Texas Roadhouse Stock Alpha and Beta Analysis
| TXRH Stock | USD 196.10 2.10 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Texas Roadhouse. It also helps investors analyze the systematic and unsystematic risks associated with investing in Texas Roadhouse over a specified time horizon. Remember, high Texas Roadhouse's 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 Texas Roadhouse's market risk premium analysis include:
Beta 1 | Alpha 0.13 | Risk 1.72 | Sharpe Ratio 0.16 | Expected Return 0.28 |
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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Texas Roadhouse Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Texas Roadhouse market risk premium is the additional return an investor will receive from holding Texas Roadhouse 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 Texas Roadhouse. 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 Texas Roadhouse's performance over market.| α | 0.13 | β | 1.00 |
Texas Roadhouse 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 Texas Roadhouse's Buy-and-hold return. Our buy-and-hold chart shows how Texas Roadhouse performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Texas Roadhouse Market Price Analysis
Market price analysis indicators help investors to evaluate how Texas Roadhouse stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Texas Roadhouse shares will generate the highest return on investment. By understating and applying Texas Roadhouse stock market price indicators, traders can identify Texas Roadhouse position entry and exit signals to maximize returns.
Texas Roadhouse Return and Market Media
The median price of Texas Roadhouse for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 180.9 with a coefficient of variation of 7.05. The daily time series for the period is distributed with a sample standard deviation of 12.83, arithmetic mean of 182.16, and mean deviation of 10.92. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Texas Roadhouse dividend paid on 24th of September 2024 | 09/24/2024 |
1 | Lexington restaurant inspections Spoiled Spam, vat of pork lard left out overnight | 10/22/2024 |
2 | Disposition of 13900 shares by Gerald Morgan of Texas Roadhouse subject to Rule 16b-3 | 10/25/2024 |
3 | Acquisition by Crawford Michael Anthony of 1900 shares of Texas Roadhouse subject to Rule 16b-3 | 10/31/2024 |
4 | Disposition of 911 shares by Travis Doster of Texas Roadhouse subject to Rule 16b-3 | 11/01/2024 |
5 | Costa Vida Drives Fresh Customer Engagement Through Sparkfly Partnership | 11/13/2024 |
6 | Texas Roadhouse director Donna Epps sells 119,352 in stock | 11/14/2024 |
7 | Fast-Casual Jaggers, A Texas Roadhouse Brand, Primed To Grow | 11/19/2024 |
8 | Texas Roadhouse, Inc. Stock Holdings Trimmed by Moran Wealth Management LLC | 11/21/2024 |
9 | Texas Roadhouse, Inc. Shares Could Be 31 percent Above Their Intrinsic Value Estimate | 11/25/2024 |
10 | Texas Roadhouses five-year earnings growth trails the 31 percent YoY shareholder returns | 11/29/2024 |
11 | Point72 Hong Kong Ltd Boosts Holdings in Texas Roadhouse, Inc. | 12/02/2024 |
About Texas Roadhouse 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 Texas or other stocks. Alpha measures the amount that position in Texas Roadhouse 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.
| 2013 | 2018 | 2019 | 2024 (projected) | Dividend Yield | 0.0241 | 0.0179 | 0.0258 | 0.0271 | Price To Sales Ratio | 1.37 | 1.78 | 1.44 | 2.24 |
Texas Roadhouse Upcoming Company Events
As portrayed in its financial statements, the presentation of Texas Roadhouse's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Texas Roadhouse's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Texas Roadhouse's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Texas Roadhouse. Please utilize our Beneish M Score to check the likelihood of Texas Roadhouse's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of February 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 Texas Roadhouse Backtesting, Texas Roadhouse Valuation, Texas Roadhouse Correlation, Texas Roadhouse Hype Analysis, Texas Roadhouse Volatility, Texas Roadhouse History and analyze Texas Roadhouse Performance. For more detail on how to invest in Texas Stock please use our How to Invest in Texas Roadhouse guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Texas Roadhouse 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.