Coffee Holding Co Stock Market Value
| JVA Stock | USD 5.53 0.89 13.86% |
| Symbol | Coffee |
Coffee Holding Price To Book Ratio
Is Packaged Foods & Meats 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 Coffee Holding. If investors know Coffee 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 Coffee Holding 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 6.501 | Earnings Share 0.39 | Revenue Per Share | Quarterly Revenue Growth 0.131 | Return On Assets |
The market value of Coffee Holding is measured differently than its book value, which is the value of Coffee that is recorded on the company's balance sheet. Investors also form their own opinion of Coffee Holding's value that differs from its market value or its book value, called intrinsic value, which is Coffee Holding'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 Coffee Holding's market value can be influenced by many factors that don't directly affect Coffee Holding'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 Coffee Holding's value and its price as these two are different measures arrived at by different means. Investors typically determine if Coffee Holding is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Coffee Holding'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.
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.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Coffee Holding on December 16, 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 90 days. Coffee Holding is related to or competes with Seneca Foods, J J, Aryzta AG, Lifeway Foods, Bridgford Foods, Westrock Coffee, and John B. 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 | 7.44 | |||
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 49.91 | |||
| Value At Risk | (8.98) | |||
| Potential Upside | 12.15 |
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 | 0.104 | |||
| Jensen Alpha | 1.01 | |||
| Total Risk Alpha | 1.75 | |||
| Sortino Ratio | 0.1237 | |||
| Treynor Ratio | 0.4548 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coffee Holding'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.
Coffee Holding Backtested Returns
Coffee Holding appears to be unstable, given 3 months investment horizon. Coffee Holding secures Sharpe Ratio (or Efficiency) of 0.0955, which signifies that the company had a 0.0955 % 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 0.73% is justified by implied risk. Please makes use of Coffee Holding's mean deviation of 5.5, and Risk Adjusted Performance of 0.104 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 7. The firm shows a Beta (market volatility) of 1.78, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Coffee Holding will likely underperform. Please check Coffee Holding's semi variance, day typical price, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Coffee Holding's price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Coffee Holding Co has weak reverse predictability. Overlapping area represents the amount of predictability between Coffee Holding time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Coffee Holding price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Coffee Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 1.26 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.