Treehouse Foods Stock Market Value
| THS Stock | USD 36.75 0.06 0.16% |
| Symbol | Treehouse |
Treehouse Foods Price To Book Ratio
Is Treehouse Foods' 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 Treehouse Foods. If investors know Treehouse 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 Treehouse 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 (0.43) | Earnings Share 1.05 | Revenue Per Share 61.498 | Quarterly Revenue Growth (0.05) | Return On Assets 0.03 |
The market value of Treehouse Foods is measured differently than its book value, which is the value of Treehouse that is recorded on the company's balance sheet. Investors also form their own opinion of Treehouse Foods' value that differs from its market value or its book value, called intrinsic value, which is Treehouse 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 Treehouse Foods' market value can be influenced by many factors that don't directly affect Treehouse 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 Treehouse Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if Treehouse Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Treehouse 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.
Treehouse 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 Treehouse 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 Treehouse Foods.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Treehouse Foods on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Treehouse Foods or generate 0.0% return on investment in Treehouse Foods over 30 days. Treehouse Foods is related to or competes with Lancaster Colony, John B, Seneca Foods, Seneca Foods, Post Holdings, Simply Good, and J J. TreeHouse Foods, Inc. manufactures and distributes private label foods and beverages in the United States and internatio... More
Treehouse 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 Treehouse 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 Treehouse Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 17.71 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.18 |
Treehouse Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treehouse Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Treehouse Foods' standard deviation. In reality, there are many statistical measures that can use Treehouse Foods historical prices to predict the future Treehouse Foods' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.3521 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Treehouse 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.
Treehouse Foods Backtested Returns
Treehouse Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0817, which indicates the firm had a -0.0817% return per unit of risk over the last 3 months. Treehouse Foods exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Treehouse Foods' Coefficient Of Variation of (1,462), variance of 5.34, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.48, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Treehouse Foods are expected to decrease at a much lower rate. During the bear market, Treehouse Foods is likely to outperform the market. Treehouse Foods has an expected return of -0.19%. Please make sure to validate Treehouse Foods coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and rate of daily change , to decide if Treehouse Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
Treehouse Foods has insignificant predictability. Overlapping area represents the amount of predictability between Treehouse Foods time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Treehouse Foods price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Treehouse Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Treehouse Foods lagged returns against current returns
Autocorrelation, which is Treehouse 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 Treehouse Foods' stock expected returns. We can calculate the autocorrelation of Treehouse Foods returns to help us make a trade decision. For example, suppose you find that Treehouse 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 |
Treehouse 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 Treehouse Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Treehouse Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Treehouse Foods stock over time.
Current vs Lagged Prices |
| Timeline |
Treehouse Foods Lagged Returns
When evaluating Treehouse Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Treehouse Foods stock have on its future price. Treehouse 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, Treehouse Foods autocorrelation shows the relationship between Treehouse Foods stock current value and its past values and can show if there is a momentum factor associated with investing in Treehouse Foods.
Regressed Prices |
| Timeline |
Treehouse Foods Investors Sentiment
The influence of Treehouse Foods' 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 Treehouse. 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 Treehouse Foods' public news can be used to forecast risks associated with an investment in Treehouse. The trend in average sentiment can be used to explain how an investor holding Treehouse can time the market purely based on public headlines and social activities around Treehouse Foods. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Treehouse Foods' 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 Treehouse Foods' 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 Treehouse Foods' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Treehouse Foods.
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 Treehouse Foods 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, Treehouse Foods' short interest history, or implied volatility extrapolated from Treehouse Foods options trading.
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When determining whether Treehouse Foods is a strong investment it is important to analyze Treehouse Foods' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Treehouse Foods' future performance. For an informed investment choice regarding Treehouse Stock, refer to the following important reports:Check out Treehouse Foods Correlation, Treehouse Foods Volatility and Treehouse Foods Alpha and Beta module to complement your research on Treehouse Foods. For more information on how to buy Treehouse Stock please use our How to Invest in Treehouse Foods guide.Note that the Treehouse Foods information on this page should be used as a complementary analysis to other Treehouse Foods' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary 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.
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Treehouse 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.