Restaurant Brands New Stock Market Value
RTBRF Stock | USD 1.97 0.00 0.00% |
Symbol | Restaurant |
Restaurant Brands '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 Restaurant Brands' pink sheet 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 Restaurant Brands.
04/03/2023 |
| 03/28/2024 |
If you would invest 0.00 in Restaurant Brands on April 3, 2023 and sell it all today you would earn a total of 0.00 from holding Restaurant Brands New or generate 0.0% return on investment in Restaurant Brands over 360 days. Restaurant Brands is related to or competes with McDonalds, Starbucks, Chipotle Mexican, Yum Brands, Restaurant Brands, Restaurant Brands, and Darden Restaurants. Restaurant Brands New Zealand Limited, together with its subsidiaries, operates quick service and takeaway restaurants i... More
Restaurant Brands 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 Restaurant Brands' pink sheet 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 Restaurant Brands New upside and downside potential and time the market with a certain degree of confidence.
Information Ratio | (0.13) | |||
Maximum Drawdown | 24.15 |
Restaurant Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Restaurant Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Restaurant Brands' standard deviation. In reality, there are many statistical measures that can use Restaurant Brands historical prices to predict the future Restaurant Brands' volatility.Risk Adjusted Performance | (0.03) | |||
Jensen Alpha | (0.08) | |||
Total Risk Alpha | (0.75) | |||
Treynor Ratio | 0.2152 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Restaurant Brands' 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.
Restaurant Brands New Backtested Returns
Restaurant Brands New maintains Sharpe Ratio (i.e., Efficiency) of -0.11, which implies the firm had a -0.11% return per unit of risk over the last 3 months. Restaurant Brands New exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Restaurant Brands' Variance of 6.29, coefficient of variation of (1,392), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The company holds a Beta of -0.88, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Restaurant Brands are expected to decrease slowly. On the other hand, during market turmoil, Restaurant Brands is expected to outperform it slightly. Restaurant Brands New has an expected return of -0.28%. Please make sure to check Restaurant Brands New standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Restaurant Brands New performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Restaurant Brands New has good predictability. Overlapping area represents the amount of predictability between Restaurant Brands time series from 3rd of April 2023 to 30th of September 2023 and 30th of September 2023 to 28th of March 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 Restaurant Brands New price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Restaurant Brands price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.6 | |
Spearman Rank Test | 0.25 | |
Residual Average | 0.0 | |
Price Variance | 0.05 |
Restaurant Brands New lagged returns against current returns
Autocorrelation, which is Restaurant Brands pink sheet'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 Restaurant Brands' pink sheet expected returns. We can calculate the autocorrelation of Restaurant Brands returns to help us make a trade decision. For example, suppose you find that Restaurant Brands has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Restaurant Brands 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 Restaurant Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Restaurant Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Restaurant Brands pink sheet over time.
Current vs Lagged Prices |
Timeline |
Restaurant Brands Lagged Returns
When evaluating Restaurant Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Restaurant Brands pink sheet have on its future price. Restaurant Brands 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, Restaurant Brands autocorrelation shows the relationship between Restaurant Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Restaurant Brands New.
Regressed Prices |
Timeline |
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 Restaurant Brands 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, Restaurant Brands' short interest history, or implied volatility extrapolated from Restaurant Brands options trading.
Currently Active Assets on Macroaxis
Check out Restaurant Brands Correlation, Restaurant Brands Volatility and Restaurant Brands Alpha and Beta module to complement your research on Restaurant Brands. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Complementary Tools for Restaurant Pink Sheet analysis
When running Restaurant Brands' price analysis, check to measure Restaurant Brands' 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 Restaurant Brands is operating at the current time. Most of Restaurant Brands' value examination focuses on studying past and present price action to predict the probability of Restaurant Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Restaurant Brands' price. Additionally, you may evaluate how the addition of Restaurant Brands to your portfolios can decrease your overall portfolio volatility.
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Restaurant Brands technical pink sheet 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, pink sheet market cycles, or different charting patterns.