Vita Coco Stock Market Value
| COCO Stock | USD 34.68 0.14 0.41% |
| Symbol | Vita |
Vita Coco Price To Book Ratio
Is Soft Drinks & Non-alcoholic Beverages space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Vita Coco. If investors know Vita will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Vita Coco listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.53) | Earnings Share 0.94 | Revenue Per Share | Quarterly Revenue Growth 0.199 | Return On Assets |
The market value of Vita Coco is measured differently than its book value, which is the value of Vita that is recorded on the company's balance sheet. Investors also form their own opinion of Vita Coco's value that differs from its market value or its book value, called intrinsic value, which is Vita Coco's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vita Coco's market value can be influenced by many factors that don't directly affect Vita Coco's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vita Coco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vita Coco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vita Coco's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vita Coco '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 Vita Coco'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 Vita Coco.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Vita Coco on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Vita Coco or generate 0.0% return on investment in Vita Coco over 90 days. Vita Coco is related to or competes with Coca Cola, Coca Cola, Embotelladora Andina, Monster Beverage, PepsiCo, Coca Cola, and Celsius Holdings. The Vita Coco Company, Inc. develops, markets, and distributes coconut water products under the Vita Coco brand name in ... More
Vita Coco 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 Vita Coco'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 Vita Coco upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0244 | |||
| Maximum Drawdown | 19.52 | |||
| Value At Risk | (4.42) | |||
| Potential Upside | 4.21 |
Vita Coco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vita Coco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vita Coco's standard deviation. In reality, there are many statistical measures that can use Vita Coco historical prices to predict the future Vita Coco's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.0259 | |||
| Total Risk Alpha | 0.2733 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vita Coco's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vita Coco Backtested Returns
Vita Coco owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0134, which indicates the firm had a -0.0134 % return per unit of risk over the last 3 months. Vita Coco exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vita Coco's Risk Adjusted Performance of (0.01), variance of 6.53, and Coefficient Of Variation of (6,951) to confirm the risk estimate we provide. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vita Coco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vita Coco is expected to be smaller as well. At this point, Vita Coco has a negative expected return of -0.0355%. Please make sure to validate Vita Coco's skewness, as well as the relationship between the rate of daily change and price action indicator , to decide if Vita Coco performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.31 |
Poor reverse predictability
Vita Coco has poor reverse predictability. Overlapping area represents the amount of predictability between Vita Coco time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 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 Vita Coco price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Vita Coco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 6.67 |
Vita Coco lagged returns against current returns
Autocorrelation, which is Vita Coco 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 Vita Coco's stock expected returns. We can calculate the autocorrelation of Vita Coco returns to help us make a trade decision. For example, suppose you find that Vita Coco 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 |
Vita Coco 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 Vita Coco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vita Coco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vita Coco stock over time.
Current vs Lagged Prices |
| Timeline |
Vita Coco Lagged Returns
When evaluating Vita Coco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vita Coco stock have on its future price. Vita Coco 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, Vita Coco autocorrelation shows the relationship between Vita Coco stock current value and its past values and can show if there is a momentum factor associated with investing in Vita Coco.
Regressed Prices |
| Timeline |
When determining whether Vita Coco offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vita Coco'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 Vita Coco Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vita Coco Stock:
Check out Vita Coco Correlation, Vita Coco Volatility and Vita Coco Alpha and Beta module to complement your research on Vita Coco. To learn how to invest in Vita Stock, please use our How to Invest in Vita Coco guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Vita Coco 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.