Yum Brands (Germany) Market Value
| TGR Stock | EUR 127.25 0.05 0.04% |
| Symbol | Yum |
Yum Brands '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 Yum Brands' 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 Yum Brands.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Yum Brands on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Yum Brands or generate 0.0% return on investment in Yum Brands over 90 days. Yum Brands is related to or competes with Ringmetall, Entravision Communications, United Internet, SIMS METAL, Computershare, Liberty Broadband, and Zijin Mining. Brands, Inc., together with its subsidiaries, develops, operates, and franchises quick service restaurants worldwide More
Yum Brands 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 Yum Brands' 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 Yum Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.32 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 1.6 |
Yum Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yum Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yum Brands' standard deviation. In reality, there are many statistical measures that can use Yum Brands historical prices to predict the future Yum Brands' volatility.| Risk Adjusted Performance | 0.0013 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.24) |
Yum Brands Backtested Returns
At this point, Yum Brands is very steady. Yum Brands shows Sharpe Ratio of 0.0685, which attests that the company had a 0.0685 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Yum Brands, which you can use to evaluate the volatility of the company. Please check out Yum Brands' Standard Deviation of 1.27, mean deviation of 0.8414, and Market Risk Adjusted Performance of (0.23) to validate if the risk estimate we provide is consistent with the expected return of 0.0832%. Yum Brands has a performance score of 5 on a scale of 0 to 100. The firm maintains a market beta of 0.0488, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yum Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Yum Brands is expected to be smaller as well. Yum Brands right now maintains a risk of 1.21%. Please check out Yum Brands kurtosis, day typical price, and the relationship between the potential upside and rate of daily change , to decide if Yum Brands will be following its historical returns.
Auto-correlation | -0.49 |
Modest reverse predictability
Yum Brands has modest reverse predictability. Overlapping area represents the amount of predictability between Yum Brands time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Yum Brands price movement. The serial correlation of -0.49 indicates that about 49.0% of current Yum Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 5.73 |
Yum Brands lagged returns against current returns
Autocorrelation, which is Yum Brands 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 Yum Brands' stock expected returns. We can calculate the autocorrelation of Yum Brands returns to help us make a trade decision. For example, suppose you find that Yum Brands 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 |
Yum Brands 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 Yum Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yum Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yum Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Yum Brands Lagged Returns
When evaluating Yum Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yum Brands stock have on its future price. Yum Brands 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, Yum Brands autocorrelation shows the relationship between Yum Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Yum Brands.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Yum Stock
When determining whether Yum Brands is a strong investment it is important to analyze Yum Brands' 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 Yum Brands' future performance. For an informed investment choice regarding Yum Stock, refer to the following important reports:Check out Yum Brands Correlation, Yum Brands Volatility and Yum Brands Alpha and Beta module to complement your research on Yum Brands. For more detail on how to invest in Yum Stock please use our How to Invest in Yum Brands guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Yum Brands 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.