TYSON FOODS INC Market Value
| 902494AY9 | 89.15 3.45 3.73% |
| Symbol | TYSON |
TYSON '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 TYSON's bond 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 TYSON.
| 12/22/2024 |
| 03/22/2025 |
If you would invest 0.00 in TYSON on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding TYSON FOODS INC or generate 0.0% return on investment in TYSON over 90 days. TYSON is related to or competes with Yuexiu Transport, Dine Brands, Ioneer, Yum Brands, East Africa, Black Mammoth, and Contango ORE. More
TYSON 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 TYSON's bond 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 TYSON FOODS INC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0045 | |||
| Maximum Drawdown | 24.47 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.74 |
TYSON Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TYSON's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TYSON's standard deviation. In reality, there are many statistical measures that can use TYSON historical prices to predict the future TYSON's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.003 | |||
| Total Risk Alpha | 0.202 | |||
| Treynor Ratio | (0.07) |
TYSON FOODS INC Backtested Returns
At this point, TYSON is very steady. TYSON FOODS INC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0681, which indicates the bond had a 0.0681 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for TYSON FOODS INC, which you can use to evaluate the volatility of the bond. Please validate TYSON's risk adjusted performance of (0.01), and Variance of 10.17 to confirm if the risk estimate we provide is consistent with the expected return of 0.084%. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TYSON's returns are expected to increase less than the market. However, during the bear market, the loss of holding TYSON is expected to be smaller as well.
Auto-correlation | -0.49 |
Modest reverse predictability
TYSON FOODS INC has modest reverse predictability. Overlapping area represents the amount of predictability between TYSON time series from 22nd of December 2024 to 5th of February 2025 and 5th of February 2025 to 22nd of March 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 TYSON FOODS INC price movement. The serial correlation of -0.49 indicates that about 49.0% of current TYSON price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
TYSON FOODS INC lagged returns against current returns
Autocorrelation, which is TYSON bond'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 TYSON's bond expected returns. We can calculate the autocorrelation of TYSON returns to help us make a trade decision. For example, suppose you find that TYSON has exhibited high autocorrelation historically, and you observe that the bond 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 |
TYSON 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 TYSON bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TYSON bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TYSON bond over time.
Current vs Lagged Prices |
| Timeline |
TYSON Lagged Returns
When evaluating TYSON's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TYSON bond have on its future price. TYSON 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, TYSON autocorrelation shows the relationship between TYSON bond current value and its past values and can show if there is a momentum factor associated with investing in TYSON FOODS INC.
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.Other Information on Investing in TYSON Bond
TYSON financial ratios help investors to determine whether TYSON Bond 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 TYSON with respect to the benefits of owning TYSON security.