Coles Group Stock Market Value
| CLEGF Stock | USD 13.20 0.00 0.00% |
| Symbol | Coles |
Coles 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 Coles 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 Coles Group.
| 05/27/2025 |
| 08/25/2025 |
If you would invest 0.00 in Coles Group on May 27, 2025 and sell it all today you would earn a total of 0.00 from holding Coles Group or generate 0.0% return on investment in Coles Group over 90 days. Coles Group is related to or competes with Seven I, Grocery Outlet, Krispy Kreme, Koninklijke Ahold, Weis Markets, Albertsons Companies, and Dingdong Limited. It operates through Supermarkets, Liquor, and Express segments More
Coles 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 Coles 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 Coles Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.39) | |||
| Maximum Drawdown | 3.61 |
Coles Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coles Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coles Group's standard deviation. In reality, there are many statistical measures that can use Coles Group historical prices to predict the future Coles Group's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 1.14 |
Coles Group Backtested Returns
Coles Group secures Sharpe Ratio (or Efficiency) of -0.18, which signifies that the company had a -0.18 % return per unit of risk over the last 3 months. Coles Group exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Coles Group's Standard Deviation of 0.488, mean deviation of 0.1917, and Risk Adjusted Performance of (0.14) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0856, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coles Group are expected to decrease at a much lower rate. During the bear market, Coles Group is likely to outperform the market. At this point, Coles Group has a negative expected return of -0.0921%. Please make sure to confirm Coles Group's jensen alpha, as well as the relationship between the kurtosis and day typical price , to decide if Coles Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.28 |
Poor predictability
Coles Group has poor predictability. Overlapping area represents the amount of predictability between Coles Group time series from 27th of May 2025 to 11th of July 2025 and 11th of July 2025 to 25th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Coles Group price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Coles Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Coles Group lagged returns against current returns
Autocorrelation, which is Coles 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 Coles Group's pink sheet expected returns. We can calculate the autocorrelation of Coles Group returns to help us make a trade decision. For example, suppose you find that Coles 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 |
Coles 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 Coles Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coles 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 Coles Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Coles Group Lagged Returns
When evaluating Coles Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coles Group pink sheet have on its future price. Coles 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, Coles Group autocorrelation shows the relationship between Coles Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coles Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Coles Pink Sheet
Coles Group financial ratios help investors to determine whether Coles 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 Coles with respect to the benefits of owning Coles Group security.