Us Foods Holding Stock Market Value
| USFD Stock | USD 69.85 0.32 0.46% |
| Symbol | USFD |
US Foods Holding Price To Book Ratio
Is Consumer Staples Distribution & Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of US Foods. If investors know USFD will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about US Foods listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.605 | Earnings Share 2.33 | Revenue Per Share 152.802 | Quarterly Revenue Growth 0.068 | Return On Assets 0.0521 |
The market value of US Foods Holding is measured differently than its book value, which is the value of USFD that is recorded on the company's balance sheet. Investors also form their own opinion of US Foods' value that differs from its market value or its book value, called intrinsic value, which is US Foods' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because US Foods' market value can be influenced by many factors that don't directly affect US Foods' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between US Foods' value and its price as these two are different measures arrived at by different means. Investors typically determine if US Foods is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US Foods' 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.
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.
| 06/02/2024 |
| 11/29/2024 |
If you would invest 0.00 in US Foods on June 2, 2024 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 180 days. US Foods is related to or competes with Chefs Warehouse, Sysco, SpartanNash, Calavo Growers, Performance Food, United Natural, and Andersons. US Foods Holding Corp., through its subsidiary, US Foods, Inc., markets and distributes fresh, frozen, and dry food and ... 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 | 1.2 | |||
| Information Ratio | 0.1198 | |||
| Maximum Drawdown | 6.32 | |||
| Value At Risk | (1.58) | |||
| Potential Upside | 2.2 |
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 | 0.1731 | |||
| Jensen Alpha | 0.1599 | |||
| Total Risk Alpha | 0.0772 | |||
| Sortino Ratio | 0.1236 | |||
| Treynor Ratio | 0.2926 |
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 0.22, which indicates the firm had a 0.22% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for US Foods, which you can use to evaluate the volatility of the company. Please review US Foods' Downside Deviation of 1.2, risk adjusted performance of 0.1731, and Mean Deviation of 0.8943 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 17. The entity owns a Beta (Systematic Risk) of 0.9, which indicates possible diversification benefits within a given portfolio. US Foods returns are very sensitive to returns on the market. As the market goes up or down, US Foods is expected to follow. Please check US Foods' value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether US Foods' current price history will revert.
Auto-correlation | 0.70 |
Good predictability
US Foods Holding has good predictability. Overlapping area represents the amount of predictability between US Foods time series from 2nd of June 2024 to 31st of August 2024 and 31st of August 2024 to 29th of November 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 US Foods Holding price movement. The serial correlation of 0.7 indicates that around 70.0% of current US Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 10.77 |
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 |
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.When determining whether US Foods Holding is a strong investment it is important to analyze US 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 US Foods' future performance. For an informed investment choice regarding USFD Stock, refer to the following important reports:Check out US Foods Correlation, US Foods Volatility and US Foods Alpha and Beta module to complement your research on US Foods. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
US 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.