Tyson Foods (Brazil) Market Value
| TSNF34 Stock | BRL 372.96 0.00 0.00% |
| Symbol | Tyson |
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.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Tyson Foods on May 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 180 days. Tyson Foods is related to or competes with SLC Agrcola, Minerva SA, BTG Pactual, Plano Plano, Companhia Habitasul, and Procter Gamble. 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 | 2.88 | |||
| Information Ratio | 0.0512 | |||
| Maximum Drawdown | 10.68 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 2.85 |
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 | 0.0843 | |||
| Jensen Alpha | 0.1903 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.032 | |||
| Treynor Ratio | (1.20) |
Tyson Foods Backtested Returns
At this point, Tyson Foods is very steady. Tyson Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0697, which indicates the firm had a 0.0697% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Tyson Foods, which you can use to evaluate the volatility of the company. Please validate Tyson Foods' Coefficient Of Variation of 959.32, risk adjusted performance of 0.0843, and Semi Deviation of 1.04 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Tyson Foods has a performance score of 5 on a scale of 0 to 100. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tyson Foods are expected to decrease at a much lower rate. During the bear market, Tyson Foods is likely to outperform the market. Tyson Foods right now has a risk of 1.78%. Please validate Tyson Foods treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if Tyson Foods will be following its existing price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Tyson Foods has very weak reverse predictability. Overlapping area represents the amount of predictability between Tyson Foods time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 Tyson Foods price movement. The serial correlation of -0.03 indicates that only 3.0% of current Tyson Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 251.27 |
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 |
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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 Information and Resources on Investing in Tyson Stock
When determining whether Tyson Foods offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Tyson Foods' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tyson Foods Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tyson Foods Stock:Check out Tyson Foods Correlation, Tyson Foods Volatility and Tyson Foods Alpha and Beta module to complement your research on Tyson Foods. For information on how to trade Tyson Stock refer to our How to Trade Tyson Stock guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
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.