Sysco Alpha and Beta Analysis

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SYY -- USA Stock  

Report: 10th of August 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for all equities including Sysco, as well as systematic risk associated with investing in Sysco over a specified time horizon. Additionally, take a look at Sysco Backtesting, Sysco Valuation, Sysco Correlation, Sysco Hype Analysis, Sysco Volatility, Sysco History and analyze Sysco Performance.

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Please note that although Sysco alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Sysco did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Sysco stock's relative risk over its benchmark. Sysco has a beta of 1.72  . Let's try to break down what Sysco's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sysco will likely underperform.
Sysco Enterprise Value over EBIT is fairly stable at the moment as compared to the past year. Sysco reported Enterprise Value over EBIT of 11.50 in 2019. Enterprise Value over EBITDA is likely to grow to 11.58 in 2020, whereas Book Value per Share is likely to drop 6.28 in 2020. 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.

  Sysco Quarterly Book Value per Share

Sysco Market Premiums

α-0.11   β1.72
30 days against DJI

Sysco expected buy-and-hold returns

Sysco Market Price Analysis

Sysco Return and Market Media

The median price of Sysco for the period between Tue, Apr 7, 2020 and Mon, Jul 6, 2020 is 53.29 with a coefficient of variation of 9.19. The daily time series for the period is distributed with a sample standard deviation of 4.82, arithmetic mean of 52.51, and mean deviation of 3.74. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sysco exotic insider transaction detected04/08/2020
2
Exercise or conversion by William DeLaney of 73000 shares of...04/09/2020
3
Payment of 1791 shares by Wayne Shurts of Sysco subject to R...04/13/2020
4
Acquisition by Ward Jackie M of 3827 shares of Sysco subject...04/15/2020
5
Sysco exotic insider transaction detected04/21/2020
6
Acquisition by HansJoachim Koerber of 225 shares of Sysco su...04/23/2020
7
Exercise or conversion by Stubblefield John K Jr of 32000 sh...04/29/2020
8
Factors Worth Watching Ahead of Syscos Q3 Earnings - Nasdaq04/30/2020
9
Sysco exotic insider transaction detected05/01/2020
10
Acquisition by Ward Jackie M of 1008 shares of Sysco subject...05/04/2020
11
Sysco exotic insider transaction detected05/05/2020
12
Sysco exotic insider transaction detected05/07/2020
13
Sysco exotic insider transaction detected05/12/2020
14
Acquisition by Nancy Newcomb of 204 shares of Sysco subject ...05/14/2020
15
Acquisition by Robinson Cathy Marie of 89709 shares of Sysco...05/15/2020
16
Sysco exotic insider transaction detected05/19/2020
17
SYY Named A Top Socially Responsible Dividend Stock - Nasdaq05/21/2020
18
Exercise or conversion by Hope James D of 9999 shares of Sys...05/22/2020
19
Sale by Accardi Lawrence J of 10000 shares of Sysco05/26/2020
20
Acquisition by Robert Kreidler of 75000 shares of Sysco subj...05/27/2020
21
Acquisition by John Cassaday of 208 shares of Sysco subject ...05/28/2020
22
Acquisition by Nichols Michael C of 8500 shares of Sysco sub...05/29/2020
23
Acquisition by John Cassaday of 182 shares of Sysco subject ...06/02/2020
24
Payment of 1734 shares by Greg Bertrand of Sysco subject to ...06/04/2020
25
SYSCO Raised to Overweight at Wells Fargo Co - MarketBeat06/05/2020
26
Exercise or conversion by William Day of 15400 shares of Sys...06/09/2020
27
Acquisition by John Cassaday of 145 shares of Sysco subject ...06/10/2020
28
Bona fide gift to Lankford Thomas E of 41402 shares of Sysco...06/11/2020
29
Acquisition by Ward Jackie M of 1082 shares of Sysco subject...06/12/2020
30
Acquisition by HansJoachim Koerber of 2958 shares of Sysco s...06/15/2020
31
Sysco Corporation Dips 2.99 percent for June 19 - Equities.c...06/19/2020
32
Sysco Corporation Dips 5.83 percent for June 24 - Equities.c...06/24/2020
33
Acquisition by John Hinshaw of 459 shares of Sysco subject t...06/30/2020

About Sysco 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Sysco 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.
 2010 2017 2019 (projected)
Long Term Debt to Equity3.223.253.01
Interest Coverage6.786.475.89

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