Treehouse Foods Stock Alpha and Beta Analysis
| THS Stock | USD 35.55 0.20 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Treehouse Foods. It also helps investors analyze the systematic and unsystematic risks associated with investing in Treehouse Foods over a specified time horizon. Remember, high Treehouse Foods' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Treehouse Foods' market risk premium analysis include:
Beta 0.98 | Alpha (0.26) | Risk 2.47 | Sharpe Ratio (0.08) | Expected Return (0.21) |
Treehouse Foods Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Treehouse |
Treehouse Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Treehouse Foods market risk premium is the additional return an investor will receive from holding Treehouse Foods long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Treehouse Foods. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Treehouse Foods' performance over market.| α | -0.26 | β | 0.98 |
Treehouse Foods expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Treehouse Foods' Buy-and-hold return. Our buy-and-hold chart shows how Treehouse Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Treehouse Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how Treehouse Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Treehouse Foods shares will generate the highest return on investment. By understating and applying Treehouse Foods stock market price indicators, traders can identify Treehouse Foods position entry and exit signals to maximize returns.
Treehouse Foods Return and Market Media
The median price of Treehouse Foods for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 40.65 with a coefficient of variation of 7.56. The daily time series for the period is distributed with a sample standard deviation of 2.98, arithmetic mean of 39.43, and mean deviation of 2.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Jana Partners Management, Lp of 3261 shares of Treehouse Foods subject to Rule 16b-3 | 10/10/2024 |
2 | Frozen waffle recall expanded to include hundreds of breakfast products over listeria risk | 10/22/2024 |
3 | Frozen waffle recall list Here are the products impacted over listeria concerns | 10/25/2024 |
4 | Disposition of 3261 shares by Jana Partners Management, Lp of Treehouse Foods subject to Rule 16b-3 | 11/07/2024 |
5 | TreeHouse Foods Q3 2024 Earnings Preview | 11/11/2024 |
6 | TreeHouse Foods Non-GAAP EPS of 0.74 misses by 0.01, revenue of 839.1M misses by 40.44M | 11/12/2024 |
7 | TreeHouse Foods authorizes 400M share buyback program | 11/13/2024 |
8 | T. Rowe Price Investment Management, Inc. Reduces Stake in Treehouse Foods Inc | 11/14/2024 |
9 | Stifel Nicolaus Has Lowered Expectations for TreeHouse Foods Stock Price | 11/15/2024 |
About Treehouse Foods Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Treehouse or other stocks. Alpha measures the amount that position in Treehouse Foods has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 12.76 | 16.78 | 18.68 | 16.92 | PTB Ratio | 1.23 | 1.64 | 1.39 | 1.02 |
Treehouse Foods Upcoming Company Events
As portrayed in its financial statements, the presentation of Treehouse Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Treehouse Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Treehouse Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Treehouse Foods. Please utilize our Beneish M Score to check the likelihood of Treehouse Foods' management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Treehouse Stock Analysis
When running Treehouse Foods' price analysis, check to measure Treehouse Foods' 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 Treehouse Foods is operating at the current time. Most of Treehouse Foods' value examination focuses on studying past and present price action to predict the probability of Treehouse Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Treehouse Foods' price. Additionally, you may evaluate how the addition of Treehouse Foods to your portfolios can decrease your overall portfolio volatility.