Coffee Holding Correlations

JVA Stock

USD 3.46 0.06 1.70%

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

Good diversification

The correlation between Coffee Holding Co and DJI is -0.05 (i.e., Good 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 real.

Moving together with Coffee Stock

0.76	FAMI	Farmmi Inc	Pair Corr
0.69	FARM	Farmer Bros Earnings Call This Week	Pair Corr
0.67	WYHG	Wing Yip Food	Pair Corr
0.77	BON	Bon Natural Life	Pair Corr
0.61	CPB	Campbell Soup	Pair Corr
0.87	DDC	DDC Enterprise	Pair Corr
0.7	GIS	General Mills	Pair Corr
0.73	THS	Treehouse Foods Earnings Call This Week	Pair Corr
0.73	JBSS	John B Sanfilippo	Pair Corr

Moving against Coffee Stock

0.56	HRL	Hormel Foods	Pair Corr
0.43	PPC	Pilgrims Pride Corp	Pair Corr
0.41	SJM	JM Smucker	Pair Corr

Related Correlations Analysis

	SENEA	JJSF	ARZTY	LWAY	BRID	WEST	JBSS	THS	SENEB	CENT
SENEA		0.47	0.49	0.35	-0.48	0.07	-0.26	-0.61	0.0	-0.55	SENEA
JJSF	0.47		0.47	-0.12	-0.29	-0.19	0.04	-0.36	0.0	-0.34	JJSF
ARZTY	0.49	0.47		0.18	-0.29	0.01	0.0	-0.35	0.0	-0.28	ARZTY
LWAY	0.35	-0.12	0.18		-0.75	0.1	-0.53	-0.61	0.0	-0.32	LWAY
BRID	-0.48	-0.29	-0.29	-0.75		0.37	0.73	0.89	0.0	0.52	BRID
WEST	0.07	-0.19	0.01	0.1	0.37		0.43	0.48	0.0	0.38	WEST
JBSS	-0.26	0.04	0.0	-0.53	0.73	0.43		0.71	0.0	0.54	JBSS
THS	-0.61	-0.36	-0.35	-0.61	0.89	0.48	0.71		0.0	0.68	THS
SENEB	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0		0.0	SENEB
CENT	-0.55	-0.34	-0.28	-0.32	0.52	0.38	0.54	0.68	0.0		CENT
	SENEA	JJSF	ARZTY	LWAY	BRID	WEST	JBSS	THS	SENEB	CENT

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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

THS	+ 0.89	BRID
JBSS	+ 0.73	BRID
THS	+ 0.71	JBSS
CENT	+ 0.68	THS
CENT	+ 0.54	JBSS
CENT	+ 0.52	BRID

High negative correlations

BRID	- 0.75	LWAY
THS	- 0.61	LWAY
THS	- 0.61	SENEA
CENT	- 0.55	SENEA
JBSS	- 0.53	LWAY
BRID	- 0.48	SENEA

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
SENEA	1.40	0.37	0.29	1.55	1.23	(1.63)	3.78	(2.80)	8.07
JJSF	1.41	(0.04)	0.00	0.20	0.00	0.00	2.73	(2.81)	8.95
ARZTY	2.54	0.32	0.04	1.20	3.61	(10.45)	8.57	(8.33)	37.27
LWAY	1.47	0.10	0.09	0.20	1.76	(1.75)	2.33	(3.77)	18.81
BRID	1.47	(0.36)	0.00	(6.13)	0.00	0.00	2.59	(3.00)	10.21
WEST	3.32	(0.05)	0.03	(0.01)	4.28	(3.68)	7.27	(7.04)	34.18
JBSS	1.10	(0.22)	0.00	2.52	0.00	0.00	1.91	(2.38)	9.06
THS	1.87	(0.56)	0.00	5.33	0.00	0.00	2.98	(6.18)	12.44
SENEB	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
CENT	1.79	(0.07)	0.00	0.51	0.00	0.00	3.19	(4.09)	15.68

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 Gordon	Founder	Profile
	Robert Penrose	COO Sonofresco	Profile

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