Macroaxis considers Papa Johns not too risky given 1 month investment horizon. Papa Johns Internati maintains Sharpe Ratio (i.e. Efficiency) of 0.1768 which implies Papa Johns Internati had 0.1768% 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 employ Papa Johns Internati Coefficient Of Variation of 656.13, Semi Deviation of 1.43 and Risk Adjusted Performance of 0.0669 to confirm if our risk estimates are consistent with your expectations.
|Time Horizon||30 Days Login to change|
Papa Johns Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Papa Johns will likely underperform.One Month Beta |Analyze Papa Johns Internati Demand TrendCheck current 30 days Papa Johns correlation with market (DOW)|
β = 1.9733
Papa Johns Internati Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, the stock has beta coefficient of 1.9733 . This implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Papa Johns will likely underperform. Additionally, Papa Johns International Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Given the investment horizon of 30 days, the coefficient of variation of Papa Johns is 565.5. The daily returns are destributed with a variance of 3.08 and standard deviation of 1.75. The mean deviation of Papa Johns International Inc is currently at 1.29. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39