Coffee Holding Co Stock Alpha and Beta Analysis
| JVA Stock | USD 6.49 0.64 8.98% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Coffee Holding Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Coffee Holding over a specified time horizon. Remember, high Coffee Holding's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Coffee Holding's market risk premium analysis include:
Beta 2.52 | Alpha 1.33 | Risk 7.56 | Sharpe Ratio 0.13 | Expected Return 1 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Coffee Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Coffee Holding market risk premium is the additional return an investor will receive from holding Coffee Holding long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Coffee Holding. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Coffee Holding's performance over market.| α | 1.33 | β | 2.52 |
Coffee Holding expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Coffee Holding's Buy-and-hold return. Our buy-and-hold chart shows how Coffee Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Coffee Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Coffee Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Coffee Holding shares will generate the highest return on investment. By understating and applying Coffee Holding stock market price indicators, traders can identify Coffee Holding position entry and exit signals to maximize returns.
Coffee Holding Return and Market Media
The median price of Coffee Holding for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 4.06 with a coefficient of variation of 27.56. The daily time series for the period is distributed with a sample standard deviation of 1.31, arithmetic mean of 4.74, and mean deviation of 1.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Coffee Holding stock brews a 52-week high of 4.6 amid robust growth - Investing.com | 12/13/2024 |
2 | Caffeine fix Coffee wholesaler sues brokerage over missing 84,500 load | 01/22/2025 |
3 | Coffee Holding Co., Inc. reports third-best yearly performance in Companys twenty-year history of being a publicly-traded company. | 02/03/2025 |
4 | Acquisition by Knepper Barry of 100 shares of Coffee Holding at 2.2 subject to Rule 16b-3 | 02/12/2025 |
5 | Renaissance Technologies Acquires Shares in Coffee Holding Co Inc | 02/13/2025 |
6 | Acquisition by Andrew Gordon of 5000 shares of Coffee Holding at 4.1 subject to Rule 16b-3 | 02/28/2025 |
About Coffee Holding Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Coffee or other stocks. Alpha measures the amount that position in Coffee Holding has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2024 | 2025 (projected) | PTB Ratio | 0.76 | 0.72 | Dividend Yield | 0.0351 | 0.0318 |
Coffee Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Coffee Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Coffee Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Coffee Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Coffee Holding. Please utilize our Beneish M Score to check the likelihood of Coffee Holding's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 31st of October 2023 Next Fiscal Quarter End | View |
Build Portfolio with Coffee Holding
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Check out Coffee Holding Backtesting, Coffee Holding Valuation, Coffee Holding Correlation, Coffee Holding Hype Analysis, Coffee Holding Volatility, Coffee Holding History and analyze Coffee Holding Performance. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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.