Coats Group Plc Stock Market Value
| CGGGF Stock | USD 1.13 0.03 2.73% |
| Symbol | Coats |
Coats Group '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 Coats Group's pink sheet 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 Coats Group.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Coats Group on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Coats Group plc or generate 0.0% return on investment in Coats Group over 30 days. Coats Group is related to or competes with TOMY, Topsports International, Mitchells Butlers, Luk Fook, and Xtep International. Coats Group plc, together with its subsidiaries, manufactures and supplies industrial threads worldwide More
Coats Group 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 Coats Group's pink sheet 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 Coats Group plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.45 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 20.32 | |||
| Value At Risk | (3.51) | |||
| Potential Upside | 3.67 |
Coats Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coats Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coats Group's standard deviation. In reality, there are many statistical measures that can use Coats Group historical prices to predict the future Coats Group's volatility.| Risk Adjusted Performance | 0.0548 | |||
| Jensen Alpha | 0.1664 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0129 | |||
| Treynor Ratio | (2.40) |
Coats Group plc Backtested Returns
At this point, Coats Group is very risky. Coats Group plc secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Coats Group plc, which you can use to evaluate the volatility of the firm. Please confirm Coats Group's risk adjusted performance of 0.0548, and Mean Deviation of 1.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0191%. The firm shows a Beta (market volatility) of -0.0667, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coats Group are expected to decrease at a much lower rate. During the bear market, Coats Group is likely to outperform the market. Coats Group plc right now shows a risk of 1.97%. Please confirm Coats Group plc sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to decide if Coats Group plc will be following its price patterns.
Auto-correlation | 0.28 |
Poor predictability
Coats Group plc has poor predictability. Overlapping area represents the amount of predictability between Coats Group time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Coats Group plc price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Coats Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coats Group plc lagged returns against current returns
Autocorrelation, which is Coats Group pink sheet'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 Coats Group's pink sheet expected returns. We can calculate the autocorrelation of Coats Group returns to help us make a trade decision. For example, suppose you find that Coats Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Coats Group 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 Coats Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coats Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coats Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Coats Group Lagged Returns
When evaluating Coats Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coats Group pink sheet have on its future price. Coats Group 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, Coats Group autocorrelation shows the relationship between Coats Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coats Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Coats Pink Sheet
Coats Group financial ratios help investors to determine whether Coats Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Coats with respect to the benefits of owning Coats Group security.