Red Robin Gourmet Stock Alpha and Beta Analysis
RRGB Stock | USD 7.32 0.20 2.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Red Robin Gourmet. It also helps investors analyze the systematic and unsystematic risks associated with investing in Red Robin over a specified time horizon. Remember, high Red Robin'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 Red Robin's market risk premium analysis include:
Beta 2.78 | Alpha (0.62) | Risk 4.16 | Sharpe Ratio (0.11) | Expected Return (0.44) |
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.
Red |
Red Robin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Red Robin market risk premium is the additional return an investor will receive from holding Red Robin 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 Red Robin. 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 Red Robin's performance over market.α | -0.62 | β | 2.78 |
Red Robin 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 Red Robin's Buy-and-hold return. Our buy-and-hold chart shows how Red Robin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Red Robin Market Price Analysis
Market price analysis indicators help investors to evaluate how Red Robin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Red Robin shares will generate the highest return on investment. By understating and applying Red Robin stock market price indicators, traders can identify Red Robin position entry and exit signals to maximize returns.
Red Robin Return and Market Media
The median price of Red Robin for the period between Sun, Feb 4, 2024 and Sat, May 4, 2024 is 7.32 with a coefficient of variation of 19.52. The daily time series for the period is distributed with a sample standard deviation of 1.51, arithmetic mean of 7.74, and mean deviation of 1.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Red Robin exotic insider transaction detected | 02/22/2024 |
2 | Red Robin Set to Post Q4 Earnings Whats in Store | 02/27/2024 |
3 | Earnings call Red Robin reports growth and strategic initiatives in Q4 | 03/01/2024 |
4 | Acquisition by Jyoti Lynch of 16366 shares of Red Robin subject to Rule 16b-3 | 03/13/2024 |
5 | Acquisition by Wilson Joshua Todd of 42715 shares of Red Robin subject to Rule 16b-3 | 03/15/2024 |
6 | Disposition of 1911 shares by Sarah Mussetter of Red Robin at 6.69 subject to Rule 16b-3 | 03/20/2024 |
7 | Red Robin Gourmet Burgers, Inc. is Attracting Investor Attention Here is What You Should Know | 03/21/2024 |
8 | Is There An Opportunity With Red Robin Gourmet Burgers, Inc.s 22 percent Undervaluation | 03/27/2024 |
9 | Free Lava Queso Burger Available At Red Robin Fredericksburg Report | 04/01/2024 |
10 | Bear of the Day Red Robin Gourmet Burgers | 04/02/2024 |
11 | Raising Canes to build new restaurant in South Austin | 04/08/2024 |
12 | Red Robin Gourmet Burgers Earns Buy Rating from Benchmark - Defense World | 04/16/2024 |
13 | After losing 48 percent in the past year, Red Robin Gourmet Burgers, Inc. institutional owners must be relieved by the recent gain | 04/23/2024 |
14 | Lake Street sees upside in Red Robin, starts stock coverage with buy | 04/30/2024 |
About Red Robin 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 Red or other stocks. Alpha measures the amount that position in Red Robin Gourmet 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.
2017 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 25.7 | 42.43 | 48.8 | 40.81 | Days Of Inventory On Hand | 11.87 | 8.33 | 7.49 | 8.5 |
Red Robin Upcoming Company Events
As portrayed in its financial statements, the presentation of Red Robin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Red Robin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Red Robin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Red Robin. Please utilize our Beneish M Score to check the likelihood of Red Robin's management manipulating its earnings.
27th of February 2024 Upcoming Quarterly Report | View | |
22nd of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
27th 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 Red Robin Backtesting, Red Robin Valuation, Red Robin Correlation, Red Robin Hype Analysis, Red Robin Volatility, Red Robin History and analyze Red Robin Performance. Note that the Red Robin Gourmet information on this page should be used as a complementary analysis to other Red Robin's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
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When running Red Robin's price analysis, check to measure Red Robin's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Red Robin is operating at the current time. Most of Red Robin's value examination focuses on studying past and present price action to predict the probability of Red Robin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Red Robin's price. Additionally, you may evaluate how the addition of Red Robin to your portfolios can decrease your overall portfolio volatility.
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