ETFS Coffee (Germany) Performance
| OD7B Stock | 52.59 0.81 1.56% |
On a scale of 0 to 100, ETFS Coffee holds a performance score of 22. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, ETFS Coffee's returns are expected to increase less than the market. However, during the bear market, the loss of holding ETFS Coffee is expected to be smaller as well. Please check ETFS Coffee's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether ETFS Coffee's price patterns will revert.
Risk-Adjusted Performance
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Coffee ETC are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. Despite nearly uncertain basic indicators, ETFS Coffee reported solid returns over the last few months and may actually be approaching a breakup point. ...more
ETFS |
ETFS Coffee Relative Risk vs. Return Landscape
If you would invest 3,596 in ETFS Coffee ETC on September 1, 2024 and sell it today you would earn a total of 1,663 from holding ETFS Coffee ETC or generate 46.25% return on investment over 90 days. ETFS Coffee ETC is generating 0.6398% of daily returns assuming 2.2664% volatility of returns over the 90 days investment horizon. Simply put, 20% of all stocks have less volatile historical return distribution than ETFS Coffee, and 88% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETFS Coffee Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS Coffee's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as ETFS Coffee ETC, and traders can use it to determine the average amount a ETFS Coffee's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.2823
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | OD7B | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.27 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.64 actual daily | 12 88% of assets have higher returns |
Risk-Adjusted Return
| 0.28 actual daily | 22 78% of assets perform better |
Based on monthly moving average ETFS Coffee is performing at about 22% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ETFS Coffee by adding it to a well-diversified portfolio.
Things to note about ETFS Coffee ETC performance evaluation
Checking the ongoing alerts about ETFS Coffee for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for ETFS Coffee ETC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ETFS Coffee's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ETFS Coffee's stock performance include:- Analyzing ETFS Coffee's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ETFS Coffee's stock is overvalued or undervalued compared to its peers.
- Examining ETFS Coffee's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ETFS Coffee's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ETFS Coffee's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of ETFS Coffee's stock. These opinions can provide insight into ETFS Coffee's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for ETFS Stock analysis
When running ETFS Coffee's price analysis, check to measure ETFS Coffee'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 ETFS Coffee is operating at the current time. Most of ETFS Coffee's value examination focuses on studying past and present price action to predict the probability of ETFS Coffee's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ETFS Coffee's price. Additionally, you may evaluate how the addition of ETFS Coffee to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Transaction History View history of all your transactions and understand their impact on performance |