Restaurant Brands (Germany) Market Value
| 0R6 Stock | EUR 60.10 0.38 0.63% |
| Symbol | Restaurant |
Restaurant Brands '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 Restaurant Brands' 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 Restaurant Brands.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Restaurant Brands on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Restaurant Brands International or generate 0.0% return on investment in Restaurant Brands over 30 days. Restaurant Brands is related to or competes with Air Transport, Gladstone Investment, COLUMBIA SPORTSWEAR, SCIENCE IN, SOEDER SPORTFISKE, HK Electric, and Scottish Mortgage. Restaurant Brands International Inc. owns, operates, and franchises quick service restaurants under the Tim Hortons , Bu... More
Restaurant Brands 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 Restaurant Brands' 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 Restaurant Brands International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 5.56 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.66 |
Restaurant Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Restaurant Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Restaurant Brands' standard deviation. In reality, there are many statistical measures that can use Restaurant Brands historical prices to predict the future Restaurant Brands' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | (1.04) |
Restaurant Brands Backtested Returns
Restaurant Brands maintains Sharpe Ratio (i.e., Efficiency) of -0.0645, which implies the firm had a -0.0645% return per unit of risk over the last 3 months. Restaurant Brands exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Restaurant Brands' Risk Adjusted Performance of (0.05), variance of 1.86, and Coefficient Of Variation of (1,567) to confirm the risk estimate we provide. The company holds a Beta of 0.0935, which implies not very significant fluctuations relative to the market. As returns on the market increase, Restaurant Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Restaurant Brands is expected to be smaller as well. At this point, Restaurant Brands has a negative expected return of -0.0812%. Please make sure to check Restaurant Brands' jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Restaurant Brands performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Restaurant Brands International has good predictability. Overlapping area represents the amount of predictability between Restaurant Brands time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Restaurant Brands price movement. The serial correlation of 0.67 indicates that around 67.0% of current Restaurant Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.74 |
Restaurant Brands lagged returns against current returns
Autocorrelation, which is Restaurant Brands 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 Restaurant Brands' stock expected returns. We can calculate the autocorrelation of Restaurant Brands returns to help us make a trade decision. For example, suppose you find that Restaurant Brands 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 |
Restaurant Brands 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 Restaurant Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Restaurant Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Restaurant Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Restaurant Brands Lagged Returns
When evaluating Restaurant Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Restaurant Brands stock have on its future price. Restaurant Brands 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, Restaurant Brands autocorrelation shows the relationship between Restaurant Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Restaurant Brands International.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Restaurant Stock
When determining whether Restaurant Brands is a strong investment it is important to analyze Restaurant Brands' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Restaurant Brands' future performance. For an informed investment choice regarding Restaurant Stock, refer to the following important reports:Check out Restaurant Brands Correlation, Restaurant Brands Volatility and Restaurant Brands Alpha and Beta module to complement your research on Restaurant Brands. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Restaurant Brands 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.