Coles' market value is the price at which a share of Coles trades on a public exchange. It measures the collective expectations of Coles Group investors about its performance. Coles is trading at 13.79 as of the 6th of July 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 13.79. With this module, you can estimate the performance of a buy and hold strategy of Coles Group and determine expected loss or profit from investing in Coles over a given investment horizon. Check out Coles Correlation, Coles Volatility and Coles Alpha and Beta module to complement your research on Coles.
Please note, there is a significant difference between Coles' value and its price as these two are different measures arrived at by different means. Investors typically determine if Coles is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Coles' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Coles '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' 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.
0.00
04/07/2025
No Change 0.00
0.0
In 3 months and 1 day
07/06/2025
0.00
If you would invest 0.00 in Coles on April 7, 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 over 90 days. Coles is related to or competes with Rumble, Kaltura, Eltek, Kulicke, Amkor Technology, Datadog, and Franklin Wireless. It operates through Supermarkets, Liquor, and Express segments More
Coles 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' 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.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Coles' standard deviation. In reality, there are many statistical measures that can use Coles historical prices to predict the future Coles' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Coles. Your research has to be compared to or analyzed against Coles' peers to derive any actionable benefits. When done correctly, Coles' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Coles Group.
Coles Group Backtested Returns
Coles appears to be slightly risky, given 3 months investment horizon. Coles Group secures Sharpe Ratio (or Efficiency) of 0.0785, which signifies that the company had a 0.0785 % return per unit of risk over the last 3 months. By analyzing Coles' technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please makes use of Coles' Risk Adjusted Performance of 0.1336, standard deviation of 6.62, and Mean Deviation of 1.99 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Coles holds a performance score of 6. The firm shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Coles are expected to decrease at a much lower rate. During the bear market, Coles is likely to outperform the market. Please check Coles' jensen alpha, as well as the relationship between the kurtosis and day typical price , to make a quick decision on whether Coles' price patterns will revert.
Auto-correlation
-0.84
Excellent reverse predictability
Coles Group has excellent reverse predictability. Overlapping area represents the amount of predictability between Coles time series from 7th of April 2025 to 22nd of May 2025 and 22nd of May 2025 to 6th 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 Coles Group price movement. The serial correlation of -0.84 indicates that around 84.0% of current Coles price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.84
Spearman Rank Test
-0.24
Residual Average
0.0
Price Variance
0.02
Coles Group lagged returns against current returns
Autocorrelation, which is Coles 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' pink sheet expected returns. We can calculate the autocorrelation of Coles returns to help us make a trade decision. For example, suppose you find that Coles 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 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Coles 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 pink sheet over time.
Current vs Lagged Prices
Timeline
Coles Lagged Returns
When evaluating Coles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Coles pink sheet have on its future price. Coles 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 autocorrelation shows the relationship between Coles pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Coles Group.
Other Information on Investing in Coles Pink Sheet
Coles 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 security.