Coats Group Plc Stock Market Value
| CGGGF Stock | USD 1.02 0.02 2.00% |
| Symbol | Coats |
Coats 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 Coats 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 Coats Group.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Coats Group on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Coats Group plc or generate 0.0% return on investment in Coats Group over 90 days. Coats Group is related to or competes with Nueva Expresin, Dixons Carphone, Dno ASA, Salzgitter, Becle SA, and Yangzijiang Shipbuilding. Coats Group plc, together with its subsidiaries, manufactures and supplies industrial threads worldwide More
Coats 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 Coats 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 Coats Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 16.81 | |||
| Value At Risk | (3.09) | |||
| Potential Upside | 3.19 |
Coats Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coats Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coats Group's standard deviation. In reality, there are many statistical measures that can use Coats Group historical prices to predict the future Coats Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.20) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | (0.32) |
Coats Group plc Backtested Returns
At this point, Coats Group is dangerous. Coats Group plc secures Sharpe Ratio (or Efficiency) of 0.0481, which signifies that the company had a 0.0481 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Coats Group plc, which you can use to evaluate the volatility of the firm. Please confirm Coats Group's mean deviation of 1.17, and Risk Adjusted Performance of (0.03) to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Coats Group has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Coats Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coats Group is expected to be smaller as well. Coats Group plc right now shows a risk of 2.77%. Please confirm Coats Group plc maximum drawdown, day median price, and the relationship between the jensen alpha and kurtosis , to decide if Coats Group plc will be following its price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Coats Group plc has very weak predictability. Overlapping area represents the amount of predictability between Coats Group time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 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 Coats Group plc price movement. The serial correlation of 0.19 indicates that over 19.0% of current Coats Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Coats Group plc lagged returns against current returns
Autocorrelation, which is Coats 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 Coats Group's pink sheet expected returns. We can calculate the autocorrelation of Coats Group returns to help us make a trade decision. For example, suppose you find that Coats 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 |
Coats 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 Coats Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coats 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 Coats Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Coats Group Lagged Returns
When evaluating Coats Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coats Group pink sheet have on its future price. Coats 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, Coats Group autocorrelation shows the relationship between Coats Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coats Group plc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Coats Pink Sheet
Coats Group financial ratios help investors to determine whether Coats 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 Coats with respect to the benefits of owning Coats Group security.