Systematic investment
Momentum strategy
Buy the dip strategy
| Revenue per share | 6.67 |
| Dividend & Yield | 0.76£ (2.16%) |
| Beta | 0.41 |
| Market capitalization | 83.42B |
| Operating cash flow | 3.94B |
| ESG Scores | 16.7 |
Sector: Consumer Defensive - Industry: Beverages—Wineries & Distilleries
| Quick Ratio | 0.76 |
| Working Capital | 0.62 |
| Return On Equity | 0.39 |
| Debt To Equity | 1.88 |
| Fixed Asset Ratio | 0.35 |
| Fixed Interest Cover | 6.23 |
| Cashflow Statement | 2022-06-30 |
|---|---|
| Change To Liabilities | 939M |
| Total Cashflows From Investing Activities | -1.34B |
| Net Borrowings | 821M |
| Total Cash From Financing Activities | -3.26B |
| Change To Operating Activities | |
| Issuance Of Stock | 18M |
| Net Income | 3.25B |
| Change In Cash | -426M |
| Effect Of Exchange Rate | 239M |
| Total Cash From Operating Activities | 3.94B |
| Depreciation | 454M |
| Change To Account Receivables | -378M |
| Other Cashflows From Financing Activities | -96M |
| Change To Netincome | 373M |
| Capital Expenditures | -1.1B |
| Income Statement | 2022-06-30 |
|---|---|
| Research Development | |
| Income Before Tax | 4.39B |
| Net Income | 3.25B |
| Selling General Administrative | 2.71B |
| Gross Profit | 9.48B |
| Ebit | 4.81B |
| Operating Income | 4.81B |
| Interest Expense | -837M |
| Income Tax Expense | 1.05B |
| Total Revenue | 15.45B |
| Cost Of Revenue | 5.97B |
| Total Other Income ExpenseNet | -420M |
| Net Income From Continuing Ops | 3.34B |
| Net Income Applicable To Common Shares | 3.25B |
| Balance Sheet Statement | 2022-06-30 |
|---|---|
| Total Liabilities | 27B |
| Total Stockholder Equity | 7.8B |
| Other Current Liabilities | 1.66B |
| Total Assets | 36.52B |
| Common Stock | 723M |
| Other Current Assets | 337M |
| Retained Earnings | 5.39B |
| Treasury Stock | 336M |
| Cash | 2.29B |
| Total Current Liabilities | 8.44B |
| Other Stockholder Equity | 2.17B |
| Property, Plant, and Equipment | 5.85B |
| Total Current Assets | 12.93B |
| Net Tangible Assets | -4.1B |
| Net Receivables | 2.79B |
| Accounts Payable | 2.71B |
Here are the insider transactions of stock shares related to DIAGEO PLC ORD 28 101/108P:
| Filer Name | Transaction Text | Date |
|---|---|---|
| Ferran (Javier) | Bought at price 40.77 per share. | 2022-10-20 |
| Diezhandino (Cristina) | Bought at price 40.77 per share. | 2022-10-20 |
| Diezhandino (Cristina) | Bought at price 40.17 per share. | 2022-10-10 |
| Diezhandino (Cristina) | 2022-10-10 | |
| Andrew (Ewan) | Bought at price 40.17 per share. | 2022-10-10 |
| Andrew (Ewan) | 2022-10-10 | |
| Ferran (Javier) | Bought at price 40.04 per share. | 2022-10-10 |
| Prashad (Louise) | Bought at price 40.17 per share. | 2022-10-10 |
| Prashad (Louise) | 2022-10-10 | |
| Nayager (Dayalan) | Bought at price 40.17 per share. | 2022-10-10 |
| Nayager (Dayalan) | 2022-10-10 |
Insider transaction explanations
Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page
These are the result of three automatic investment systems applied to DIAGEO PLC ORD 28 101/108P. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.
Here is the result of two systematic investment strategies applied to DIAGEO PLC ORD 28 101/108P. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.
The following chart shows the equity curve of the two systematic investment strategies applied to DIAGEO PLC ORD 28 101/108P:
The systematic investment strategy that buys the first day of the month would give a performance of 38.55% on the backtest period.
Performance
Latent gain
Invested capital
Annualized return
This is the result of two momentum investment strategies applied to DIAGEO PLC ORD 28 101/108P. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.
The following chart shows all the entries opened by the momentum investment system on DIAGEO PLC ORD 28 101/108P:
Performance
Latent gain
Invested capital
Annualized return
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the equity curve of the two momentum strategies applied to DIAGEO PLC ORD 28 101/108P:
Note: the dividends potentially given by DIAGEO PLC ORD 28 101/108P are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.
The following chart shows the employed capital evolution of the two momentum strategies on DIAGEO PLC ORD 28 101/108P since the beginning:
Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250£, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000£.
The performance achieved by the robo-advisor on DIAGEO PLC ORD 28 101/108P is 27.11%. That represents 816.0$ of latent gain with 3010.0£ of employed capital. The following chart shows DIAGEO PLC ORD 28 101/108P stock price with all the entries opened by the automated investment system.
Note: The blue line represents the weekly stock price of DIAGEO PLC ORD 28 101/108P, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the result of the investment strategy applied to DIAGEO PLC ORD 28 101/108P:
Note: the dividends potentially given by DIAGEO PLC ORD 28 101/108P are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.
The following chart shows the employed capital evolution since the beginning of the investment strategy on DIAGEO PLC ORD 28 101/108P:
Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.
In this section, I will compare the three previous investment strategies applied to DIAGEO PLC ORD 28 101/108P.
The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:
| Strategy | Latent Profit | CAGR |
|---|---|---|
| Automatic investment | 38.55% | 9.36% |
| Momentum 1 quarter | 51.86% | 13.37% |
| Momentum 2 quarters | 30.9% | 8.49% |
| Non-directional | 27.11% | 12.79% |
Automatic investment
Momentum 1Q
Momentum 2Q
Non-directional
Here are the most positively and negatively correlated stocks with DIAGEO PLC ORD 28 101/108P:
Note: The algorithm computes the probability of correlation between DIAGEO PLC ORD 28 101/108P and the other stocks. There may be false positives or some missing correlated stocks. If the price of DIAGEO PLC ORD 28 101/108P does not vary for 36 weeks, the correlation calculation result will be wrong.
| Company name | DIAGEO PLC ORD 28 101/108P |
| Country | United Kingdom |
| City | London |
| Address | 16 Great Marlborough Street |
| Phone | 44 20 7947 9100 |
| Website | www.diageo.com |
| FullTime employees | 28558 |
| Industry | Beverages—Wineries & Distilleries |
| Sector | Consumer Defensive |
| Exchange | XLON |
| Ticker | DGE.XLON |
| Market | www.londonstockexchange.com |
| Environment ESG Factors | Scores |
|---|---|
| Environment Score | 4.7 |
| Peer Environment Performance | 10.513977272727 |
| Environment Percentile | unknown |
| Palm Oil | no |
| Nuclear | no |
| Fur Leather | no |
| GMO | no |
| Coal | no |
| Pesticides | no |
| Animal Testing | no |
| Social ESG Factors | Scores |
|---|---|
| Social Score | 7.0 |
| Peer Social Performance | 10.916022727273 |
| Social Percentile | unknown |
| Highest Controversy | 3 |
| Peer Highest Controversy Performance | 2.1022727272727 |
| Adult | no |
| Gambling | no |
| Alcoholic | yes |
| Tobacco | no |
| Catholic | no |
| Controversial Weapons | no |
| Small Arms | no |
| Military Contract | no |
| Peer Count | yes |
Related Controversy: Business Ethics Incidents
| Governance ESG Factors | Scores |
|---|---|
| Governance Score | 5.0 |
| Peer Governance Performance | 6.3328409090909 |
| Governance Percentile | unknown |
| Total ESG Scores: 16.7 |
| Environment Score: 4.7 |
| Social Score: 7.0 |
| Governance Score: 5.0 |
ESG Performance: UNDER_PERF
Peer Group: Food Products
Peer Esg Score Performance: 27.763636363636
Rating Year: 2022
Rating Month: 8
Max Age: 86400
Percentile: 15