Arcos Dorados (Germany) Market Value
| AD8 Stock | EUR 7.60 0.06 0.78% |
| Symbol | Arcos |
Arcos Dorados '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 Arcos Dorados' stock 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 Arcos Dorados.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Arcos Dorados on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Arcos Dorados Holdings or generate 0.0% return on investment in Arcos Dorados over 30 days. Arcos Dorados is related to or competes with International Consolidated, United Airlines, JAPAN AIRLINES, Public Storage, SOUTHWEST AIRLINES, Automatic Data, and Datang International. Arcos Dorados Holdings Inc. operates as a franchisee of McDonalds restaurants More
Arcos Dorados 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 Arcos Dorados' stock 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 Arcos Dorados Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 20.38 | |||
| Value At Risk | (3.17) | |||
| Potential Upside | 4.21 |
Arcos Dorados Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arcos Dorados' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arcos Dorados' standard deviation. In reality, there are many statistical measures that can use Arcos Dorados historical prices to predict the future Arcos Dorados' volatility.| Risk Adjusted Performance | 0.0038 | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (0.04) |
Arcos Dorados Holdings Backtested Returns
Arcos Dorados Holdings secures Sharpe Ratio (or Efficiency) of -0.0038, which signifies that the company had a -0.0038% return per unit of standard deviation over the last 3 months. Arcos Dorados Holdings exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arcos Dorados' risk adjusted performance of 0.0038, and Mean Deviation of 1.79 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.61, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arcos Dorados' returns are expected to increase less than the market. However, during the bear market, the loss of holding Arcos Dorados is expected to be smaller as well. At this point, Arcos Dorados Holdings has a negative expected return of -0.0106%. Please make sure to confirm Arcos Dorados' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Arcos Dorados Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Arcos Dorados Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between Arcos Dorados time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Arcos Dorados Holdings price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Arcos Dorados price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Arcos Dorados Holdings lagged returns against current returns
Autocorrelation, which is Arcos Dorados stock'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 Arcos Dorados' stock expected returns. We can calculate the autocorrelation of Arcos Dorados returns to help us make a trade decision. For example, suppose you find that Arcos Dorados has exhibited high autocorrelation historically, and you observe that the stock 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 |
Arcos Dorados 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 Arcos Dorados stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arcos Dorados stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arcos Dorados stock over time.
Current vs Lagged Prices |
| Timeline |
Arcos Dorados Lagged Returns
When evaluating Arcos Dorados' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arcos Dorados stock have on its future price. Arcos Dorados 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, Arcos Dorados autocorrelation shows the relationship between Arcos Dorados stock current value and its past values and can show if there is a momentum factor associated with investing in Arcos Dorados Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Arcos Stock
When determining whether Arcos Dorados Holdings offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Arcos Dorados' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Arcos Dorados Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Arcos Dorados Holdings Stock:Check out Arcos Dorados Correlation, Arcos Dorados Volatility and Arcos Dorados Alpha and Beta module to complement your research on Arcos Dorados. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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.