Yum Brands Stock Alpha and Beta Analysis
| YUM Stock | USD 135.27 1.05 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Yum Brands. It also helps investors analyze the systematic and unsystematic risks associated with investing in Yum Brands over a specified time horizon. Remember, high Yum Brands' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Yum Brands' market risk premium analysis include:
Beta 0.41 | Alpha (0.06) | Risk 1.04 | Sharpe Ratio 0.0137 | Expected Return 0.0142 |
Yum Brands Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Yum |
Yum Brands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Yum Brands market risk premium is the additional return an investor will receive from holding Yum Brands long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Yum Brands. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Yum Brands' performance over market.| α | -0.06 | β | 0.41 |
Yum Brands expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Yum Brands' Buy-and-hold return. Our buy-and-hold chart shows how Yum Brands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Yum Brands Market Price Analysis
Market price analysis indicators help investors to evaluate how Yum Brands stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Yum Brands shares will generate the highest return on investment. By understating and applying Yum Brands stock market price indicators, traders can identify Yum Brands position entry and exit signals to maximize returns.
Yum Brands Return and Market Media
The median price of Yum Brands for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 134.22 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 2.09, arithmetic mean of 134.42, and mean deviation of 1.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Yum Brands dividend paid on 6th of September 2024 | 09/06/2024 |
1 | Cannabis Brands Can Gain a Competitive Edge by Securing State Trademarks | 10/21/2024 |
2 | Acco Brands Meets Q3 Earnings Estimates | 10/31/2024 |
3 | The Hershey Co Q3 2024 Earnings Call Highlights Resilient Brands and Strategic ... | 11/08/2024 |
4 | Insider Trading | 11/13/2024 |
5 | Analysis of T. Rowe Prices Recent Reduction in Yum Brands Holdings | 11/14/2024 |
6 | Disposition of 6196 shares by David Gibbs of Yum Brands at 52.64 subject to Rule 16b-3 | 11/15/2024 |
7 | Dine Brands Global Sees Revised Price Targets Amid Mixed Analyst Ratings | 11/18/2024 |
8 | Yum Brands, Inc. Declares Quarterly Dividend of 0.67 Per Share | 11/21/2024 |
About Yum Brands Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Yum or other stocks. Alpha measures the amount that position in Yum Brands has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0144 | 0.0177 | 0.0185 | 0.0175 | Price To Sales Ratio | 6.26 | 5.35 | 5.19 | 5.45 |
Yum Brands Upcoming Company Events
As portrayed in its financial statements, the presentation of Yum Brands' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Yum Brands' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Yum Brands' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Yum Brands. Please utilize our Beneish M Score to check the likelihood of Yum Brands' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Yum Brands
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Check out Yum Brands Backtesting, Yum Brands Valuation, Yum Brands Correlation, Yum Brands Hype Analysis, Yum Brands Volatility, Yum Brands History and analyze Yum Brands Performance. To learn how to invest in Yum Stock, please use our How to Invest in Yum Brands guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
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.