Ryder Stock Market Value

R
 Stock
  

USD 79.05  1.65  2.13%   

Ryder System's market value is the price at which a share of Ryder System stock trades on a public exchange. It measures the collective expectations of Ryder System investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Ryder System and determine expected loss or profit from investing in Ryder System over a given investment horizon. Additionally, take a look at Ryder System Correlation, Ryder System Volatility and Ryder System Alpha and Beta module to complement your research on Ryder System.
Symbol


Is Ryder System's industry 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 Ryder System. If investors know Ryder 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 Ryder System listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Ryder System is measured differently than its book value, which is the value of Ryder that is recorded on the company's balance sheet. Investors also form their own opinion of Ryder System's value that differs from its market value or its book value, called intrinsic value, which is Ryder System's 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 Ryder System's market value can be influenced by many factors that don't directly affect Ryder System's 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 Ryder System's value and its price as these two are different measures arrived at by different means. Investors typically determine Ryder System value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ryder System's 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.

Ryder System '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 Ryder System's 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 Ryder System.
0.00
07/07/2022
No Change 0.00  0.0 
In 2 months and 31 days
10/05/2022
0.00
If you would invest  0.00  in Ryder System on July 7, 2022 and sell it all today you would earn a total of 0.00 from holding Ryder System or generate 0.0% return on investment in Ryder System over 90 days. Ryder System is related to or competes with Amazon. Ryder System, Inc. operates as a logistics and transportation company worldwide More

Ryder System 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 Ryder System's 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 Ryder System upside and downside potential and time the market with a certain degree of confidence.

Ryder System Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ryder System's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ryder System's standard deviation. In reality, there are many statistical measures that can use Ryder System historical prices to predict the future Ryder System's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Ryder System's 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. Please use the tools below to analyze the current value of Ryder System in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
76.4379.1381.83
Details
Intrinsic
Valuation
LowReal ValueHigh
71.1589.3092.00
Details
Naive
Forecast
LowNext ValueHigh
80.3583.0585.75
Details
8 Analysts
Consensus
LowTarget PriceHigh
85.0091.43100.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Ryder System. Your research has to be compared to or analyzed against Ryder System's peers to derive any actionable benefits. When done correctly, Ryder System's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Ryder System.

Ryder System Backtested Returns

We consider Ryder System very steady. Ryder System maintains Sharpe Ratio (i.e., Efficiency) of 0.0647, which implies the firm had 0.0647% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Ryder System, which you can use to evaluate the future volatility of the company. Please check Ryder System Semi Deviation of 1.88, risk adjusted performance of 0.0852, and Coefficient Of Variation of 1541.5 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%.
Ryder System has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 1.1261, which implies a somewhat significant risk relative to the market. Let's try to break down what Ryder's beta means in this case. Ryder System returns are very sensitive to returns on the market. As the market goes up or down, Ryder System is expected to follow. Although it is important to respect Ryder System current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Ryder System technical indicators, you can presently evaluate if the expected return of 0.17% will be sustainable into the future. Ryder System right now holds a risk of 2.7%. Please check Ryder System sortino ratio, as well as the relationship between the semi variance and rate of daily change to decide if Ryder System will be following its historical price patterns.

Auto-correlation

    
  -0.45  

Modest reverse predictability

Ryder System has modest reverse predictability. Overlapping area represents the amount of predictability between Ryder System time series from 7th of July 2022 to 21st of August 2022 and 21st of August 2022 to 5th of October 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ryder System price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Ryder System price fluctuation can be explain by its past prices.
Correlation Coefficient-0.45
Spearman Rank Test-0.39
Residual Average0.0
Price Variance15.63

Ryder System lagged returns against current returns

Autocorrelation, which is Ryder System 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 Ryder System's stock expected returns. We can calculate the autocorrelation of Ryder System returns to help us make a trade decision. For example, suppose you find that Ryder System stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Ryder System 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 Ryder System stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ryder System stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ryder System stock over time.
   Current vs Lagged Prices   
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       Timeline  

Ryder System Lagged Returns

When evaluating Ryder System's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ryder System stock have on its future price. Ryder System 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, Ryder System autocorrelation shows the relationship between Ryder System stock current value and its past values and can show if there is a momentum factor associated with investing in Ryder System.
   Regressed Prices   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Ryder System without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, take a look at Ryder System Correlation, Ryder System Volatility and Ryder System Alpha and Beta module to complement your research on Ryder System. You can also try Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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When running Ryder System price analysis, check to measure Ryder System's 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 Ryder System is operating at the current time. Most of Ryder System's value examination focuses on studying past and present price action to predict the probability of Ryder System's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Ryder System's price. Additionally, you may evaluate how the addition of Ryder System to your portfolios can decrease your overall portfolio volatility.
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Ryder System 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.
A focus of Ryder System technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Ryder System trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...