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PEP Stock Analysis

Data source: Trade-Ideas Alerts | 78 alerts analyzed | Backtest period: 2022-01-12 → 2025-02-04

⚠️ Small sample size (78 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

PepsiCo, Inc. BEVERAGES (SIC 2080)
📍 NASDAQ 📅 IPO: Dec 18, 1919 🔗 www.pepsico.com
💰 Market Cap: $197.69B 👥 Employees: 319,000
PepsiCo is a global leader in snacks and beverages, owning well-known household brands including Pepsi, Mountain Dew, Gatorade, Lay's, Cheetos, and Doritos, among others. The company dominates the global savory snacks market and also ranks as the second-largest beverage provider in the world (behind Coca-Cola) with diversified exposure to carbonated soft drinks, or CSD, as well as water, sports, and energy drink offerings. Convenience foods account for approximately 58% of its total revenue, with beverages making up the rest. Pepsi owns the bulk of its manufacturing and distribution capacity in the US, but uses bottlers overseas for beverages. International markets made up 40% of both total sales and operating profits in 2024.
📊
78
Total Alerts
🎯
57.7%
Win Rate (30MIN)
💰
-0.01%
Avg Gain (30MIN)
🚀
+0.88%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 53.8%
Avg Gain: -0.08%
Avg Winner: +0.31%
Avg Loser: -0.53%
Best: +0.91%
Worst: -1.77%
Trades: 42/36

15MIN

Win Rate: 55.1%
Avg Gain: -0.04%
Avg Winner: +0.45%
Avg Loser: -0.65%
Best: +1.39%
Worst: -2.43%
Trades: 43/34

30MIN

Win Rate: 57.7%
Avg Gain: -0.01%
Avg Winner: +0.54%
Avg Loser: -0.76%
Best: +1.54%
Worst: -2.90%
Trades: 45/33

60MIN

Win Rate: 53.8%
Avg Gain: -0.03%
Avg Winner: +0.67%
Avg Loser: -0.86%
Best: +2.46%
Worst: -2.64%
Trades: 42/36

EOD (End of Day)

Win Rate: 44.9%
Avg Gain: -0.14%
Avg Winner: +0.87%
Avg Loser: -0.99%
Best: +2.82%
Worst: -3.17%
Trades: 35/42

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +0.88%
Best MFE: +3.41%
Avg Time to MFE: 119 min

On average, PEP alerts reach +0.88% profit potential within 119 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.42%
Worst MAE: -2.28%
Avg Time to MAE: 15 min

Before reaching MFE, expect an average drawdown of 0.42%.

⚖️ Risk/Reward Ratio

2.07:1

Excellent risk/reward - potential gain is 2.07x the typical drawdown.

💡 Trading Insight: Based on 78 alerts, PEP typically reaches +0.88% profit before pulling back. Consider setting profit targets around 0.7% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 78
Gap Up % 51.3%
Avg Gap +0.01%
Best Gap +0.91%

🏭 Sector Comparison: BEVERAGES

How PEP compares to 12 other tickers in the same sector.

5-Min Gain
PEP: -0.08% Sector: -0.07% -0.01%
EOD Gain
PEP: -0.14% Sector: +32.94% -33.08%
Avg MFE
PEP: +0.88% Sector: +1.58% -0.70%

📋 Last 20 Alerts

Historical PEP alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2025-02-04 09:29:12 $146.0 +0.25% +0.43% +0.74% -1.04% -1.72% +1.20% -0.31% +0.07% WIN
2025-01-06 09:26:14 $150.2 -0.35% -0.86% -0.95% -1.74% -2.62% +0.04% -0.13% -0.40% LOSS
2024-11-20 09:25:29 $156.62 +0.05% +0.26% +0.37% +0.63% +1.35% +1.59% -0.27% -0.11% WIN
2024-10-28 09:28:04 $172.92 -0.73% -0.73% -0.86% -1.19% -1.78% +0.03% -0.62% +0.03% LOSS
2024-10-08 09:25:39 $167.1 +0.69% +0.61% +0.80% +0.98% +1.99% +2.17% -0.15% +0.37% WIN
2024-09-23 09:25:05 $170.52 +0.44% +0.69% +0.77% +1.21% +0.93% +2.01% +0.12% +0.21% WIN
2024-08-30 09:28:34 $172.44 -0.10% -0.08% -0.03% +0.20% +0.26% +0.65% -0.69% -0.22% LOSS
2024-08-05 09:29:24 $179.73 -0.11% -0.93% -1.46% -1.98% -3.17% +0.66% -0.30% -0.12% LOSS
2024-07-11 09:25:27 $159.45 -0.81% +0.60% +0.93% +1.23% +2.82% +3.41% -1.22% -0.22% LOSS
2024-06-21 09:29:51 $167.48 -0.22% +0.41% +0.57% +0.40% -0.12% +0.95% -0.38% -0.16% LOSS
2024-06-11 09:26:03 $166.1 -1.13% -0.93% -1.18% -0.96% -0.62% -0.17% -0.29% -0.74% LOSS
2024-06-03 09:28:18 $173.19 -0.61% -0.43% -0.37% -0.62% -1.13% -0.17% -0.57% -0.27% LOSS
2024-05-31 09:25:57 $170.03 -0.13% +0.31% +0.22% +0.30% +1.69% +1.73% -0.30% -0.08% LOSS
2024-05-17 09:28:11 $182.2 +0.03% -0.12% +0.11% +0.17% -0.01% +0.42% -0.20% +0.21% WIN
2024-05-16 09:26:53 $179.38 +0.05% +0.33% +0.59% +0.89% +2.08% +2.25% +0.04% +0.14% WIN
2024-04-23 09:29:30 $174.82 -1.77% -1.42% -1.53% -2.59% -2.06% +0.03% -0.41% -0.07% LOSS
2024-04-12 09:25:17 $167.67 -0.11% +0.23% +0.11% +0.24% +0.26% +0.50% -0.21% +0.01% LOSS
2024-04-04 09:25:28 $170.04 +0.35% +0.41% +0.67% +0.60% -0.23% +1.02% +0.24% +0.52% WIN
2024-04-02 09:28:43 $173.1 +0.29% +0.40% +0.39% -0.05% -0.96% +0.44% -0.12% -0.09% WIN
2024-03-18 09:29:32 $167.04 +0.91% +1.39% +1.41% +2.46% +2.53% +3.08% -0.05% +0.01% WIN

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

⚠️ PEP Shows Negative Expectancy

Despite a 57.7% win rate, PEP has -0.01% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making PEP profitable.

🔧 Fix PEP Risk/Reward →

Why Analyze PEP with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for PEP. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, PEP historically offers an average upside of +0.88% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 PEP Momentum Personality

With a baseline win rate of 57.7%, PEP shows negative expectancy despite winning more often - average losses (-0.76%) outweigh average wins (+0.54%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: PEP shows negative expectancy across all tested intraday timeframes (Best: 30MIN at -0.01%). This suggests PEP is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.