Coffee Holding Correlations

JVA Stock

USD 4.73 0.21 4.65%

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

Modest diversification

The correlation between Coffee Holding Co and DJI is 0.2 (i.e., Modest 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

0.66	SFD	Smithfield Foods, Common	Pair Corr
0.61	LWAY	Lifeway Foods	Pair Corr
0.8	OTLY	Oatly Group AB	Pair Corr
0.65	RKDA	Arcadia Biosciences	Pair Corr
0.82	DG	Dollar General	Pair Corr
0.86	EL	Estee Lauder Companies Earnings Call This Week	Pair Corr
0.75	PM	Philip Morris Intern Earnings Call This Week	Pair Corr
0.68	TR	Tootsie Roll Industries Earnings Call This Week	Pair Corr

Moving against Coffee Stock

0.88	SAM	Boston Beer Earnings Call This Week	Pair Corr
0.87	IMG	CIMG Inc Symbol Change	Pair Corr
0.85	STZ	Constellation Brands	Pair Corr
0.84	CCU	Compania Cervecerias	Pair Corr
0.76	BJ	BJs Wholesale Club	Pair Corr
0.74	K	Kellanova Earnings Call This Week	Pair Corr
0.7	PAVS	Paranovus Entertainment	Pair Corr
0.65	GO	Grocery Outlet Holding	Pair Corr
0.47	TSN	Tyson Foods	Pair Corr
0.47	TWG	Top Wealth Group	Pair Corr
0.45	CL	Colgate Palmolive Earnings Call This Week	Pair Corr
0.42	GV	Visionary Education	Pair Corr
0.4	ABEV	Ambev SA ADR	Pair Corr
0.8	JZ	Jianzhi Education	Pair Corr
0.8	WGRX	Wellgistics Health, Buyout Trend	Pair Corr
0.7	EEIQ	Elite Education Group	Pair Corr
0.7	WVVI	Willamette Valley	Pair Corr
0.68	FARM	Farmer Bros	Pair Corr
0.49	EDTK	Skillful Craftsman	Pair Corr
0.48	KO	Coca Cola Earnings Call This Week	Pair Corr
0.46	UL	Unilever PLC ADR	Pair Corr
0.43	DOLE	Dole PLC	Pair Corr
0.4	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	ARTW	BRID	FARM	JBSS	LWAY	SENEA
ARTW		-0.5	-0.68	0.08	0.51	0.88	ARTW
BRID	-0.5		0.48	-0.02	-0.21	-0.38	BRID
FARM	-0.68	0.48		0.1	-0.29	-0.69	FARM
JBSS	0.08	-0.02	0.1		0.31	0.11	JBSS
LWAY	0.51	-0.21	-0.29	0.31		0.52	LWAY
SENEA	0.88	-0.38	-0.69	0.11	0.52		SENEA
	ARTW	BRID	FARM	JBSS	LWAY	SENEA

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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

SENEA	+ 0.88	ARTW
SENEA	+ 0.52	LWAY
LWAY	+ 0.51	ARTW
FARM	+ 0.48	BRID
LWAY	+ 0.31	JBSS
SENEA	+ 0.11	JBSS

High negative correlations

SENEA	- 0.69	FARM
FARM	- 0.68	ARTW
BRID	- 0.5	ARTW
SENEA	- 0.38	BRID
LWAY	- 0.29	FARM
LWAY	- 0.21	BRID

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
ARTW	2.89	0.70	0.22	1.08	2.46	(3.50)	8.76	(4.47)	20.29
BRID	1.43	(0.15)	0.00	(0.10)	0.00	0.00	3.49	(2.92)	8.91
FARM	2.51	(0.48)	0.00	(0.31)	0.00	0.00	4.61	(5.52)	19.77
JBSS	1.42	(0.15)	0.00	(0.04)	0.00	0.00	2.93	(3.25)	8.57
LWAY	1.27	0.02	(0.02)	0.16	1.67	(1.55)	3.50	(1.69)	11.98
SENEA	1.45	0.20	0.10	0.39	1.39	(1.62)	3.16	(2.59)	8.40

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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