Coffee Commodity Performance
| KCUSX Commodity | 332.25 13.25 3.84% |
The commodity shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Coffee's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coffee is expected to be smaller as well.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days Coffee has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Commodity's basic indicators remain fairly strong which may send shares a bit higher in March 2026. The current disturbance may also be a sign of long term up-swing for Coffee investors. ...more
Coffee |
Coffee Relative Risk vs. Return Landscape
If you would invest 40,665 in Coffee on November 3, 2025 and sell it today you would lose (7,440) from holding Coffee or give up 18.3% of portfolio value over 90 days. Coffee is currently producing negative expected returns and takes up 2.0027% volatility of returns over 90 trading days. Put another way, 17% of traded commoditys are less volatile than Coffee, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Coffee Target Price Odds to finish over Current Price
The tendency of Coffee Commodity price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 332.25 | 90 days | 332.25 | roughly 97.0 |
Based on a normal probability distribution, the odds of Coffee to move above the current price in 90 days from now is roughly 97.0 (This Coffee probability density function shows the probability of Coffee Commodity to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Coffee has a beta of 0.18. This indicates as returns on the market go up, Coffee average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Coffee will be expected to be much smaller as well. Additionally Coffee has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Coffee Price Density |
| Price |
Predictive Modules for Coffee
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Coffee. Regardless of method or technology, however, to accurately forecast the commodity market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the commodity market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coffee'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 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Coffee is not an exception. The market had few large corrections towards the Coffee's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Coffee, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Coffee within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.32 | |
β | Beta against Dow Jones | 0.18 | |
σ | Overall volatility | 18.75 | |
Ir | Information ratio | -0.17 |
Coffee Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Coffee for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Coffee can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Coffee generated a negative expected return over the last 90 days |
| Coffee generated a negative expected return over the last 90 days |