Coffee Holding Market Risk Adjusted Performance
| JVA Stock | | | USD 4.34 -0.11 -2.47% |
The Market Risk Adjusted Performance signal for Coffee Holding Co reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Coffee Holding has a market cap of 25.8 M, operating margin of 9.3%, current ratio of 5.51.
Risk vs Return Analysis can help frame allocation decisions. Tracking Coffee Holding Co in a portfolio provides context for performance attribution. Sector and industry exposure becomes visible in the portfolio breakdown. Broader economic conditions can influence Coffee Holding Co's company valuation — related indicators include
signals in private.
Coffee Holding Co has current Market Risk Adjusted Performance of 1.99.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.99 | |
| ER[a] | = | Expected return on investing in Coffee Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Coffee Holding Co is rated
third in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
17.94 of Maximum Drawdown per Market Risk Adjusted Performance. At
17.94 , Coffee Holding Co's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators