Arcos Stock Alpha and Beta Analysis

ARCO Stock  USD 9.17  0.32  3.37%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcos Dorados Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcos Dorados over a specified time horizon. Remember, high Arcos Dorados' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Sharpe Ratio
Expected Return
Please note that although Arcos Dorados alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Arcos Dorados did 0.002042  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Arcos Dorados Holdings stock's relative risk over its benchmark. Arcos Dorados Holdings has a beta of 1.87  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arcos Dorados will likely underperform. Arcos Dorados Book Value per Share is very stable at the moment as compared to the past year. Arcos Dorados reported last year Book Value per Share of 1.52. As of 26th of September 2023, Enterprise Value over EBIT is likely to grow to 11.87, while Price to Book Value is likely to drop 5.21.

Arcos Dorados Quarterly Book Value per Share


Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Check out Arcos Dorados Backtesting, Arcos Dorados Valuation, Arcos Dorados Correlation, Arcos Dorados Hype Analysis, Arcos Dorados Volatility, Arcos Dorados History and analyze Arcos Dorados Performance.

Arcos Dorados Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcos Dorados market risk premium is the additional return an investor will receive from holding Arcos Dorados long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Arcos Dorados. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Arcos Dorados' performance over market.
α-0.002   β1.87

Arcos Dorados expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Arcos Dorados' Buy-and-hold return. Our buy-and-hold chart shows how Arcos Dorados performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Arcos Dorados Market Price Analysis

Market price analysis indicators help investors to evaluate how Arcos Dorados stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcos Dorados shares will generate the highest return on investment. By understating and applying Arcos Dorados stock market price indicators, traders can identify Arcos Dorados position entry and exit signals to maximize returns.

Arcos Dorados Return and Market Media

The median price of Arcos Dorados for the period between Wed, Jun 28, 2023 and Tue, Sep 26, 2023 is 10.32 with a coefficient of variation of 4.67. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 10.34, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
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About Arcos Dorados Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Arcos or other stocks. Alpha measures the amount that position in Arcos Dorados Holdings has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2020 2021 2022 (projected)
Book Value per Share0.941.041.52
Asset Turnover0.91.171.45

Arcos Dorados Upcoming Company Events

As portrayed in its financial statements, the presentation of Arcos Dorados' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcos Dorados' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcos Dorados' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcos Dorados. Please utilize our Beneish M Score to check the likelihood of Arcos Dorados' management manipulating its earnings.
15th of November 2023
Upcoming Quarterly Report
20th of March 2024
Next Financial Report
30th of September 2023
Next Fiscal Quarter End
20th of March 2024
Next Fiscal Year End
30th of June 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

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Check out Arcos Dorados Backtesting, Arcos Dorados Valuation, Arcos Dorados Correlation, Arcos Dorados Hype Analysis, Arcos Dorados Volatility, Arcos Dorados History and analyze Arcos Dorados Performance. Note that the Arcos Dorados Holdings information on this page should be used as a complementary analysis to other Arcos Dorados' 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 Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.

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When running Arcos Dorados' price analysis, check to measure Arcos Dorados' 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 Arcos Dorados is operating at the current time. Most of Arcos Dorados' value examination focuses on studying past and present price action to predict the probability of Arcos Dorados' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcos Dorados' price. Additionally, you may evaluate how the addition of Arcos Dorados to your portfolios can decrease your overall portfolio volatility.
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Arcos Dorados 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.
A focus of Arcos Dorados technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arcos Dorados trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...