Sysco Corp (Germany) Market Value
| SYY Stock | EUR 72.24 0.16 0.22% |
| Symbol | Sysco |
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.
| 04/11/2024 |
| 01/06/2025 |
If you would invest 0.00 in Sysco Corp on April 11, 2024 and sell it all today you would earn a total of 0.00 from holding Sysco Corp or generate 0.0% return on investment in Sysco Corp over 270 days. Sysco Corp is related to or competes with UNITED UTILITIES, Chesapeake Utilities, PDS Biotechnology, Scandinavian Tobacco, Linedata Services, Major Drilling, and Information Services. More
Sysco Corp 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 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.
| Downside Deviation | 0.9635 | |||
| Information Ratio | 0.0521 | |||
| Maximum Drawdown | 6.61 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.07 |
Sysco Corp Market Risk Indicators
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.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 0.0736 | |||
| Total Risk Alpha | 0.0567 | |||
| Sortino Ratio | 0.0651 | |||
| Treynor Ratio | 0.6482 |
Sysco Corp Backtested Returns
Currently, Sysco Corp is out of control. Sysco Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% 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 Coefficient Of Variation of 1416.54, risk adjusted performance of 0.0605, and Semi Deviation of 0.8739 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 0.12, 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 1.22%. Please validate Sysco Corp 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 Corp will be following its existing price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Sysco Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Sysco Corp time series from 11th of April 2024 to 24th of August 2024 and 24th of August 2024 to 6th 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 -0.05 indicates that only as little as 5.0% of current Sysco Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 7.28 |
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 |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Sysco Stock Analysis
When running Sysco Corp's price analysis, check to measure Sysco Corp'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 Corp is operating at the current time. Most of Sysco Corp's value examination focuses on studying past and present price action to predict the probability of Sysco Corp'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 Corp's price. Additionally, you may evaluate how the addition of Sysco Corp to your portfolios can decrease your overall portfolio volatility.