Restaurant Brands International Stock Market Value
| RSTRF Stock | USD 70.40 0.67 0.94% |
| 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' pink sheet 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.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Restaurant Brands on April 24, 2025 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 90 days. Restaurant Brands is related to or competes with Yum Brands, Shake Shack, Papa Johns, Dominos Pizza, Jack In, Cheesecake Factory, and Darden Restaurants. Restaurant Brands International Limited Partnership operates and franchises quick service restaurants in the United Stat... 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' pink sheet 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 | 0.0629 | |||
| Maximum Drawdown | 13.07 |
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 | 0.1531 | |||
| Jensen Alpha | 0.2513 | |||
| Total Risk Alpha | (0.05) | |||
| Treynor Ratio | 1.69 |
Restaurant Brands Backtested Returns
Restaurant Brands appears to be very steady, given 3 months investment horizon. Restaurant Brands maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Restaurant Brands, which you can use to evaluate the volatility of the company. Please evaluate Restaurant Brands' Coefficient Of Variation of 608.92, variance of 3.1, and Risk Adjusted Performance of 0.1531 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Restaurant Brands holds a performance score of 12. The company holds a Beta of 0.17, 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. Please check Restaurant Brands' total risk alpha and day median price , to make a quick decision on whether Restaurant Brands' historical price patterns will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
Restaurant Brands International has weak reverse predictability. Overlapping area represents the amount of predictability between Restaurant Brands time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 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 -0.24 indicates that over 24.0% of current Restaurant Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Restaurant Brands lagged returns against current returns
Autocorrelation, which is Restaurant Brands pink sheet'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' pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Restaurant Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Restaurant Brands pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Restaurant Pink Sheet
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 Pink Sheet, 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 Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Restaurant Brands technical pink sheet 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, pink sheet market cycles, or different charting patterns.