Arcos Dorados Holdings Stock Alpha and Beta Analysis
| ARCO Stock | USD 8.33 0.19 2.23% |
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. Key technical indicators related to Arcos Dorados' market risk premium analysis include:
Beta 0.64 | Alpha (0.16) | Risk 2.63 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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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.
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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 | -0.16 | β | 0.64 |
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 Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.77 with a coefficient of variation of 5.48. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 8.86, and mean deviation of 0.39. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Arcos Dorados dividend paid on 27th of September 2024 | 09/27/2024 |
1 | Nvidia, Alibaba lead afternoon market cap stock movers on Tuesday | 10/01/2024 |
2 | Arcos Dorados Holdings Inc. Third Quarter 2024 Results Webcast Date and Time | 10/14/2024 |
3 | Sweetgreen, Inc. Reports Q3 Loss, Misses Revenue Estimates | 11/07/2024 |
4 | Investors in Arcos Dorados Holdings have seen notable returns of 67 percent over the past three years | 11/12/2024 |
5 | McDonalds Franchisee Arcos Dorados Beats On Q3 Earnings, Systemwide Comparable Sales Jump | 11/13/2024 |
6 | Is Arcos Dorados Best Fast Food Stocks To Invest In Right Now | 11/14/2024 |
7 | Q3 2024 Arcos Dorados Holdings Inc Earnings Call Transcript | 11/18/2024 |
8 | Arcos Dorados Holdings Inc Q3 2024 Earnings Call Highlights Record Revenue and Strong ... | 11/19/2024 |
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) | Dividend Yield | 0.01 | 1.7E-5 | 0.0179 | Price To Sales Ratio | 0.51 | 0.46 | 0.49 |
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.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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.