurant Brands. Brands, Inc., together with its subsidiaries, develops, operates, and franchises quick service restaurants worldwide More
Yum Brands 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 Yum Brands' 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 Yum Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.05 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.48 |
Yum Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yum Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yum Brands' standard deviation. In reality, there are many statistical measures that can use Yum Brands historical prices to predict the future Yum Brands' volatility.| Risk Adjusted Performance | (0.0003) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yum Brands' 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.
Yum Brands Backtested Returns
As of now, Yum Stock is very steady. Yum Brands shows Sharpe Ratio of 0.0137, which attests that the company had a 0.0137% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Yum Brands, which you can use to evaluate the volatility of the company. Please check out Yum Brands' Standard Deviation of 1.03, market risk adjusted performance of (0.02), and Mean Deviation of 0.7705 to validate if the risk estimate we provide is consistent with the expected return of 0.0142%. Yum Brands has a performance score of 1 on a scale of 0 to 100. The firm maintains a market beta of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Yum Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yum Brands is expected to be smaller as well. Yum Brands right now maintains a risk of 1.04%. Please check out Yum Brands treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Yum Brands will be following its historical returns.
Auto-correlation | 0.57 |
Modest predictability
Yum Brands has modest predictability. Overlapping area represents the amount of predictability between Yum Brands time series from 4th of June 2023 to 29th of February 2024 and 29th of February 2024 to 25th 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 Yum Brands price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Yum Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 10.89 |
Yum Brands lagged returns against current returns
Autocorrelation, which is Yum Brands 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 Yum Brands' stock expected returns. We can calculate the autocorrelation of Yum Brands returns to help us make a trade decision. For example, suppose you find that Yum Brands 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 |
Yum Brands 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 Yum Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yum Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yum Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Yum Brands Lagged Returns
When evaluating Yum Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yum Brands stock have on its future price. Yum Brands 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, Yum Brands autocorrelation shows the relationship between Yum Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Yum Brands.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectCheck out Yum Brands Correlation, Yum Brands Volatility and Yum Brands Alpha and Beta module to complement your research on Yum Brands. To learn how to invest in Yum Stock, please use our How to Invest in Yum Brands guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Yum Brands 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.