TreeHouse Foods (Germany) Market Value
| T4H Stock | EUR 32.80 1.00 2.96% |
| Symbol | TreeHouse |
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.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in TreeHouse Foods on November 1, 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 Danone SA, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, NorAm Drilling, and Identiv. TreeHouse Foods, Inc. operates as a food and beverage manufacturer in the United States, Canada, and Italy 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 | (0.10) | |||
| Maximum Drawdown | 19.25 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 2.6 |
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 | (0.03) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.58) | |||
| Treynor Ratio | (1.16) |
TreeHouse Foods Backtested Returns
TreeHouse Foods owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0555, which indicates the firm had a -0.0555% return per unit of risk over the last 3 months. TreeHouse Foods exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TreeHouse Foods' Coefficient Of Variation of (2,037), variance of 6.93, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TreeHouse Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding TreeHouse Foods is expected to be smaller as well. At this point, TreeHouse Foods has a negative expected return of -0.15%. Please make sure to validate TreeHouse Foods' standard deviation, information ratio, total risk alpha, as well as the relationship between the variance and jensen alpha , to decide if TreeHouse Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.11 |
Insignificant reverse predictability
TreeHouse Foods has insignificant reverse predictability. Overlapping area represents the amount of predictability between TreeHouse Foods time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 -0.11 indicates that less than 11.0% of current TreeHouse Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 1.15 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in TreeHouse Stock
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 detail on how to invest in TreeHouse Stock please use our How to Invest in TreeHouse Foods guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.