Papa Johns International Stock Market Value
| PZZA Stock | USD 62.50 1.15 1.87% |
| Symbol | Papa |
Papa Johns International Price To Book Ratio
Is Papa Johns' 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 Papa Johns. If investors know Papa 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 Papa Johns listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.205 | Dividend Share 1.76 | Earnings Share 2.48 | Revenue Per Share 64.854 | Quarterly Revenue Growth 0.086 |
The market value of Papa Johns International is measured differently than its book value, which is the value of Papa that is recorded on the company's balance sheet. Investors also form their own opinion of Papa Johns' value that differs from its market value or its book value, called intrinsic value, which is Papa Johns' 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 Papa Johns' market value can be influenced by many factors that don't directly affect Papa Johns' 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 Papa Johns' value and its price as these two are different measures arrived at by different means. Investors typically determine if Papa Johns is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Papa Johns' 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.
Papa Johns '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 Papa Johns' 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 Papa Johns.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Papa Johns on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Papa Johns International or generate 0.0% return on investment in Papa Johns over 30 days. Papa Johns is related to or competes with Yum Brands, Wingstop, Darden Restaurants, Chipotle Mexican, Dine Brands, Bloomin Brands, and BJs Restaurants. Papa Johns International, Inc. operates and franchises pizza delivery and carryout restaurants under the Papa Johns trad... More
Papa Johns 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 Papa Johns' 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 Papa Johns International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 7.95 | |||
| Value At Risk | (3.22) | |||
| Potential Upside | 2.62 |
Papa Johns Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Papa Johns' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Papa Johns' standard deviation. In reality, there are many statistical measures that can use Papa Johns historical prices to predict the future Papa Johns' volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Papa Johns' 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.
Papa Johns International Backtested Returns
Papa Johns International maintains Sharpe Ratio (i.e., Efficiency) of -0.17, which implies the firm had a -0.17% return per unit of risk over the last 3 months. Papa Johns International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Papa Johns' Variance of 3.22, risk adjusted performance of (0.08), and Coefficient Of Variation of (754.87) to confirm the risk estimate we provide. The company holds a Beta of 1.15, which implies a somewhat significant risk relative to the market. Papa Johns returns are very sensitive to returns on the market. As the market goes up or down, Papa Johns is expected to follow. Papa Johns International has an expected return of -0.3%. Please make sure to check Papa Johns International total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Papa Johns International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Papa Johns International has average predictability. Overlapping area represents the amount of predictability between Papa Johns time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Papa Johns International price movement. The serial correlation of 0.46 indicates that about 46.0% of current Papa Johns price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.42 |
Papa Johns International lagged returns against current returns
Autocorrelation, which is Papa Johns 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 Papa Johns' stock expected returns. We can calculate the autocorrelation of Papa Johns returns to help us make a trade decision. For example, suppose you find that Papa Johns 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Papa Johns 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 Papa Johns stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Papa Johns stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Papa Johns stock over time.
Current vs Lagged Prices |
| Timeline |
Papa Johns Lagged Returns
When evaluating Papa Johns' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Papa Johns stock have on its future price. Papa Johns 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, Papa Johns autocorrelation shows the relationship between Papa Johns stock current value and its past values and can show if there is a momentum factor associated with investing in Papa Johns International.
Regressed Prices |
| Timeline |
Papa Johns Investors Sentiment
The influence of Papa Johns' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Papa. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Papa Johns' public news can be used to forecast risks associated with an investment in Papa. The trend in average sentiment can be used to explain how an investor holding Papa can time the market purely based on public headlines and social activities around Papa Johns International. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Papa Johns' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Papa Johns' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Papa Johns' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Papa Johns.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Papa Johns in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Papa Johns' short interest history, or implied volatility extrapolated from Papa Johns options trading.
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Check out Papa Johns Correlation, Papa Johns Volatility and Papa Johns Alpha and Beta module to complement your research on Papa Johns. Note that the Papa Johns International information on this page should be used as a complementary analysis to other Papa Johns' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Papa Stock analysis
When running Papa Johns' price analysis, check to measure Papa Johns' 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 Papa Johns is operating at the current time. Most of Papa Johns' value examination focuses on studying past and present price action to predict the probability of Papa Johns' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Papa Johns' price. Additionally, you may evaluate how the addition of Papa Johns to your portfolios can decrease your overall portfolio volatility.
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Papa Johns 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.