KDP's $0.52 Billion Volume Plummets 45.57% to Rank 198th as Merger Sparks Concentration Risks and Valuation Doubts

, 2025, , ranking it 198th in market activity. , reflecting ongoing investor caution.

The beverage giant faces scrutiny over its $18 billion merger with JDE Peet’s, which created the Global Coffee Co. spin-off. While the deal positions KDP as the largest pure-play coffee company, concerns persist about market concentration and pricing power. Analysts highlight potential risks, including reduced competition driving higher wholesale prices and challenges in maintaining affordability amid rising green bean costs and supply chain complexities.

Financial indicators present a mixed outlook. , . . spin-off. , signaling growing bearish sentiment. Meanwhile, .

Environmental challenges further weigh on the stock. , which face criticism for low actual recycling rates. These issues may deter . , , .

I understand the strategy idea, but to execute a proper back-test we need to pin down a few practical details that will materially affect both the data we pull and the calculation engine we use: 1. Universe definition • Are we talking about U.S.-listed common stocks only, or a broader / different universe? • Should we exclude ADRs, ETFs, preferreds, etc.? 2. Portfolio construction • Equal-weight each of the 500 names every day? • Or weight by dollar volume / market-cap / something else? • How much capital do we assume (so we can translate % returns into $ returns if desired)? 3. Trading mechanics • Entry signal: at each close we buy the 500 stocks that had the highest dollar trading volume that same day—correct? • Exit: liquidate all positions at next day’s close (1-day holding period). • Frictions: do you want to include commissions, bid-ask spread, or assume zero costs? 4. Back-test engine constraints My current single-ticker back-test engine can’t ingest a 500-stock portfolio directly. Two workaround options: a. Construct a custom “index” of the 500 stocks each day (equal-weight total return series) and back-test that series like one ticker. b. Narrow scope to a representative ETF (e.g., SPY, QQQ) or a subset of tickers for illustration. Let me know which path (or any adjustments) you prefer, and I’ll proceed with the data-pull and back-testing steps right away.