Coffee Holding Correlations

Stocks . USA . 
Stock . Coffee Holding Co
JVA Stock  USD 3.53  0.04  1.15%   
The current 90-days correlation between Coffee Holding and Bit Origin is 0.02 (i.e., Significant diversification). The correlation of Coffee Holding is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Coffee Holding Correlation With Market

Very weak diversification

The correlation between Coffee Holding Co and DJI is 0.46 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Coffee Holding Co and DJI in the same portfolio, assuming nothing else is changed.
  
Build AI portfolio with Coffee Stock
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Coffee Holding Co. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with Coffee Stock

  0.68002840 Zhejiang Huatong MeatPairCorr
  0.76WEST Westrock CoffeePairCorr
  0.88300143 INKON Life TechnologyPairCorr
  0.64CAG ConAgra Foods Earnings Call This WeekPairCorr
  0.87FLO Flowers FoodsPairCorr
  0.65SFD Smithfield Foods, CommonPairCorr
  0.75300973 Ligao Foods CoLtdPairCorr
  0.77600872 Jonjee Hi techPairCorr
  0.81PFD Premier Foods PLCPairCorr
  0.76HFG Hilton Food GroupPairCorr
  0.82300498 Guangdong Wens FoodstuffPairCorr
  0.77600186 Lotus Health GroupPairCorr
  0.84002714 Muyuan FoodstuffPairCorr
  0.62LWAY Lifeway FoodsPairCorr
  0.67603517 Juewei FoodPairCorr
  0.61002570 Beingmate Baby ChildPairCorr
  0.84002726 Shandong Longda MeatPairCorr

Moving against Coffee Stock

  0.7002650 Jiajia Food GroupPairCorr
  0.7605338 Zhongyin Babi FoodPairCorr
  0.69603345 Fujian Anjoy FoodsPairCorr
  0.65002702 HaiXin FoodsPairCorr
  0.6600467 Shandong Homey AquaticPairCorr
  0.56600429 Beijing Sanyuan FoodsPairCorr
  0.54603697 Youyou FoodsPairCorr
  0.52001219 Qingdao FoodsPairCorr
  0.48603696 Anji FoodstuffPairCorr
  0.43TSN Tyson FoodsPairCorr
  0.32BGS BG FoodsPairCorr
  0.8603182 Shandong Sinoglory HealthPairCorr
  0.76000895 Henan Shuanghui InvePairCorr
  0.76603536 Shandong Huifa FoodstuffPairCorr
  0.74605339 Namchow Food GroupPairCorr
  0.69605567 Springsnow Food GroupPairCorr
  0.62603711 Xiangpiaopiao FoodPairCorr
  0.55600300 V V FoodPairCorr
  0.54002991 Gan Yuan FoodsPairCorr
  0.36000639 Xiwang FoodstuffsPairCorr

Related Correlations Analysis


Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

BTCT
+ 0.96
BTOG
BTCT
+ 0.9
BLNE
MWYN
+ 0.85
BLNE
BTCT
+ 0.85
MWYN
BLNE
+ 0.84
BTOG
PETZ
+ 0.82
MWYN
  

High negative correlations

NCRA
- 0.78
NAII
NAII
- 0.6
BTOG
PETZ
- 0.52
PLAG
BTCT
- 0.52
NAII
NAII
- 0.5
BLNE
PETZ
- 0.44
NAII

Risk-Adjusted Indicators

There is a big difference between Coffee Stock performing well and Coffee Holding Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Coffee Holding's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.
Mean DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
BTOG  5.63 (0.53) 0.00  1.56  0.00 
 0.00 
 10.81 
(10.00)
 37.08 
BLNE  6.00 (0.63) 0.00 (0.26) 0.00 
 0.00 
 16.61 
(11.22)
 38.19 
NAII  3.21  0.02 (0.01) 0.10  3.25 
(4.01)
 7.97 
(5.65)
 27.35 
MWYN  3.29 (0.49) 0.00 (0.16) 0.00 
 0.00 
 7.89 
(8.26)
 20.89 
BTCT  3.62 (0.64) 0.00 (2.43) 0.00 
 0.00 
 7.02 
(7.22)
 16.06 
NCRA  4.16 (0.14) 0.00 (0.07) 0.00 
 0.00 
 13.01 
(6.42)
 43.98 
PLAG  6.64  0.81  0.08  1.22  8.55 
(7.80)
 19.77 
(13.96)
 65.84 
PETZ  1.89 (0.10) 0.00 (1.72) 0.00 
 0.00 
 4.17 
(3.85)
 12.58 
IH  2.67 (0.38) 0.00  1.08  0.00 
 0.00 
 5.19 
(6.74)
 16.49 
COOT  9.43  1.95  0.21  0.96  7.63 
(11.92)
 16.87 
(15.45)
 194.32 

Coffee Holding Corporate Executives

Elected by the shareholders, the Coffee Holding's board of directors comprises two types of representatives: Coffee Holding inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Coffee. The board's role is to monitor Coffee Holding's management team and ensure that shareholders' interests are well served. Coffee Holding's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Coffee Holding's outside directors are responsible for providing unbiased perspectives on the board's policies.
Sterling GordonFounderProfile
Robert PenroseCOO SonofrescoProfile
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