Papa Johns Performance

Papa Johns International Inc -- USA Stock  

USD 63.78  4.69  7.94%

On a scale of 0 to 100 Papa Johns holds performance score of 8. The organization holds Beta of 2.2944 which implies as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Papa Johns will likely underperform.. Although it is vital to follow to Papa Johns Internati current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity 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 Papa Johns Internati technical indicators you can presently evaluate if the expected return of 0.3237% will be sustainable into the future. Please employ Papa Johns Internati Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Papa Johns historical price patterns will revert.
 Time Horizon     30 Days    Login   to change

Papa Johns Internati Relative Risk vs. Return Landscape

If you would invest  6,010  in Papa Johns International Inc on December 19, 2017 and sell it today you would earn a total of  368  from holding Papa Johns International Inc or generate 6.12% return on investment over 30 days. Papa Johns International Inc is currenly generating 0.3237% of daily expected returns and assumes 2.373% risk (volatility on return distribution) over the 30 days horizon. In different words, 21% of equities are less volatile than Papa Johns International Inc and 94% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Papa Johns International Inc is expected to generate 5.44 times more return on investment than the market. However, the company is 5.44 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly 0.62 per unit of risk.

Papa Johns Daily Price Distribution

The median price of Papa Johns for the period between Tue, Dec 19, 2017 and Thu, Jan 18, 2018 is 58.79 with a coefficient of variation of 3.01. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 58.74, and mean deviation of 1.35. The Stock received some media coverage during the period.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Papa Johns International Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Papa Johns Sharpe Ratio = 0.1364
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Estimated Market Risk

 2.37
  actual daily
 
 79 %
of total potential
  

Expected Return

 0.32
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.14
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average Papa Johns is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Papa Johns by adding it to a well-diversified portfolio.

Dividends

Papa Johns Internati Dividends Analysis
Check Papa Johns Internati dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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