PepsiCo Stock Market Value

PEP
 Stock
  

USD 185.69  0.21  0.11%   

PepsiCo's market value is the price at which a share of PepsiCo stock trades on a public exchange. It measures the collective expectations of PepsiCo investors about the entity's future performance. 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. Please check PepsiCo Correlation, PepsiCo Volatility and PepsiCo Alpha and Beta module to complement your research on PepsiCo.
Symbol


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 YOY
0.22
Market Capitalization
255.8 B
Quarterly Revenue Growth YOY
0.088
Return On Assets
0.0838
Return On Equity
0.56
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 PepsiCo value 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
11/04/2022
No Change 0.00  0.0 
In 31 days
12/04/2022
0.00
If you would invest  0.00  in PepsiCo on November 4, 2022 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 Ambev SA, Adecoagro, Alico, Bunge, BG Foods, BRF SA, and Bridgford Foods. 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, frequently view 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. Please use the tools below to analyze the current value of PepsiCo in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
184.25185.58186.91
Details
Intrinsic
Valuation
LowReal ValueHigh
167.12195.87197.20
Details
11 Analysts
Consensus
LowTarget PriceHigh
136.00170.77200.00
Details
Earnings
Estimates (7)
LowProjected EPSHigh
6.206.256.31
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 towards taking a position in PepsiCo.

PepsiCo Backtested Returns

We consider PepsiCo very steady. PepsiCo maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had 0.12% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for PepsiCo, which you can use to evaluate the future volatility of the company. Please check PepsiCo Semi Deviation of 1.14, coefficient of variation of 944.87, and Risk Adjusted Performance of 0.1551 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%.
PepsiCo has a performance score of 9 on a scale of 0 to 100. The company holds a Beta of 0.5586, which implies possible diversification benefits within a given portfolio. Let's try to break down what PepsiCo's beta means in this case. As returns on the market increase, PepsiCo returns are expected to increase less than the market. However, during the bear market, the loss on holding PepsiCo will be expected to be smaller as well. Although it is important to respect PepsiCo current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing PepsiCo technical indicators, you can presently evaluate if the expected return of 0.16% will be sustainable into the future. PepsiCo right now holds a risk of 1.33%. 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

    
  -0.04  

Very weak reverse predictability

PepsiCo has very weak reverse predictability. Overlapping area represents the amount of predictability between PepsiCo time series from 4th of November 2022 to 19th of November 2022 and 19th of November 2022 to 4th of December 2022. 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 -0.04 indicates that only as little as 4.0% of current PepsiCo price fluctuation can be explain by its past prices.
Correlation Coefficient-0.04
Spearman Rank Test0.08
Residual Average0.0
Price Variance1.94

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       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   
Share
       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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in PepsiCo without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
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Currently Active Assets on Macroaxis

Please check PepsiCo Correlation, PepsiCo Volatility and PepsiCo Alpha and Beta module to complement your research on PepsiCo. 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for PepsiCo Stock analysis

When running PepsiCo 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 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.
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...