Pepsico Stock Market Value
| PEP Stock | USD 171.22 5.24 2.97% |
| Symbol | PepsiCo |
PepsiCo Price To Book Ratio
Is PepsiCo's industry 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 PepsiCo. If investors know PepsiCo 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 PepsiCo 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 1.521 | Dividend Share 4.945 | Earnings Share 6.56 | Revenue Per Share 66.476 | Quarterly Revenue Growth (0.01) |
The market value of PepsiCo is measured differently than its book value, which is the value of PepsiCo that is recorded on the company's balance sheet. Investors also form their own opinion of PepsiCo's value that differs from its market value or its book value, called intrinsic value, which is PepsiCo's 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 PepsiCo's market value can be influenced by many factors that don't directly affect PepsiCo's 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 PepsiCo's value and its price as these two are different measures arrived at by different means. Investors typically determine if PepsiCo is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PepsiCo's 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.
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 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 PepsiCo.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in PepsiCo on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding PepsiCo or generate 0.0% return on investment in PepsiCo over 90 days. PepsiCo is related to or competes with Coca Cola, Monster Beverage, Celsius Holdings, Keurig Dr, Vita Coco, Coca Cola, and Coca Cola. PepsiCo, Inc. manufactures, markets, distributes, and sells various beverages and convenient foods worldwide 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 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 PepsiCo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.65 |
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 | 0.0553 | |||
| Jensen Alpha | 0.0387 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1586 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PepsiCo's 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.
PepsiCo Backtested Returns
We consider PepsiCo very steady. PepsiCo maintains Sharpe Ratio (i.e., Efficiency) of 0.0453, which implies the firm had a 0.0453% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for PepsiCo, which you can use to evaluate the volatility of the company. Please check PepsiCo's Risk Adjusted Performance of 0.0553, coefficient of variation of 1204.17, and Semi Deviation of 0.8822 to confirm if the risk estimate we provide is consistent with the expected return of 0.0507%. PepsiCo has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. 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. PepsiCo right now holds a risk of 1.12%. Please check PepsiCo value at risk, as well as the relationship between the skewness and day median price , to decide if PepsiCo will be following its historical price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
PepsiCo has virtually no predictability. Overlapping area represents the amount of predictability between PepsiCo time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 price movement. The serial correlation of 0.03 indicates that only 3.0% of current PepsiCo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 9.89 |
PepsiCo lagged returns against current returns
Autocorrelation, which is PepsiCo 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 PepsiCo's stock 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 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 |
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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PepsiCo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PepsiCo stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in PepsiCo.
Regressed Prices |
| Timeline |
PepsiCo Investors Sentiment
The influence of PepsiCo's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in PepsiCo. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to PepsiCo's public news can be used to forecast risks associated with an investment in PepsiCo. The trend in average sentiment can be used to explain how an investor holding PepsiCo can time the market purely based on public headlines and social activities around PepsiCo. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
PepsiCo's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for PepsiCo's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average PepsiCo's news discussions. The higher the estimated score, the more favorable is the investor's outlook on PepsiCo.
PepsiCo Implied Volatility | 39.02 |
PepsiCo's implied volatility exposes the market's sentiment of PepsiCo stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if PepsiCo's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that PepsiCo stock will not fluctuate a lot when PepsiCo's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards PepsiCo in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, PepsiCo's short interest history, or implied volatility extrapolated from PepsiCo options trading.
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Check out PepsiCo Correlation, PepsiCo Volatility and PepsiCo Alpha and Beta module to complement your research on PepsiCo. 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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
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.