US Foods (Germany) Market Value
| UFH Stock | 66.00 0.50 0.76% |
| Symbol | UFH |
US 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 US 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 US Foods.
| 06/02/2023 |
| 01/22/2025 |
If you would invest 0.00 in US Foods on June 2, 2023 and sell it all today you would earn a total of 0.00 from holding US Foods Holding or generate 0.0% return on investment in US Foods over 600 days. US Foods is related to or competes with Scandinavian Tobacco, British American, PKSHA TECHNOLOGY, JAPAN TOBACCO, Kingdee International, and Agilent Technologies. More
US 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 US 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 US Foods Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | 0.1325 | |||
| Maximum Drawdown | 8.16 | |||
| Value At Risk | (1.74) | |||
| Potential Upside | 2.38 |
US Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as US Foods' standard deviation. In reality, there are many statistical measures that can use US Foods historical prices to predict the future US Foods' volatility.| Risk Adjusted Performance | 0.1381 | |||
| Jensen Alpha | 0.1998 | |||
| Total Risk Alpha | 0.1652 | |||
| Sortino Ratio | 0.1246 | |||
| Treynor Ratio | 0.6506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of US 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.
US Foods Holding Backtested Returns
US Foods appears to be very steady, given 3 months investment horizon. US Foods Holding retains Efficiency (Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for US Foods, which you can use to evaluate the volatility of the company. Please review US Foods' Mean Deviation of 1.04, risk adjusted performance of 0.1381, and Downside Deviation of 1.46 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, US Foods holds a performance score of 15. The entity owns a Beta (Systematic Risk) of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, US Foods' returns are expected to increase less than the market. However, during the bear market, the loss of holding US Foods is expected to be smaller as well. Please check US Foods' semi deviation, sortino ratio, semi variance, as well as the relationship between the standard deviation and value at risk , to make a quick decision on whether US Foods' current price history will revert.
Auto-correlation | 0.84 |
Very good predictability
US Foods Holding has very good predictability. Overlapping area represents the amount of predictability between US Foods time series from 2nd of June 2023 to 28th of March 2024 and 28th of March 2024 to 22nd 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 US Foods Holding price movement. The serial correlation of 0.84 indicates that around 84.0% of current US Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 46.06 |
US Foods Holding lagged returns against current returns
Autocorrelation, which is US 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 US Foods' stock expected returns. We can calculate the autocorrelation of US Foods returns to help us make a trade decision. For example, suppose you find that US 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 |
US 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 US Foods stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if US Foods stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in US Foods stock over time.
Current vs Lagged Prices |
| Timeline |
US Foods Lagged Returns
When evaluating US Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of US Foods stock have on its future price. US 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, US Foods autocorrelation shows the relationship between US Foods stock current value and its past values and can show if there is a momentum factor associated with investing in US Foods Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for UFH Stock Analysis
When running US Foods' price analysis, check to measure US 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 US Foods is operating at the current time. Most of US Foods' value examination focuses on studying past and present price action to predict the probability of US Foods' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move US Foods' price. Additionally, you may evaluate how the addition of US Foods to your portfolios can decrease your overall portfolio volatility.