PepsiCo (Germany) Market Value
| PEP Stock | EUR 127.54 1.06 0.82% |
| Symbol | PepsiCo |
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.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in PepsiCo on May 27, 2025 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 Commercial Vehicle, AOI Electronics, KIMBALL ELECTRONICS, LPKF Laser, Electronic Arts, CARSALESCOM, and Richardson Electronics. PepsiCo, Inc. operates as a food and beverage company 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 | 1.14 | |||
| Information Ratio | 0.0712 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.01 |
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 | 0.1086 | |||
| Jensen Alpha | 0.1708 | |||
| Total Risk Alpha | 0.0091 | |||
| Sortino Ratio | 0.0942 | |||
| Treynor Ratio | 0.6162 |
PepsiCo Backtested Returns
At this point, PepsiCo is very steady. PepsiCo maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for PepsiCo, which you can use to evaluate the volatility of the company. Please check PepsiCo's Coefficient Of Variation of 713.26, semi deviation of 0.9315, and Risk Adjusted Performance of 0.1086 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. PepsiCo has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of 0.33, 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 1.51%. Please check PepsiCo potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to decide if PepsiCo will be following its historical price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
PepsiCo has virtually no predictability. Overlapping area represents the amount of predictability between PepsiCo time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 2025. 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 0.06 indicates that barely 6.0% of current PepsiCo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 16.5 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in PepsiCo Stock
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. For more detail on how to invest in PepsiCo Stock please use our How to Invest in PepsiCo 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.
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.