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TreeHouse Foods Inc

THS
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24.430USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
1.23BMarket Cap
LossP/E TTM

Risk Assessment

Currency: USD Updated: 2026-02-10
Previous score
6.34
Change
0
TreeHouse Foods Inc’s latest ESG disclosure leads the Food & Tobacco industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
0.15
VaR
+3.53%
240-Day Maximum Drawdown
+49.67%
240-Day Volatility
+43.55%

Return

Best Daily Return
60 days
+2.06%
120 days
+22.68%
5 years
+22.68%
Worst Daily Return
60 days
-1.31%
120 days
-6.10%
5 years
-15.49%
Sharpe Ratio
60 days
+1.98
120 days
+1.38
5 years
-0.19

Risk Assessment

Maximum Drawdown
240 days
+49.67%
3 years
+70.68%
5 years
+70.68%
Return-to-Drawdown Ratio
240 days
-0.43
3 years
-0.24
5 years
-0.14
Skewness
240 days
+2.52
3 years
+0.92
5 years
+0.95

Volatility

Realised Volatility
240 days
+43.55%
5 years
+39.06%
Standardised True Range
240 days
+3.00%
5 years
+4.65%
Downside Risk-Adjusted Return
120 days
+323.53%
240 days
+323.53%
Maximum Daily Upside Volatility
60 days
+8.26%
Maximum Daily Downside Volatility
60 days
+6.53%

Liquidity

Average Turnover Rate
60 days
+1.44%
120 days
+1.44%
5 years
--
Turnover Deviation
20 days
+61.97%
60 days
+29.38%
120 days
+29.31%
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