Pepsico Stock Market Value

PEP Stock  USD 172.27  2.79  1.65%   
PepsiCo's market value is the price at which a share of PepsiCo trades on a public exchange. It measures the collective expectations of PepsiCo investors about its performance. PepsiCo is selling at 172.27 as of the 19th of April 2024; that is 1.65 percent increase since the beginning of the trading day. The stock's last reported lowest price was 170.1.
With this module, you can estimate the performance of a buy and hold strategy of PepsiCo and determine expected loss or profit from investing in PepsiCo over a given investment horizon. 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.
Symbol

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
6.57
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.
0.00
03/20/2024
No Change 0.00  0.0 
In 31 days
04/19/2024
0.00
If you would invest  0.00  in PepsiCo on March 20, 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 30 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.

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.
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.
Hype
Prediction
LowEstimatedHigh
171.22172.27173.32
Details
Intrinsic
Valuation
LowRealHigh
162.53163.58189.50
Details
Naive
Forecast
LowNextHigh
169.66170.71171.76
Details
24 Analysts
Consensus
LowTargetHigh
161.96177.98197.56
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as PepsiCo. Your research has to be compared to or analyzed against PepsiCo's peers to derive any actionable benefits. When done correctly, PepsiCo's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in PepsiCo.

PepsiCo Backtested Returns

We consider PepsiCo very steady. PepsiCo maintains Sharpe Ratio (i.e., Efficiency) of 0.0693, which implies the firm had a 0.0693% 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 Coefficient Of Variation of 1727.14, risk adjusted performance of 0.0398, and Semi Deviation of 0.9268 to confirm if the risk estimate we provide is consistent with the expected return of 0.0728%. PepsiCo has a performance score of 5 on a scale of 0 to 100. The company holds a Beta of 0.44, 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 1.05%. 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

    
  -0.57  

Good reverse predictability

PepsiCo has good reverse predictability. Overlapping area represents the amount of predictability between PepsiCo time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 -0.57 indicates that roughly 57.0% of current PepsiCo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.57
Spearman Rank Test0.31
Residual Average0.0
Price Variance1.98

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  

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as PepsiCo using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether PepsiCo is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if PepsiCo Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Pepsico Stock. Highlighted below are key reports to facilitate an investment decision about Pepsico Stock:
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 Commodity Directory module to find actively traded commodities issued by global exchanges.

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.
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Commodity Channel
Use Commodity Channel Index to analyze current equity momentum
Stocks Directory
Find actively traded stocks across global markets
Cryptocurrency Center
Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Fundamental Analysis
View fundamental data based on most recent published financial statements
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Bonds Directory
Find actively traded corporate debentures issued by US companies
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
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.
A focus of PepsiCo technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of PepsiCo trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...