Portillos Stock Alpha and Beta Analysis
| PTLO Stock | USD 10.85 0.06 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Portillos. It also helps investors analyze the systematic and unsystematic risks associated with investing in Portillos over a specified time horizon. Remember, high Portillos' 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 Portillos' market risk premium analysis include:
Beta 0.82 | Alpha (0.25) | Risk 2.4 | Sharpe Ratio (0.09) | Expected Return (0.21) |
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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.
Portillos |
Portillos Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Portillos market risk premium is the additional return an investor will receive from holding Portillos 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 Portillos. 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 Portillos' performance over market.| α | -0.25 | β | 0.82 |
Portillos 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 Portillos' Buy-and-hold return. Our buy-and-hold chart shows how Portillos performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Portillos Market Price Analysis
Market price analysis indicators help investors to evaluate how Portillos stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Portillos shares will generate the highest return on investment. By understating and applying Portillos stock market price indicators, traders can identify Portillos position entry and exit signals to maximize returns.
Portillos Return and Market Media
The median price of Portillos for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 12.52 with a coefficient of variation of 5.86. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 12.5, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Michael Ellis of Portillos at 11.08 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 437 shares by Kelly Kaiser of Portillos at 11.95 subject to Rule 16b-3 | 09/05/2024 |
3 | Disposition of 50072 shares by Hart Gerard Johan of Portillos subject to Rule 16b-3 | 09/13/2024 |
4 | Reflecting On Traditional Fast Food Stocks Q2 Earnings Restaurant Brands | 10/01/2024 |
5 | Disposition of 1580 shares by Nicholas Scarpino of Portillos at 12.57 subject to Rule 16b-3 | 10/21/2024 |
6 | Portillos Inc Q3 2024 Everything You Need to Know Ahead of Earnings | 11/04/2024 |
7 | Portillos Misses Q3 Sales Targets | 11/05/2024 |
8 | Portillos Inc Q3 2024 Earnings Call Highlights Navigating Growth Amidst Rising Costs | 11/06/2024 |
9 | Portillos Stock Rating Lowered by Stifel Nicolaus | 11/07/2024 |
10 | Portillos Expanding Fast-Casual Chain with Strong Growth Prospects | 11/20/2024 |
About Portillos 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 Portillos or other stocks. Alpha measures the amount that position in Portillos 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 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 4.17 | 7.61 | 6.85 | 4.04 | PTB Ratio | 7.41 | 2.66 | 3.06 | 6.06 |
Portillos Upcoming Company Events
As portrayed in its financial statements, the presentation of Portillos' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Portillos' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Portillos' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Portillos. Please utilize our Beneish M Score to check the likelihood of Portillos' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Portillos Backtesting, Portillos Valuation, Portillos Correlation, Portillos Hype Analysis, Portillos Volatility, Portillos History and analyze Portillos Performance. To learn how to invest in Portillos Stock, please use our How to Invest in Portillos guide.You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Portillos 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.