Coffee Holding (Germany) Market Value
| E6U Stock | EUR 4.18 0.04 0.95% |
| Symbol | Coffee |
Coffee Holding '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 Coffee Holding's 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 Coffee Holding.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Coffee Holding on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Coffee Holding Co or generate 0.0% return on investment in Coffee Holding over 30 days. Coffee Holding is related to or competes with SALESFORCE INC, Trade Desk, Insurance Australia, Universal Insurance, SBI Insurance, and INSURANCE AUST. Coffee Holding Co., Inc. manufactures, roasts, packages, markets, and distributes roasted and blended coffees in the Uni... More
Coffee Holding 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 Coffee Holding's 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 Coffee Holding Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.73 | |||
| Information Ratio | 0.1782 | |||
| Maximum Drawdown | 59.99 | |||
| Value At Risk | (6.04) | |||
| Potential Upside | 9.86 |
Coffee Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coffee Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coffee Holding's standard deviation. In reality, there are many statistical measures that can use Coffee Holding historical prices to predict the future Coffee Holding's volatility.| Risk Adjusted Performance | 0.1446 | |||
| Jensen Alpha | 1.42 | |||
| Total Risk Alpha | 0.8179 | |||
| Sortino Ratio | 0.3681 | |||
| Treynor Ratio | 5.75 |
Coffee Holding Backtested Returns
Coffee Holding appears to be risky, given 3 months investment horizon. Coffee Holding secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of standard deviation over the last 3 months. By analyzing Coffee Holding's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please makes use of Coffee Holding's mean deviation of 4.74, and Risk Adjusted Performance of 0.1446 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coffee Holding holds a performance score of 10. The firm shows a Beta (market volatility) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Coffee Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coffee Holding is expected to be smaller as well. Please check Coffee Holding's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to make a quick decision on whether Coffee Holding's price patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Coffee Holding Co has good predictability. Overlapping area represents the amount of predictability between Coffee Holding time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Coffee Holding price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Coffee Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Coffee Holding lagged returns against current returns
Autocorrelation, which is Coffee Holding 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 Coffee Holding's stock expected returns. We can calculate the autocorrelation of Coffee Holding returns to help us make a trade decision. For example, suppose you find that Coffee Holding 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 |
Coffee Holding 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 Coffee Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coffee Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coffee Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Coffee Holding Lagged Returns
When evaluating Coffee Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coffee Holding stock have on its future price. Coffee Holding 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, Coffee Holding autocorrelation shows the relationship between Coffee Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Coffee Holding Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Coffee Stock
When determining whether Coffee Holding offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Coffee Holding's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Coffee Holding Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Coffee Holding Co Stock:Check out Coffee Holding Correlation, Coffee Holding Volatility and Coffee Holding Alpha and Beta module to complement your research on Coffee Holding. You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Coffee Holding 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.