The Coca Cola Stock Market Value
| KO Stock | USD 60.17 1.26 2.14% |
| Symbol | Coca |
Coca Cola Price To Book Ratio
Is Coca Cola'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 Coca Cola. If investors know Coca 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 Coca Cola 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 (0.01) | Dividend Share 1.84 | Earnings Share 2.47 | Revenue Per Share 10.584 | Quarterly Revenue Growth 0.072 |
The market value of Coca Cola is measured differently than its book value, which is the value of Coca that is recorded on the company's balance sheet. Investors also form their own opinion of Coca Cola's value that differs from its market value or its book value, called intrinsic value, which is Coca Cola'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 Coca Cola's market value can be influenced by many factors that don't directly affect Coca Cola'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 Coca Cola's value and its price as these two are different measures arrived at by different means. Investors typically determine if Coca Cola is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Coca Cola'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.
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.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Coca Cola on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding The Coca Cola or generate 0.0% return on investment in Coca Cola over 30 days. Coca Cola is related to or competes with Monster Beverage, Celsius Holdings, Coca Cola, Keurig Dr, PepsiCo, Coca Cola, and Coca Cola. The Coca-Cola Company, a beverage company, manufactures, markets, and sells various nonalcoholic beverages worldwide 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 The Coca Cola upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7011 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.02) | |||
| Potential Upside | 1.2 |
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 | 0.0176 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.0173 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coca Cola'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.
Coca Cola Backtested Returns
We consider Coca Cola very steady. Coca Cola secures Sharpe Ratio (or Efficiency) of 0.0399, which signifies that the company had a 0.0399% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for The Coca Cola, which you can use to evaluate the volatility of the firm. Please confirm Coca Cola's Semi Deviation of 0.6752, risk adjusted performance of 0.0176, and Mean Deviation of 0.5785 to double-check if the risk estimate we provide is consistent with the expected return of 0.0315%. Coca Cola has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.56, 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. Coca Cola right now shows a risk of 0.79%. Please confirm Coca Cola value at risk, and the relationship between the jensen alpha and skewness , to decide if Coca Cola will be following its price patterns.
Auto-correlation | -0.3 |
Weak reverse predictability
The Coca Cola has weak reverse predictability. Overlapping area represents the amount of predictability between Coca Cola time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th of April 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 price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Coca Cola price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Coca Cola 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 The Coca Cola.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck 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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Coca Stock analysis
When running Coca Cola's price analysis, check to measure Coca Cola'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 is operating at the current time. Most of Coca Cola's value examination focuses on studying past and present price action to predict the probability of Coca Cola's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Coca Cola's price. Additionally, you may evaluate how the addition of Coca Cola to your portfolios can decrease your overall portfolio volatility.
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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.