Tyson Foods Stock Market Value
| TSN Stock | USD 63.78 0.01 0.02% |
| Symbol | Tyson |
Tyson Foods Price To Book Ratio
Is Packaged Foods & Meats 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 Tyson Foods. If investors know Tyson 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 Tyson Foods listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.66) | Dividend Share 1.96 | Earnings Share 2.25 | Revenue Per Share 149.932 | Quarterly Revenue Growth 0.016 |
The market value of Tyson Foods is measured differently than its book value, which is the value of Tyson that is recorded on the company's balance sheet. Investors also form their own opinion of Tyson Foods' value that differs from its market value or its book value, called intrinsic value, which is Tyson Foods' 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 Tyson Foods' market value can be influenced by many factors that don't directly affect Tyson Foods' 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 Tyson Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if Tyson Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Tyson Foods' 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.
Tyson Foods '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 Tyson Foods' 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 Tyson Foods.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Tyson Foods on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Tyson Foods or generate 0.0% return on investment in Tyson Foods over 30 days. Tyson Foods is related to or competes with Bunge, Cal Maine, Dole PLC, Adecoagro, Archer Daniels, Fresh Del, and Limoneira. Tyson Foods, Inc., together with its subsidiaries, operates as a food company worldwide More
Tyson Foods 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 Tyson Foods' 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 Tyson Foods upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.06 | |||
| Value At Risk | (2.48) | |||
| Potential Upside | 1.73 |
Tyson Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tyson Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tyson Foods' standard deviation. In reality, there are many statistical measures that can use Tyson Foods historical prices to predict the future Tyson Foods' volatility.| Risk Adjusted Performance | 0.0257 | |||
| Jensen Alpha | 0.0173 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.2741 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tyson Foods' 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.
Tyson Foods Backtested Returns
As of now, Tyson Stock is very steady. Tyson Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0126, which indicates the firm had a 0.0126% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tyson Foods, which you can use to evaluate the volatility of the company. Please validate Tyson Foods' Risk Adjusted Performance of 0.0257, semi deviation of 1.44, and Coefficient Of Variation of 3690.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.0193%. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tyson Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding Tyson Foods is expected to be smaller as well. Tyson Foods right now has a risk of 1.53%. Please validate Tyson Foods sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Tyson Foods will be following its existing price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Tyson Foods has poor reverse predictability. Overlapping area represents the amount of predictability between Tyson Foods time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Tyson Foods price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Tyson Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 2.21 |
Tyson Foods lagged returns against current returns
Autocorrelation, which is Tyson Foods 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 Tyson Foods' stock expected returns. We can calculate the autocorrelation of Tyson Foods returns to help us make a trade decision. For example, suppose you find that Tyson Foods 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 |
Tyson Foods 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 Tyson Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tyson Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tyson Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Tyson Foods Lagged Returns
When evaluating Tyson Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tyson Foods stock have on its future price. Tyson Foods 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, Tyson Foods autocorrelation shows the relationship between Tyson Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Tyson Foods.
Regressed Prices |
| Timeline |
Pair Trading with Tyson Foods
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Tyson Foods position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Tyson Foods will appreciate offsetting losses from the drop in the long position's value.Moving against Tyson Stock
| 0.48 | K | Kellanova | PairCorr |
| 0.45 | HAIN | Hain Celestial | PairCorr |
| 0.38 | BJ | BJs Wholesale Club | PairCorr |
| 0.31 | LANC | Lancaster Colony | PairCorr |
The ability to find closely correlated positions to Tyson Foods could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Tyson Foods when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Tyson Foods - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Tyson Foods to buy it.
The correlation of Tyson Foods is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Tyson Foods moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Tyson Foods moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Tyson Foods can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Tyson Foods Correlation, Tyson Foods Volatility and Tyson Foods Alpha and Beta module to complement your research on Tyson Foods. To learn how to invest in Tyson Stock, please use our How to Invest in Tyson Foods guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Tyson Foods technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.