ETFS Coffee's market value is the price at which a share of ETFS Coffee trades on a public exchange. It measures the collective expectations of ETFS Coffee ETC investors about its performance. ETFS Coffee is trading at 47.12 as of the 20th of July 2025. This is a 0.78 percent decrease since the beginning of the trading day. The stock's lowest day price was 47.12. With this module, you can estimate the performance of a buy and hold strategy of ETFS Coffee ETC and determine expected loss or profit from investing in ETFS Coffee over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.
Symbol
ETFS
ETFS Coffee '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 ETFS Coffee'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 ETFS Coffee.
0.00
04/21/2025
No Change 0.00
0.0
In 2 months and 31 days
07/20/2025
0.00
If you would invest 0.00 in ETFS Coffee on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding ETFS Coffee ETC or generate 0.0% return on investment in ETFS Coffee over 90 days.
ETFS Coffee 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 ETFS Coffee'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 ETFS Coffee ETC 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 ETFS Coffee's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ETFS Coffee's standard deviation. In reality, there are many statistical measures that can use ETFS Coffee historical prices to predict the future ETFS Coffee's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ETFS Coffee. Your research has to be compared to or analyzed against ETFS Coffee's peers to derive any actionable benefits. When done correctly, ETFS Coffee's 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 ETFS Coffee ETC.
ETFS Coffee ETC Backtested Returns
ETFS Coffee ETC secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12 % return per unit of return volatility over the last 3 months. ETFS Coffee ETC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ETFS Coffee's mean deviation of 1.88, and Standard Deviation of 2.26 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0766, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ETFS Coffee are expected to decrease at a much lower rate. During the bear market, ETFS Coffee is likely to outperform the market. At this point, ETFS Coffee ETC has a negative expected return of -0.25%. Please make sure to confirm ETFS Coffee's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if ETFS Coffee ETC performance from the past will be repeated in the future.
Auto-correlation
0.60
Good predictability
ETFS Coffee ETC has good predictability. Overlapping area represents the amount of predictability between ETFS Coffee time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 ETFS Coffee ETC price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current ETFS Coffee price fluctuation can be explain by its past prices.
Correlation Coefficient
0.6
Spearman Rank Test
0.69
Residual Average
0.0
Price Variance
19.2
ETFS Coffee ETC lagged returns against current returns
Autocorrelation, which is ETFS Coffee 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 ETFS Coffee's stock expected returns. We can calculate the autocorrelation of ETFS Coffee returns to help us make a trade decision. For example, suppose you find that ETFS Coffee 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
ETFS Coffee 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 ETFS Coffee stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ETFS Coffee stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ETFS Coffee stock over time.
Current vs Lagged Prices
Timeline
ETFS Coffee Lagged Returns
When evaluating ETFS Coffee's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ETFS Coffee stock have on its future price. ETFS Coffee 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, ETFS Coffee autocorrelation shows the relationship between ETFS Coffee stock current value and its past values and can show if there is a momentum factor associated with investing in ETFS Coffee ETC.