Sysco Corp's market value is the price at which a share of Sysco Corp trades on a public exchange. It measures the collective expectations of Sysco Corp investors about its performance. Sysco Corp is trading at 72.26 as of the 9th of January 2025, a 0.18% increase since the beginning of the trading day. The stock's lowest day price was 71.69. With this module, you can estimate the performance of a buy and hold strategy of Sysco Corp and determine expected loss or profit from investing in Sysco Corp over a given investment horizon. Check out Sysco Corp Correlation, Sysco Corp Volatility and Sysco Corp Alpha and Beta module to complement your research on Sysco Corp.
Please note, there is a significant difference between Sysco Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sysco Corp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sysco Corp'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 Corp '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 Corp'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 Corp.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sysco Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sysco Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sysco Corp's standard deviation. In reality, there are many statistical measures that can use Sysco Corp historical prices to predict the future Sysco Corp's volatility.
At this point, Sysco Corp is very steady. Sysco Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sysco Corp, which you can use to evaluate the volatility of the company. Please validate Sysco Corp's Risk Adjusted Performance of 0.0464, semi deviation of 0.7407, and Coefficient Of Variation of 1836.05 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. Sysco Corp has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.077, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sysco Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sysco Corp is expected to be smaller as well. Sysco Corp right now has a risk of 1.1%. Please validate Sysco Corp semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to decide if Sysco Corp will be following its existing price patterns.
Auto-correlation
0.37
Below average predictability
Sysco Corp has below average predictability. Overlapping area represents the amount of predictability between Sysco Corp time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th of January 2025. 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 Corp price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Sysco Corp price fluctuation can be explain by its past prices.
Correlation Coefficient
0.37
Spearman Rank Test
-0.16
Residual Average
0.0
Price Variance
8.28
Sysco Corp lagged returns against current returns
Autocorrelation, which is Sysco Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Sysco Corp returns to help us make a trade decision. For example, suppose you find that Sysco Corp 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 Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sysco Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sysco Corp stock over time.
Current vs Lagged Prices
Timeline
Sysco Corp Lagged Returns
When evaluating Sysco Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sysco Corp stock have on its future price. Sysco Corp 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 Corp autocorrelation shows the relationship between Sysco Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Sysco Corp.
Regressed Prices
Timeline
Also Currently Popular
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.
Sysco Corp financial ratios help investors to determine whether Sysco Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sysco with respect to the benefits of owning Sysco Corp security.