Keurig Dr Pepper Stock Market Value
| KDP Stock | USD 32.05 0.29 0.91% |
| Symbol | Keurig |
Keurig Dr Pepper Price To Book Ratio
Is Keurig Dr'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 Keurig Dr. If investors know Keurig 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 Keurig Dr 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 0.554 | Dividend Share 0.83 | Earnings Share 1.55 | Revenue Per Share 10.587 | Quarterly Revenue Growth 0.017 |
The market value of Keurig Dr Pepper is measured differently than its book value, which is the value of Keurig that is recorded on the company's balance sheet. Investors also form their own opinion of Keurig Dr's value that differs from its market value or its book value, called intrinsic value, which is Keurig Dr'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 Keurig Dr's market value can be influenced by many factors that don't directly affect Keurig Dr'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 Keurig Dr's value and its price as these two are different measures arrived at by different means. Investors typically determine if Keurig Dr is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Keurig Dr'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.
Keurig Dr '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 Keurig Dr'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 Keurig Dr.
| 05/05/2022 |
| 04/24/2024 |
If you would invest 0.00 in Keurig Dr on May 5, 2022 and sell it all today you would earn a total of 0.00 from holding Keurig Dr Pepper or generate 0.0% return on investment in Keurig Dr over 720 days. Keurig Dr is related to or competes with Celsius Holdings, Vita Coco, PepsiCo, Coca Cola, National Beverage, Primo Water, and Coca Cola. Keurig Dr Pepper Inc. operates as a beverage company in the United States and internationally More
Keurig Dr 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 Keurig Dr'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 Keurig Dr Pepper upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.62 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.81 |
Keurig Dr Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Keurig Dr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Keurig Dr's standard deviation. In reality, there are many statistical measures that can use Keurig Dr historical prices to predict the future Keurig Dr's volatility.| Risk Adjusted Performance | 0.013 | |||
| Jensen Alpha | 0.0088 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Keurig Dr'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.
Keurig Dr Pepper Backtested Returns
We consider Keurig Dr very steady. Keurig Dr Pepper has Sharpe Ratio of 0.0227, which conveys that the firm had a 0.0227% return per unit of risk over the last 3 months. We have found thirty technical indicators for Keurig Dr, which you can use to evaluate the volatility of the firm. Please verify Keurig Dr's Downside Deviation of 1.38, risk adjusted performance of 0.013, and Mean Deviation of 0.9234 to check out if the risk estimate we provide is consistent with the expected return of 0.0268%. Keurig Dr has a performance score of 1 on a scale of 0 to 100. The company secures a Beta (Market Risk) of -0.0367, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Keurig Dr are expected to decrease at a much lower rate. During the bear market, Keurig Dr is likely to outperform the market. Keurig Dr Pepper right now secures a risk of 1.18%. Please verify Keurig Dr Pepper potential upside, as well as the relationship between the kurtosis and day typical price , to decide if Keurig Dr Pepper will be following its current price movements.
Auto-correlation | 0.32 |
Below average predictability
Keurig Dr Pepper has below average predictability. Overlapping area represents the amount of predictability between Keurig Dr time series from 5th of May 2022 to 30th of April 2023 and 30th of April 2023 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 Keurig Dr Pepper price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Keurig Dr price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Keurig Dr Pepper lagged returns against current returns
Autocorrelation, which is Keurig Dr 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 Keurig Dr's stock expected returns. We can calculate the autocorrelation of Keurig Dr returns to help us make a trade decision. For example, suppose you find that Keurig Dr 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 |
Keurig Dr 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 Keurig Dr stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Keurig Dr stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Keurig Dr stock over time.
Current vs Lagged Prices |
| Timeline |
Keurig Dr Lagged Returns
When evaluating Keurig Dr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Keurig Dr stock have on its future price. Keurig Dr 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, Keurig Dr autocorrelation shows the relationship between Keurig Dr stock current value and its past values and can show if there is a momentum factor associated with investing in Keurig Dr Pepper.
Regressed Prices |
| Timeline |
Keurig Dr Investors Sentiment
The influence of Keurig Dr'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 Keurig. 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 Keurig Dr's public news can be used to forecast risks associated with an investment in Keurig. The trend in average sentiment can be used to explain how an investor holding Keurig can time the market purely based on public headlines and social activities around Keurig Dr Pepper. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Keurig Dr'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 Keurig Dr'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 Keurig Dr's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Keurig Dr.
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 Keurig Dr 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, Keurig Dr's short interest history, or implied volatility extrapolated from Keurig Dr options trading.
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Try AI Portfolio ArchitectCheck out Keurig Dr Correlation, Keurig Dr Volatility and Keurig Dr Alpha and Beta module to complement your research on Keurig Dr. Note that the Keurig Dr Pepper information on this page should be used as a complementary analysis to other Keurig Dr'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 Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for Keurig Stock analysis
When running Keurig Dr's price analysis, check to measure Keurig Dr'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 Keurig Dr is operating at the current time. Most of Keurig Dr's value examination focuses on studying past and present price action to predict the probability of Keurig Dr's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Keurig Dr's price. Additionally, you may evaluate how the addition of Keurig Dr to your portfolios can decrease your overall portfolio volatility.
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Keurig Dr 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.