Coca Cola (Germany) Market Value
| CFSL Stock | EUR 76.00 0.00 0.00% |
| Symbol | Coca |
Coca Cola '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 Coca Cola'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 Coca Cola.
| 10/27/2024 |
| 12/26/2024 |
If you would invest 0.00 in Coca Cola on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Coca Cola FEMSA SAB or generate 0.0% return on investment in Coca Cola over 60 days. Coca Cola is related to or competes with Coca Cola, Monster Beverage, Keurig Dr, Coca-Cola European, COCA A, and National Beverage. Coca-Cola FEMSA, S.A.B. de C.V., a franchise bottler, produces, markets, sells, and distributes Coca-Cola trademark beve... More
Coca Cola 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 Coca Cola'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 Coca Cola FEMSA SAB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.8 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.53 |
Coca Cola Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coca Cola's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coca Cola's standard deviation. In reality, there are many statistical measures that can use Coca Cola historical prices to predict the future Coca Cola's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.12) |
Coca Cola FEMSA Backtested Returns
Coca Cola FEMSA secures Sharpe Ratio (or Efficiency) of -0.0609, which signifies that the company had a -0.0609% return per unit of standard deviation over the last 3 months. Coca Cola FEMSA SAB exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Coca Cola's mean deviation of 1.03, and Risk Adjusted Performance of (0.02) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Coca Cola's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coca Cola is expected to be smaller as well. At this point, Coca Cola FEMSA has a negative expected return of -0.081%. Please make sure to confirm Coca Cola's standard deviation, information ratio, and the relationship between the coefficient of variation and variance , to decide if Coca Cola FEMSA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Coca Cola FEMSA SAB has poor reverse predictability. Overlapping area represents the amount of predictability between Coca Cola time series from 27th of October 2024 to 26th of November 2024 and 26th of November 2024 to 26th of December 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 Coca Cola FEMSA price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Coca Cola price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 1.6 |
Coca Cola FEMSA lagged returns against current returns
Autocorrelation, which is Coca Cola 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 Coca Cola's stock expected returns. We can calculate the autocorrelation of Coca Cola returns to help us make a trade decision. For example, suppose you find that Coca Cola 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 |
Coca Cola 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 Coca Cola stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coca Cola stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coca Cola stock over time.
Current vs Lagged Prices |
| Timeline |
Coca Cola Lagged Returns
When evaluating Coca Cola's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coca Cola stock have on its future price. Coca Cola 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, Coca Cola autocorrelation shows the relationship between Coca Cola stock current value and its past values and can show if there is a momentum factor associated with investing in Coca Cola FEMSA SAB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Coca Stock
When determining whether Coca Cola FEMSA is a strong investment it is important to analyze Coca Cola's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Coca Cola's future performance. For an informed investment choice regarding Coca Stock, refer to the following important reports:Check out Coca Cola Correlation, Coca Cola Volatility and Coca Cola Alpha and Beta module to complement your research on Coca Cola. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Coca Cola 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.