Us Foods Holding Stock Alpha and Beta Analysis
| USFD Stock | USD 69.81 0.04 0.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as US Foods Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in US Foods over a specified time horizon. Remember, high US Foods' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to US Foods' market risk premium analysis include:
Beta 0.9 | Alpha 0.16 | Risk 1.26 | Sharpe Ratio 0.22 | Expected Return 0.28 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
USFD |
US Foods Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. US Foods market risk premium is the additional return an investor will receive from holding US Foods long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in US Foods. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate US Foods' performance over market.| α | 0.16 | β | 0.90 |
US Foods expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of US Foods' Buy-and-hold return. Our buy-and-hold chart shows how US Foods performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.US Foods Market Price Analysis
Market price analysis indicators help investors to evaluate how US Foods stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading US Foods shares will generate the highest return on investment. By understating and applying US Foods stock market price indicators, traders can identify US Foods position entry and exit signals to maximize returns.
US Foods Return and Market Media
The median price of US Foods for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 61.65 with a coefficient of variation of 5.17. The daily time series for the period is distributed with a sample standard deviation of 3.22, arithmetic mean of 62.36, and mean deviation of 2.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Dirk Locascio of US Foods subject to Rule 16b-3 | 09/11/2024 |
2 | What we know about the McDonalds E. coli outbreak | 10/24/2024 |
3 | Block Set to Report Q3 Earnings Buy, Sell or Hold the Stock | 11/05/2024 |
4 | Aramark Surges on Strong Q4 Results, Share Buybacks, and Dividend Increase | 11/11/2024 |
5 | US Foods is an Incredible Growth Stock 3 Reasons Why | 11/18/2024 |
6 | US Foods to Present at the 2024 Morgan Stanley Global Consumer Retail Conference | 11/19/2024 |
7 | US Foods facility to expand in Buda, create 165 jobs | 11/20/2024 |
8 | Acquisition by David Rickard of 17206 shares of US Foods at 23.18 subject to Rule 16b-3 | 11/22/2024 |
9 | Disposition of 6431 shares by Randy Taylor of US Foods at 33.56 subject to Rule 16b-3 | 11/25/2024 |
About US Foods Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including USFD or other stocks. Alpha measures the amount that position in US Foods Holding has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2016 | 2023 (projected) | Dividend Yield | 0.12 | 0.005584 | Price To Sales Ratio | 0.24 | 0.2 |
US Foods Upcoming Company Events
As portrayed in its financial statements, the presentation of US Foods' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, US Foods' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of US Foods' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of US Foods. Please utilize our Beneish M Score to check the likelihood of US Foods' management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out US Foods Backtesting, US Foods Valuation, US Foods Correlation, US Foods Hype Analysis, US Foods Volatility, US Foods History and analyze US Foods Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
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.