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PEP

PepsiCo Inc
Chart
$141.92
Latest Week 2026-06-05
Consumer DefensiveBeverages - Non-AlcoholicLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.2
OS Score
12.0%
Value
84.0%
Quality
32.0%
Momentum
5/9
F-Score
0.317
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
22.3×
P/S
2.0×
P/B
9.1×
E/P
0.0449
FCF Yield
0.073
EBITDA/EV
0.064
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
75.00000000
/100
FCF yield of 7.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.409
ROA
0.079
Net Margin
0.092
Op Margin
0.125
GPA
0.466
D/E
4.17
Current
0.90
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Earn Growth
-0.006
Stability
0.337
lower=better
Accruals
-0.039
lower=better
5yr Consist
Yes
ROE of 41% is exceptional. Highly leveraged with D/E of 4.17 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-1.3%
12M Return
12.3%
12-1 Mom
21.1%
Risk-Adj
0.92
Vol 252d
22.8%
Vol 60d
52.8%
↑ Expanding
Max DD 12M
-16.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (53%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.2
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 236 peers
Sector Value %ile
8.9%
Sector Quality %ile
86.1%
P/E z-score
-0.16
P/B z-score
0.05
Sector Avg OS
50.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 97.0% 80.0%
VFF Village Farms International Inc 98.0% 97.0% 78.0% 91.0%
SENEB Seneca Foods Corp B 97.0% 94.0% 73.0% 86.0%
HLF Herbalife Nutrition Ltd 97.0% 95.0% 72.0% 86.0%
SENEA Seneca Foods Corp A 96.0% 94.0% 74.0% 84.0%
DDL Dingdong (Cayman) Limited ADR 96.0% 99.0% 73.0% 71.0%
JBS JBS N.V. 95.0% 98.0% 72.0% 65.0%
NATR Natures Sunshine Products Inc 95.0% 81.0% 86.0% 82.0%
Factor Interactions
Leveraged Returns
Strong ROE (41%) boosted by high leverage (D/E 4.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (84th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.6% avg (7 factors)
Quality
C
52.7% avg (8 factors)
Momentum
C
48.1% avg (4 factors)
Risk
A
78.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.200—1—
Value %ile0.120—1—
Quality %ile0.840—1—
Momentum %ile0.320—0—
F-Score5.000—0—
Confidence1.000—1—
Volatility0.228—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.25
Earnings Yield (E/P)
0.0449
Price / Sales
2.04
Price / Book
9.10
Price / Cash Flow
14.85
FCF Yield
7.3%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.4030
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
40.9%
Return on Assets
7.9%
Net Margin
9.2%
Operating Margin
12.5%
Gross Profit / Assets
Novy-Marx GPA
46.6%
Debt / Equity
4.17
Current Ratio
0.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.039
MomentumPrice trend strength over different horizons
6M Return
-1.3%
12M Return
12.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Growth (YoY)
-0.6%
Earnings Stability (CV)
Lower = more stable
0.337
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
4.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity