Coca-Cola Stock Alpha and Beta Analysis

CCEP
 Stock
  

USD 53.90  0.77  1.45%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Coca-Cola European Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Coca-Cola European over a specified time horizon. Remember, high Coca-Cola European's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Continue to Coca-Cola European Backtesting, Coca-Cola European Valuation, Coca-Cola European Correlation, Coca-Cola European Hype Analysis, Coca-Cola European Volatility, Coca-Cola European History and analyze Coca-Cola European Performance.
  
Please note that although Coca-Cola European alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Coca-Cola European did 0.14  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Coca-Cola European Partners stock's relative risk over its benchmark. Coca-Cola European has a beta of 0.96  . Let's try to break down what Coca-Cola's beta means in this case. Coca-Cola European returns are very sensitive to returns on the market. As the market goes up or down, Coca-Cola European is expected to follow.
Coca-Cola European Book Value per Share is very stable at the moment as compared to the past year. Coca-Cola European reported last year Book Value per Share of 15.43. As of 9th of December 2022, Enterprise Value over EBIT is likely to grow to 23.74, while Tangible Asset Value is likely to drop about 10.4 B.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Enterprise Value

37.6 Billion

Coca-Cola European Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Coca-Cola European market risk premium is the additional return an investor will receive from holding Coca-Cola European long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Coca-Cola European. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Coca-Cola European's performance over market.
α0.14   β0.96
90 days against NYA

Coca-Cola European expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Coca-Cola European's Buy-and-hold return. Our buy-and-hold chart shows how Coca-Cola European performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Coca-Cola European Market Price Analysis

Market price analysis indicators help investors to evaluate how Coca-Cola European stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Coca-Cola European shares will generate the highest return on investment. By understating and applying Coca-Cola European stock market price indicators, traders can identify Coca-Cola European position entry and exit signals to maximize returns.

Coca-Cola European Return and Market Media

The median price of Coca-Cola European for the period between Sat, Sep 10, 2022 and Fri, Dec 9, 2022 is 46.37 with a coefficient of variation of 7.21. The daily time series for the period is distributed with a sample standard deviation of 3.42, arithmetic mean of 47.35, and mean deviation of 2.91. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Coca-Cola Europacific Partners PLC insiders placed bullish b...09/21/2022
2
Is Coca-Cola Europacific Partners PLC Stock About to Get Hot...10/05/2022
3
Coca-Cola bottler makes distribution switch from road to rai...10/13/2022
4
Coca-Cola Europacific Partners plc Announces Q3, Investor Ev...11/02/2022
5
Coca Cola Europacific Partners Advancing our Sustainability ...12/02/2022

About Coca-Cola European Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Coca-Cola or other stocks. Alpha measures the amount that position in Coca-Cola European has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity0.871.011.61.73
Interest Coverage17.598.2113.7816.97

Coca-Cola European Upcoming Company Events

As portrayed in its financial statements, the presentation of Coca-Cola European's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Coca-Cola European's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Coca-Cola European's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Coca-Cola European. Please utilize our Beneish M Score to check the likelihood of Coca-Cola European's management manipulating its earnings.
Upcoming Quarterly Report16th of February 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Coca-Cola European Backtesting, Coca-Cola European Valuation, Coca-Cola European Correlation, Coca-Cola European Hype Analysis, Coca-Cola European Volatility, Coca-Cola European History and analyze Coca-Cola European Performance. Note that the Coca-Cola European information on this page should be used as a complementary analysis to other Coca-Cola European'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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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When running Coca-Cola European price analysis, check to measure Coca-Cola European'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 Coca-Cola European is operating at the current time. Most of Coca-Cola European's value examination focuses on studying past and present price action to predict the probability of Coca-Cola European's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Coca-Cola European's price. Additionally, you may evaluate how the addition of Coca-Cola European to your portfolios can decrease your overall portfolio volatility.
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Coca-Cola European 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 Coca-Cola European technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Coca-Cola European 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...