Coffee Day (India) Market Value
| COFFEEDAY | 37.96 0.14 0.37% |
| Symbol | Coffee |
Coffee Day '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 Coffee Day's stock 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 Coffee Day.
| 05/20/2025 |
| 08/18/2025 |
If you would invest 0.00 in Coffee Day on May 20, 2025 and sell it all today you would earn a total of 0.00 from holding Coffee Day Enterprises or generate 0.0% return on investment in Coffee Day over 90 days. Coffee Day is related to or competes with Tata Consultancy, Reliance Industries, Infosys, SIS, State Bank, Wipro, and Coal India. Coffee Day is entity of India. It is traded as Stock on NSE exchange. More
Coffee Day 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 Coffee Day's stock 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 Coffee Day Enterprises upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | 0.0927 | |||
| Maximum Drawdown | 14.28 | |||
| Value At Risk | (3.82) | |||
| Potential Upside | 9.56 |
Coffee Day Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coffee Day's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coffee Day's standard deviation. In reality, there are many statistical measures that can use Coffee Day historical prices to predict the future Coffee Day's volatility.| Risk Adjusted Performance | 0.0936 | |||
| Jensen Alpha | 0.3001 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.1341 | |||
| Treynor Ratio | 0.2976 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Coffee Day'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 Day Enterprises Backtested Returns
Coffee Day appears to be very steady, given 3 months investment horizon. Coffee Day Enterprises secures Sharpe Ratio (or Efficiency) of 0.09, which signifies that the company had a 0.09 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Coffee Day Enterprises, which you can use to evaluate the volatility of the firm. Please makes use of Coffee Day's mean deviation of 2.85, and Risk Adjusted Performance of 0.0936 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coffee Day holds a performance score of 7. The firm shows a Beta (market volatility) of 1.45, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Coffee Day will likely underperform. Please check Coffee Day's maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to make a quick decision on whether Coffee Day's price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Coffee Day Enterprises has weak reverse predictability. Overlapping area represents the amount of predictability between Coffee Day time series from 20th of May 2025 to 4th of July 2025 and 4th of July 2025 to 18th 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 Coffee Day Enterprises price movement. The serial correlation of -0.25 indicates that over 25.0% of current Coffee Day price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.99 |
Coffee Day Enterprises lagged returns against current returns
Autocorrelation, which is Coffee Day stock'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 Coffee Day's stock expected returns. We can calculate the autocorrelation of Coffee Day returns to help us make a trade decision. For example, suppose you find that Coffee Day has exhibited high autocorrelation historically, and you observe that the stock 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 |
Coffee Day 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 Coffee Day stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coffee Day stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Coffee Day stock over time.
Current vs Lagged Prices |
| Timeline |
Coffee Day Lagged Returns
When evaluating Coffee Day's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coffee Day stock have on its future price. Coffee Day 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, Coffee Day autocorrelation shows the relationship between Coffee Day stock current value and its past values and can show if there is a momentum factor associated with investing in Coffee Day Enterprises.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Coffee Stock
Coffee Day financial ratios help investors to determine whether Coffee Stock 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 Coffee with respect to the benefits of owning Coffee Day security.