Sysco Stock Market Value
| SYY Stock | USD 75.08 1.45 1.97% |
| Symbol | Sysco |
Sysco Price To Book Ratio
Is Consumer Staples Distribution & Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sysco. If investors know Sysco will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sysco listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 2.01 | Earnings Share 3.89 | Revenue Per Share 160.068 | Quarterly Revenue Growth 0.044 | Return On Assets 0.0892 |
The market value of Sysco is measured differently than its book value, which is the value of Sysco that is recorded on the company's balance sheet. Investors also form their own opinion of Sysco's value that differs from its market value or its book value, called intrinsic value, which is Sysco's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sysco's market value can be influenced by many factors that don't directly affect Sysco's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sysco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sysco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sysco's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sysco 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sysco's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sysco.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Sysco on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Sysco or generate 0.0% return on investment in Sysco over 30 days. Sysco is related to or competes with Performance Food, Chefs Warehouse, United Natural, Calavo Growers, US Foods, SpartanNash, and Andersons. Sysco Corporation, through its subsidiaries, engages in the marketing and distribution of various food and related produ... More
Sysco Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sysco's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sysco upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.28 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 1.43 |
Sysco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sysco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sysco's standard deviation. In reality, there are many statistical measures that can use Sysco historical prices to predict the future Sysco's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.1) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sysco's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sysco Backtested Returns
Sysco owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0209, which indicates the firm had a -0.0209% return per unit of risk over the last 3 months. Sysco exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sysco's Variance of 1.16, risk adjusted performance of (0.01), and Coefficient Of Variation of (4,337) to confirm the risk estimate we provide. The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sysco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sysco is expected to be smaller as well. At this point, Sysco has a negative expected return of -0.0228%. Please make sure to validate Sysco's rate of daily change, and the relationship between the kurtosis and market facilitation index , to decide if Sysco performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.63 |
Very good reverse predictability
Sysco has very good reverse predictability. Overlapping area represents the amount of predictability between Sysco time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sysco price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Sysco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Sysco lagged returns against current returns
Autocorrelation, which is Sysco stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sysco's stock expected returns. We can calculate the autocorrelation of Sysco returns to help us make a trade decision. For example, suppose you find that Sysco has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sysco regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sysco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sysco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sysco stock over time.
Current vs Lagged Prices |
| Timeline |
Sysco Lagged Returns
When evaluating Sysco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sysco stock have on its future price. Sysco autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sysco autocorrelation shows the relationship between Sysco stock current value and its past values and can show if there is a momentum factor associated with investing in Sysco.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Sysco Stock Analysis
When running Sysco's price analysis, check to measure Sysco's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Sysco is operating at the current time. Most of Sysco's value examination focuses on studying past and present price action to predict the probability of Sysco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sysco's price. Additionally, you may evaluate how the addition of Sysco to your portfolios can decrease your overall portfolio volatility.