Pepsico Stock Alpha and Beta Analysis
| PEP Stock | USD 174.13 1.86 1.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PepsiCo. It also helps investors analyze the systematic and unsystematic risks associated with investing in PepsiCo over a specified time horizon. Remember, high PepsiCo's 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 PepsiCo's market risk premium analysis include:
Beta 0.44 | Alpha 0.0243 | Risk 1.05 | Sharpe Ratio 0.0693 | Expected Return 0.0728 |
Enterprise Value |
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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.
PepsiCo |
PepsiCo Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PepsiCo market risk premium is the additional return an investor will receive from holding PepsiCo 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 PepsiCo. 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 PepsiCo's performance over market.| α | 0.02 | β | 0.44 |
PepsiCo 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 PepsiCo's Buy-and-hold return. Our buy-and-hold chart shows how PepsiCo performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PepsiCo Market Price Analysis
Market price analysis indicators help investors to evaluate how PepsiCo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PepsiCo shares will generate the highest return on investment. By understating and applying PepsiCo stock market price indicators, traders can identify PepsiCo position entry and exit signals to maximize returns.
PepsiCo Return and Market Media
The median price of PepsiCo for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 168.36 with a coefficient of variation of 1.79. The daily time series for the period is distributed with a sample standard deviation of 3.01, arithmetic mean of 168.44, and mean deviation of 2.48. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | STARRY Teams Up with Rapper Lil Durk to Give HBCU Students a Shot at More Than 333,000 in Scholarships and Prizes | 03/28/2024 |
| PepsiCo dividend paid on 1st of April 2024 | 04/01/2024 |
2 | New York UNCF 80th Anniversary A Mind Is Gala Raises Nearly 950,000 for HBCUs and Students | 04/02/2024 |
3 | A Former Apple CEOs Onetime Northern California Estate Hits the Market for 23 Million | 04/08/2024 |
4 | Restaurants Canada Reserves Table for Six | 04/11/2024 |
5 | In 5 Years, These 5 Stocks Could Explode Like Nvidia Did | 04/12/2024 |
6 | Hispanic C-Suite Corporate Council to Host NFL Draft Hispanic Celebration | 04/15/2024 |
7 | Why PepsiCo Outpaced the Stock Market Today | 04/16/2024 |
8 | Pepsi recalls zero sugar Schweppes ginger ale because it contained sugar | 04/17/2024 |
About PepsiCo 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 PepsiCo or other stocks. Alpha measures the amount that position in PepsiCo 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.
| 2016 | 2023 | 2024 (projected) | Dividend Yield | 0.0283 | 0.0223 | 0.0164 | Price To Sales Ratio | 2.38 | 2.6 | 1.72 |
PepsiCo Upcoming Company Events
As portrayed in its financial statements, the presentation of PepsiCo's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PepsiCo's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PepsiCo's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PepsiCo. Please utilize our Beneish M Score to check the likelihood of PepsiCo's management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 9th 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 PepsiCo
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out PepsiCo Backtesting, PepsiCo Valuation, PepsiCo Correlation, PepsiCo Hype Analysis, PepsiCo Volatility, PepsiCo History and analyze PepsiCo Performance. To learn how to invest in PepsiCo Stock, please use our How to Invest in PepsiCo guide.Note that the PepsiCo information on this page should be used as a complementary analysis to other PepsiCo's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for PepsiCo Stock analysis
When running PepsiCo's price analysis, check to measure PepsiCo'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 PepsiCo is operating at the current time. Most of PepsiCo's value examination focuses on studying past and present price action to predict the probability of PepsiCo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PepsiCo's price. Additionally, you may evaluate how the addition of PepsiCo to your portfolios can decrease your overall portfolio volatility.
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PepsiCo 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.