Keurig Dr Pepper Stock Beta
| KDP Stock | USD 32.58 0.07 0.21% |
Keurig Dr Pepper fundamentals help investors to digest information that contributes to Keurig Dr's financial success or failures. It also enables traders to predict the movement of Keurig Stock. The fundamental analysis module provides a way to measure Keurig Dr's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Keurig Dr stock.
Keurig | Beta |
Keurig Dr Pepper Company Beta Analysis
Keurig Dr's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.
Current Keurig Dr Beta | 0.63 |
Most of Keurig Dr's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Keurig Dr Pepper is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.
Keurig Beta Driver Correlations
Understanding the fundamental principles of building solid financial models for Keurig Dr is extremely important. It helps to project a fair market value of Keurig Stock properly, considering its historical fundamentals such as Beta. Since Keurig Dr's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Keurig Dr's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Keurig Dr's interrelated accounts and indicators.
Click cells to compare fundamentals
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Keurig Dr Pepper has a Beta of 0.634. This is 48.46% lower than that of the Beverages sector and significantly higher than that of the Consumer Staples industry. The beta for all United States stocks is notably lower than that of the firm.
Keurig Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Keurig Dr's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Keurig Dr could also be used in its relative valuation, which is a method of valuing Keurig Dr by comparing valuation metrics of similar companies.Keurig Dr is currently under evaluation in beta category among its peers.
Keurig Dr ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Keurig Dr's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Keurig Dr's managers, analysts, and investors.Environmental | Governance | Social |
Keurig Dr Institutional Holders
Institutional Holdings refers to the ownership stake in Keurig Dr that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Keurig Dr's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Keurig Dr's value.| Shares | Allspring Global Investments Holdings, Llc | 2024-06-30 | 14.6 M | Jpmorgan Chase & Co | 2024-06-30 | 13.8 M | Barrow Hanley Mewhinney & Strauss Llc | 2024-09-30 | 12.9 M | Bank Of America Corp | 2024-06-30 | 11.3 M | Northern Trust Corp | 2024-09-30 | 11.3 M | Legal & General Group Plc | 2024-06-30 | 10 M | Citadel Advisors Llc | 2024-09-30 | 9.6 M | Neuberger Berman Group Llc | 2024-06-30 | 9.1 M | Dimensional Fund Advisors, Inc. | 2024-09-30 | 8.4 M | Capital World Investors | 2024-09-30 | 112.2 M | Fmr Inc | 2024-09-30 | 102.2 M |
As returns on the market increase, Keurig Dr's returns are expected to increase less than the market. However, during the bear market, the loss of holding Keurig Dr is expected to be smaller as well.
Keurig Fundamentals
| Return On Equity | 0.0905 | ||||
| Return On Asset | 0.0419 | ||||
| Profit Margin | 0.15 % | ||||
| Operating Margin | 0.23 % | ||||
| Current Valuation | 60.27 B | ||||
| Shares Outstanding | 1.36 B | ||||
| Shares Owned By Insiders | 16.82 % | ||||
| Shares Owned By Institutions | 75.19 % | ||||
| Number Of Shares Shorted | 16.37 M | ||||
| Price To Earning | 30.21 X | ||||
| Price To Book | 1.77 X | ||||
| Price To Sales | 2.92 X | ||||
| Revenue | 14.81 B | ||||
| Gross Profit | 7.33 B | ||||
| EBITDA | 3.94 B | ||||
| Net Income | 2.18 B | ||||
| Cash And Equivalents | 925 M | ||||
| Cash Per Share | 0.65 X | ||||
| Total Debt | 14.82 B | ||||
| Debt To Equity | 0.53 % | ||||
| Current Ratio | 0.60 X | ||||
| Book Value Per Share | 18.41 X | ||||
| Cash Flow From Operations | 1.33 B | ||||
| Short Ratio | 1.18 X | ||||
| Earnings Per Share | 1.66 X | ||||
| Price To Earnings To Growth | 2.29 X | ||||
| Target Price | 38.01 | ||||
| Number Of Employees | 28.1 K | ||||
| Beta | 0.63 | ||||
| Market Capitalization | 44.19 B | ||||
| Total Asset | 52.13 B | ||||
| Retained Earnings | 4.56 B | ||||
| Working Capital | (5.54 B) | ||||
| Current Asset | 1.75 B | ||||
| Current Liabilities | 1.62 B | ||||
| Annual Yield | 0.03 % | ||||
| Five Year Return | 2.51 % | ||||
| Net Asset | 52.13 B | ||||
| Last Dividend Paid | 0.88 |
About Keurig Dr Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Keurig Dr Pepper's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Keurig Dr using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Keurig Dr Pepper based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Pair Trading with Keurig Dr
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Keurig Dr position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Keurig Dr will appreciate offsetting losses from the drop in the long position's value.Moving together with Keurig Stock
Moving against Keurig Stock
| 0.84 | COCO | Vita Coco | PairCorr |
| 0.74 | ZVIA | Zevia Pbc | PairCorr |
| 0.65 | FIZZ | National Beverage Corp Earnings Call This Week | PairCorr |
| 0.65 | BJ | BJs Wholesale Club | PairCorr |
| 0.64 | PRMB | Primo Brands | PairCorr |
The ability to find closely correlated positions to Keurig Dr could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Keurig Dr when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Keurig Dr - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Keurig Dr Pepper to buy it.
The correlation of Keurig Dr is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Keurig Dr moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Keurig Dr Pepper moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Keurig Dr can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional 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.