Sysco Stock Market Value
| SYY Stock | USD 75.65 0.40 0.53% |
| Symbol | Sysco |
Sysco Price To Book Ratio
Is Sysco's industry 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.
Quarterly Earnings Growth 1.948 | Dividend Share 1.99 | Earnings Share 4.09 | Revenue Per Share 153.209 | Quarterly Revenue Growth 0.037 |
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.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in Sysco on April 27, 2022 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 720 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.
| Downside Deviation | 0.9937 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 11.16 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.11 |
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 | 0.0198 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0271 |
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
We consider Sysco very steady. Sysco owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0307, which indicates the firm had a 0.0307% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sysco, which you can use to evaluate the volatility of the company. Please validate Sysco's Coefficient Of Variation of 4222.62, semi deviation of 0.9034, and Risk Adjusted Performance of 0.0198 to confirm if the risk estimate we provide is consistent with the expected return of 0.039%. Sysco has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.72, 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. Sysco right now has a risk of 1.27%. Please validate Sysco value at risk, kurtosis, market facilitation index, as well as the relationship between the semi variance and rate of daily change , to decide if Sysco will be following its existing price patterns.
Auto-correlation | -0.21 |
Weak reverse predictability
Sysco has weak reverse predictability. Overlapping area represents the amount of predictability between Sysco time series from 27th of April 2022 to 22nd of April 2023 and 22nd of April 2023 to 16th of April 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 -0.21 indicates that over 21.0% of current Sysco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | -0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 23.57 |
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 |
Sysco Investors Sentiment
The influence of Sysco's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Sysco. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Sysco's public news can be used to forecast risks associated with an investment in Sysco. The trend in average sentiment can be used to explain how an investor holding Sysco can time the market purely based on public headlines and social activities around Sysco. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Sysco's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Sysco's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Sysco's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Sysco.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sysco in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sysco's short interest history, or implied volatility extrapolated from Sysco options trading.
Currently Active Assets on Macroaxis
| LTC | Litecoin | |
| STETH | Staked Ether | |
| LINK | Chainlink | |
| XLM | Stellar | |
| CRO | Cronos |
Check out Sysco Correlation, Sysco Volatility and Sysco Alpha and Beta module to complement your research on Sysco. For more information on how to buy Sysco Stock please use our How to Invest in Sysco guide.You can also try the CEOs Directory module to screen CEOs from public companies around the world.
Complementary 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.
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |
Sysco 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.