NASDAQ:PEP PepsiCo Inc. stock

NASDAQ:PEP – PepsiCo Inc. data analysis summary on 12-02-2021:

  • Last closing quote is 133.87 USD
  • Last daily return is -0.81% (-1.10 USD in absolute)
  • Last year return is -8.36%
  • Last year historical 1% Value at Risk is -8.04%

NASDAQ:PEP – PepsiCo Inc. informations :

NASDAQ:PEP – PepsiCo Inc. refers to :

NASDAQ:PEP last news

  • 12/02/2021-11:52 Consumer staples stocks are the worst of 2021, but PepsiCo could double in 10 years, trader says CNBC
  • 11/02/2021-19:25 Coca-Cola Stock Is Out, PepsiCo Stock Is In Entrepreneur
  • 11/02/2021-16:30 Cramer: Once the Reddit crowd tires out, ‘boring’ stocks like PepsiCo will still work CNBC
  • 11/02/2021-14:31 US stocks hover near records as jobless claims hit 5-week low Business Insider
  • 11/02/2021-13:08 Stocks making the biggest moves premarket: PepsiCo, Generac, Tempur Sealy, others CNBC
  • 11/02/2021-11:16 PepsiCo stock edges up after profit and revenue top forecasts, dividend raised by 5% MarketWatch
  • 11/02/2021-11:08 Pepsi revenue up 8.8% fueling earnings beat, sees 2021 results meeting long-term targets CNBC
  • 11/02/2021-01:45 RBC Capital Stick to Their Hold Rating for PepsiCo By Investing.com Investing.com
  • 10/02/2021-15:16 PepsiCo Rebrands Aunt Jemima as Pearl Milling Company, Retiring Racist Character Entrepreneur
  • 10/02/2021-01:04 Aunt Jemima breakfast brand renamed Pearl Milling Company New York Post
  • 08/02/2021-16:25 Global Functional Drinks Market (2020 to 2024) – Size & Forecast with Impact Analysis of COVID-19 – ResearchAndMarkets.com Business Wire

NASDAQ:PEP stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns -5.35% -2.85%* -8.36% 17.65%
15 days moving average returns -4.23% 1.07% -3.83% 23.71%
45 days moving average returns -1.61% 6.05% 1.84% 28.01%

Notes :

  • Reading example: NASDAQ:PEP stock closing price has decreased of 2.85%* over the last 6 months
  • Returns are not annualized

NASDAQ:PEP stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -8.04% -4.67%
5% -2.85%(a) -2.15%
10% -1.93% -1.31%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean -0.01%(b) 0.05%
Volatility
(standard deviation)
2.32%(c) 1.75%
Value at Risk 1% -5.41% -4.03%
5% -3.83%(d) -2.83%
10% -2.99% -2.20%

Notes:

  • Reading example: Using historical NASDAQ:PEP stock data closing price daily returns over last year, the 5% worst returns are less than -2.85%(a). Also, if we assume that historical NASDAQ:PEP stock returns price over last year follows a normal distribution of mean -0.01%(b) and standard deviation 2.32%(c), the 5% worst returns are less than -3.83%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud