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For a long time, institutional investors and large individual investors devote their best efforts to attempt to obtain the abnormal returns from the food markets to be long term winners without taking too much risk. By applying historical data in the foodstuff stock food markets and statistical methods properly, it is possible for investors to succeed in distinguishing future winners and losers from each other. However, a large amount of studies hold the view that it is quite difficult for investors to beat the market in the long term. After all, the predictive foodstuff stock returns are already controversial and the reality is still far away from the predictions. This study attempts to analyze and predict foodstuff stock returns by processing and regressing the historical data in the UK and US foodstuff stock food markets.

Predictability of Foodstuff Stock Returns Using Financial Ratios in the UK and US Food Markets