Vita Coco Stock Market Value
| COCO Stock | USD 36.80 0.01 0.03% |
| Symbol | Vita |
Is Soft Drinks & Non-alcoholic Beverages space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Vita Coco. If investors know Vita will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Vita Coco listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.292 | Earnings Share 1.01 | Revenue Per Share 9.418 | Quarterly Revenue Growth 0.172 | Return On Assets 0.1377 |
The market value of Vita Coco is measured differently than its book value, which is the value of Vita that is recorded on the company's balance sheet. Investors also form their own opinion of Vita Coco's value that differs from its market value or its book value, called intrinsic value, which is Vita Coco's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vita Coco's market value can be influenced by many factors that don't directly affect Vita Coco's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vita Coco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vita Coco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vita Coco's 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.
Vita Coco '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 Vita Coco'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 Vita Coco.
| 07/07/2024 |
| 07/02/2025 |
If you would invest 0.00 in Vita Coco on July 7, 2024 and sell it all today you would earn a total of 0.00 from holding Vita Coco or generate 0.0% return on investment in Vita Coco over 360 days. Vita Coco is related to or competes with NetEase, Sonos, United Parks, Emerson Radio, Primo Brands, National Beverage, and Flutter Entertainment. The Vita Coco Company, Inc. develops, markets, and distributes coconut water products under the Vita Coco brand name in ... More
Vita Coco 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 Vita Coco'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 Vita Coco upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.0926 | |||
| Maximum Drawdown | 17.01 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 3.66 |
Vita Coco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vita Coco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vita Coco's standard deviation. In reality, there are many statistical measures that can use Vita Coco historical prices to predict the future Vita Coco's volatility.| Risk Adjusted Performance | 0.2087 | |||
| Jensen Alpha | 0.2737 | |||
| Total Risk Alpha | 0.2055 | |||
| Sortino Ratio | 0.0977 | |||
| Treynor Ratio | 0.3923 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vita Coco'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.
Vita Coco Backtested Returns
Vita Coco appears to be very steady, given 3 months investment horizon. Vita Coco owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. By inspecting Vita Coco's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please review Vita Coco's Risk Adjusted Performance of 0.2087, semi deviation of 2.5, and Coefficient Of Variation of 805.57 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vita Coco holds a performance score of 16. The entity has a beta of 0.88, which indicates possible diversification benefits within a given portfolio. Vita Coco returns are very sensitive to returns on the market. As the market goes up or down, Vita Coco is expected to follow. Please check Vita Coco's semi variance, and the relationship between the maximum drawdown and daily balance of power , to make a quick decision on whether Vita Coco's existing price patterns will revert.
Auto-correlation | -0.09 |
Very weak reverse predictability
Vita Coco has very weak reverse predictability. Overlapping area represents the amount of predictability between Vita Coco time series from 7th of July 2024 to 3rd of January 2025 and 3rd of January 2025 to 2nd 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 Vita Coco price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Vita Coco price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 7.49 |
Vita Coco lagged returns against current returns
Autocorrelation, which is Vita Coco 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 Vita Coco's stock expected returns. We can calculate the autocorrelation of Vita Coco returns to help us make a trade decision. For example, suppose you find that Vita Coco 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 |
Vita Coco 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 Vita Coco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vita Coco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vita Coco stock over time.
Current vs Lagged Prices |
| Timeline |
Vita Coco Lagged Returns
When evaluating Vita Coco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vita Coco stock have on its future price. Vita Coco 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, Vita Coco autocorrelation shows the relationship between Vita Coco stock current value and its past values and can show if there is a momentum factor associated with investing in Vita Coco.
Regressed Prices |
| Timeline |
Pair Trading with Vita Coco
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vita Coco position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vita Coco will appreciate offsetting losses from the drop in the long position's value.Moving against Vita Stock
| 0.81 | PEP | PepsiCo | PairCorr |
| 0.78 | COKE | Coca Cola Consolidated | PairCorr |
| 0.77 | JZ | Jianzhi Education | PairCorr |
| 0.63 | SHOTW | Safety Shot | PairCorr |
| 0.62 | PRMB | Primo Brands | PairCorr |
The ability to find closely correlated positions to Vita Coco could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vita Coco when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vita Coco - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vita Coco to buy it.
The correlation of Vita Coco 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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vita Coco moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vita Coco moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vita Coco can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Vita Coco Correlation, Vita Coco Volatility and Vita Coco Alpha and Beta module to complement your research on Vita Coco. To learn how to invest in Vita Stock, please use our How to Invest in Vita Coco guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Vita Coco technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.