Spot Coffee Stock Market Value
| SCFFF Stock | USD 0 0.0001 4.76% |
| Symbol | Spot |
Spot Coffee '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 Spot Coffee's 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 Spot Coffee.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Spot Coffee on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Spot Coffee or generate 0.0% return on investment in Spot Coffee over 30 days. Spot Coffee is related to or competes with Alsea SAB, Marstons PLC, and Marstons PLC. Spot Coffee Ltd. designs, builds, operates, and franchises community-oriented cafs in Canada and the United States More
Spot Coffee 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 Spot Coffee's 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 Spot Coffee upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 42.09 | |||
| Information Ratio | 0.1319 | |||
| Maximum Drawdown | 941.01 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 97.14 |
Spot Coffee Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Spot Coffee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Spot Coffee's standard deviation. In reality, there are many statistical measures that can use Spot Coffee historical prices to predict the future Spot Coffee's volatility.| Risk Adjusted Performance | 0.1116 | |||
| Jensen Alpha | 15.57 | |||
| Total Risk Alpha | (3.89) | |||
| Sortino Ratio | 0.3592 | |||
| Treynor Ratio | (6.09) |
Spot Coffee Backtested Returns
Spot Coffee is out of control given 3 months investment horizon. Spot Coffee owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.98% are justified by taking the suggested risk. Use Spot Coffee Semi Deviation of 18.58, risk adjusted performance of 0.1116, and Coefficient Of Variation of 751.56 to evaluate company specific risk that cannot be diversified away. Spot Coffee holds a performance score of 10 on a scale of zero to a hundred. The entity has a beta of -2.5, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Spot Coffee are expected to decrease by larger amounts. On the other hand, during market turmoil, Spot Coffee is expected to outperform it. Use Spot Coffee expected short fall, day typical price, and the relationship between the potential upside and daily balance of power , to analyze future returns on Spot Coffee.
Auto-correlation | 0.66 |
Good predictability
Spot Coffee has good predictability. Overlapping area represents the amount of predictability between Spot Coffee time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 Spot Coffee price movement. The serial correlation of 0.66 indicates that around 66.0% of current Spot Coffee price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Spot Coffee lagged returns against current returns
Autocorrelation, which is Spot Coffee 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 Spot Coffee's pink sheet expected returns. We can calculate the autocorrelation of Spot Coffee returns to help us make a trade decision. For example, suppose you find that Spot Coffee 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 |
Spot Coffee 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 Spot Coffee pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Spot Coffee pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Spot Coffee pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Spot Coffee Lagged Returns
When evaluating Spot Coffee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Spot Coffee pink sheet have on its future price. Spot Coffee 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, Spot Coffee autocorrelation shows the relationship between Spot Coffee pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Spot Coffee.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Spot Pink Sheet
Spot Coffee financial ratios help investors to determine whether Spot Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Spot with respect to the benefits of owning Spot Coffee security.