Papa Johns Risk Analysis And Volatility Evaluation

PZZA -- USA Stock  

USD 55.87  1.54  2.83%

We consider Papa Johns not too risky. Papa Johns Internati maintains Sharpe Ratio (i.e. Efficiency) of 0.0905 which implies Papa Johns Internati had 0.0905% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Papa Johns Internati which you can use to evaluate future volatility of the company. Please check Papa Johns Internati Coefficient Of Variation of 956.89, Semi Deviation of 1.62 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.1676%.
 Time Horizon     30 Days    Login   to change

Papa Johns Internati Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Papa Johns Internati Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given the investment horizon of 30 days, Papa Johns has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and Papa Johns are completely uncorrelated. Furthermore, Papa Johns InternationalIt does not look like Papa Johns alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Papa Johns is 1104.38. The daily returns are destributed with a variance of 3.43 and standard deviation of 1.85. The mean deviation of Papa Johns International is currently at 1.27. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.85
Ir
Information ratio =0.10

Actual Return Volatility

Papa Johns International inherits 1.8515% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.6072% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Papa Johns Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Papa Johns Investment Opportunity
Papa Johns International has a volatility of 1.85 and is 3.03 times more volatile than DOW. 17% of all equities and portfolios are less risky than Papa Johns. Compared to the overall equity markets, volatility of historical daily returns of Papa Johns International is lower than 17 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Papa Johns Internati Total Debt History

Total Debt

Volatility Indicators

Papa Johns Current Risk Indicators
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