Papa Johns (Germany) Market Value
| PP1 Stock | EUR 46.20 0.60 1.32% |
| Symbol | Papa |
Papa Johns '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 Papa Johns' 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 Papa Johns.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Papa Johns on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Papa Johns International or generate 0.0% return on investment in Papa Johns over 510 days. Papa Johns is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. Papa Johns International, Inc. operates and franchises pizza delivery and carryout restaurants under the Papa Johns trad... More
Papa Johns 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 Papa Johns' 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 Papa Johns International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.55 | |||
| Information Ratio | 0.0043 | |||
| Maximum Drawdown | 11.75 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 3.43 |
Papa Johns Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Papa Johns' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Papa Johns' standard deviation. In reality, there are many statistical measures that can use Papa Johns historical prices to predict the future Papa Johns' volatility.| Risk Adjusted Performance | 0.0504 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.0042 | |||
| Treynor Ratio | 0.0908 |
Papa Johns International Backtested Returns
At this point, Papa Johns is very steady. Papa Johns International maintains Sharpe Ratio (i.e., Efficiency) of 0.0614, which implies the firm had a 0.0614% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Papa Johns International, which you can use to evaluate the volatility of the company. Please check Papa Johns' Coefficient Of Variation of 1755.44, risk adjusted performance of 0.0504, and Semi Deviation of 2.39 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Papa Johns has a performance score of 4 on a scale of 0 to 100. The company holds a Beta of 1.42, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Papa Johns will likely underperform. Papa Johns International right now holds a risk of 2.44%. Please check Papa Johns International total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Papa Johns International will be following its historical price patterns.
Auto-correlation | 0.64 |
Good predictability
Papa Johns International has good predictability. Overlapping area represents the amount of predictability between Papa Johns time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 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 Papa Johns International price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Papa Johns price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 41.39 |
Papa Johns International lagged returns against current returns
Autocorrelation, which is Papa Johns 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 Papa Johns' stock expected returns. We can calculate the autocorrelation of Papa Johns returns to help us make a trade decision. For example, suppose you find that Papa Johns 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 |
Papa Johns 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 Papa Johns stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Papa Johns stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Papa Johns stock over time.
Current vs Lagged Prices |
| Timeline |
Papa Johns Lagged Returns
When evaluating Papa Johns' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Papa Johns stock have on its future price. Papa Johns 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, Papa Johns autocorrelation shows the relationship between Papa Johns stock current value and its past values and can show if there is a momentum factor associated with investing in Papa Johns International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Papa Stock
When determining whether Papa Johns International offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Papa Johns' 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 Papa Johns International Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Papa Johns International Stock:Check out Papa Johns Correlation, Papa Johns Volatility and Papa Johns Alpha and Beta module to complement your research on Papa Johns. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
Papa Johns 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.