| Below - Illustration from Chapter 6: A signal from the "Wilder's 7 Day RSI Signals at 80 and 20", was flagged on Friday, March 05, 2010. This value of the indicator is generally interpreted as a buy signal. |
 Summary of Recent Reports:Weekend Report Comments on Saturday, March 06, 2010:
Looking back from Friday, March 05, 2010, the past 8 sessions have seen higher closing prices than the day before. Both the price and the volume were on the increase this week for PEP. PEP does not seem to be over-bought or under-bought at the moment. The general RSI remains in the same range as last week, with a small favorable drift. The Negative Volume Index Aggregate is near the middle of the range. It seems to be rising, coming from 100.01% to 100.05% in the past month. The MACD Cycle is in phase one here, with PEP 11.00 % above the 200 bar SMA, increasing the distance over the week. From the Update 3/10/2010 : The recent session is represented as a stepped up short body, following the Engulfing medium body on Tuesday. The stepped candle has a body that is shadowed at one end only. It can indicate an orderly progression of the market. A signal from the "Wilder's 7 Day RSI Signals at 80 and 20", was flagged on Friday, March 05, 2010. This value of the indicator is generally interpreted as a buy signal. |
Table of Contents
Volume I: Traditional Analysis of PEP:
Chapter 1:
An introductory chapter looks at the price history of PEP by applying Classical Time Series Analysis. Some of the patterns seen here will prove to be important in further analysis. See PEP Classical Analysis.
Chapter 2:
Risks associated with short and long period price changes can be understood through Volatility Analysis. Here the impact of the Volatility Curve on the potential profitability positions across different time spans is shown. See PEP Volatility Risk.
Chapter 3:
Historical Volume Trends are analyzed here, revealing seasonal patterns and the influence of the Business Cycle. See PEP Historical Volume.
Chapter 4:
The Traditional Seasonal Analysis of Price Trends can still yield valuable predictive information. See PEP Calendar Year Trends.
Chapter 5:
One of the most popular indicators, the Moving Average, comes in many variations. Here we test the predictive ability of different averages as applied to prediction of PepsiCo prices. See Average Indicators.
Volume II: Modern Technical Analysis:
Chapter 6:
Technical Oscillators are compared to test their power as buy or sell signals for speculating in PEP stock. We conduct an extensive investigation of the popular "RSI" of Welles Wilder and some of its variations. See Technical Oscillators.
Chapter 7:
A different type of Seasonal Analysis is applied to PEP historical prices. Here the 24 month, November based Political Calendar is the basis for non-standard Seasonal Analysis. See Politics and Prices of PEP.
Chapter 8:
Volume Stratification Analysis (or VSA) follows price behavior in relation to historical volumes of PEP stock sales. Knowledge of these behaviors gives us a quantitative metric useful for understanding Support or Resistance Levels, and predicting their strength. See Volumetric Analysis.
Chapter 9:
Analysis of Market Momentum as the product of Price and Volume drives an interpretation considerably more sophisticated than those that consider Price Momentum alone. See Momentum Investing Indicators.
Chapter 10:
The mood of the market toward PepsiCo show up in the Daily Closing Altitude and other Sentiment Indicators. See Market Sentiment.
Section 11:
The length of "Runs", (the number of consecutive price movements up or down) reveal some new ways to visualize Price Series Data. A discussion of the "Monte Carlo Fallacy" and it's relevance to Stock Price Prediction leads to a revisionist method of Price Projection using the Bernoulli Analysis. See Bernoulli Run Analysis.
Chapter 12:
The traditional techniques of Candlestick Analysis may seem fanciful, but certain aspects are firmly grounded in the science of Investor Psychology. See Japanese Candlesticks.
Volume III: Advanced Price Behavior Visualization:
Chapter 13:
Multi-spectral analysis reveals behavioral features of PEP prices that may not be apparent to ordinary analysis. See Support and Resistance.
Chapter 14:
Combining the historical behavior surfaces with the geometry of long standing periodic price oscillations yields a behavior surface of more than three dimensions which has an extremely low residual error compared to other methods of analysis. See Price Behavior Surfaces.
Chapter 15:
Frequency Analysis and Waveform Characterization are applied to the historical prices of PepsiCo in this chapter. See Frequency and Waveform Analysis.
Chapter 16:
Forecasts are gathered from several sources to predict future price movements. See PEP Price Predictions.
Volume IV: Final Results and Trading Strategy:
Chapter 17:
This chapter rates some "single company strategies" for PepsiCo speculators. One of the most important aspects of a good money management strategy is the proper setting of stop loss orders. See Single Company Strategies.
Chapter 18:
The trading policies that work well when applied to speculation in any one companies stock may fall short when applied to the more usual situation where a person is speculating on a basket or portfolio of companies. Here we find the best muti-company portfolio trading policies. See PEP Multi-Company Strategies .
Appendix A:
The statistical abstract for PepsiCo gathers the most relevant analysis into a single chapter. See PEP Final Results . |
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