COMTECH TELECOMM (Germany) Market Value
| CC6 Stock | EUR 4.74 0.12 2.60% |
| Symbol | COMTECH |
COMTECH TELECOMM '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 COMTECH TELECOMM'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 COMTECH TELECOMM.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in COMTECH TELECOMM on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding COMTECH TELECOMM or generate 0.0% return on investment in COMTECH TELECOMM over 90 days. COMTECH TELECOMM is related to or competes with Perseus Mining, GOLDGROUP MINING, Iridium Communications, Computer, Computershare, and LG Display. COMTECH TELECOMM is entity of Germany. It is traded as Stock on MU exchange. More
COMTECH TELECOMM 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 COMTECH TELECOMM'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 COMTECH TELECOMM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.51 | |||
| Information Ratio | 0.1739 | |||
| Maximum Drawdown | 25.63 | |||
| Value At Risk | (8.45) | |||
| Potential Upside | 11.72 |
COMTECH TELECOMM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMTECH TELECOMM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COMTECH TELECOMM's standard deviation. In reality, there are many statistical measures that can use COMTECH TELECOMM historical prices to predict the future COMTECH TELECOMM's volatility.| Risk Adjusted Performance | 0.1432 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.7016 | |||
| Sortino Ratio | 0.2202 | |||
| Treynor Ratio | 20.6 |
COMTECH TELECOMM February 4, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1432 | |||
| Market Risk Adjusted Performance | 20.61 | |||
| Mean Deviation | 4.03 | |||
| Semi Deviation | 3.66 | |||
| Downside Deviation | 4.51 | |||
| Coefficient Of Variation | 545.98 | |||
| Standard Deviation | 5.71 | |||
| Variance | 32.63 | |||
| Information Ratio | 0.1739 | |||
| Jensen Alpha | 1.03 | |||
| Total Risk Alpha | 0.7016 | |||
| Sortino Ratio | 0.2202 | |||
| Treynor Ratio | 20.6 | |||
| Maximum Drawdown | 25.63 | |||
| Value At Risk | (8.45) | |||
| Potential Upside | 11.72 | |||
| Downside Variance | 20.35 | |||
| Semi Variance | 13.43 | |||
| Expected Short fall | (5.12) | |||
| Skewness | 0.78 | |||
| Kurtosis | 2.19 |
COMTECH TELECOMM Backtested Returns
COMTECH TELECOMM is very risky given 3 months investment horizon. COMTECH TELECOMM secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 1.25% are justified by taking the suggested risk. Use COMTECH TELECOMM mean deviation of 4.03, and Risk Adjusted Performance of 0.1432 to evaluate company specific risk that cannot be diversified away. COMTECH TELECOMM holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.0503, which signifies not very significant fluctuations relative to the market. As returns on the market increase, COMTECH TELECOMM's returns are expected to increase less than the market. However, during the bear market, the loss of holding COMTECH TELECOMM is expected to be smaller as well. Use COMTECH TELECOMM standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to analyze future returns on COMTECH TELECOMM.
Auto-correlation | 0.24 |
Weak predictability
COMTECH TELECOMM has weak predictability. Overlapping area represents the amount of predictability between COMTECH TELECOMM time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of COMTECH TELECOMM price movement. The serial correlation of 0.24 indicates that over 24.0% of current COMTECH TELECOMM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
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Additional Tools for COMTECH Stock Analysis
When running COMTECH TELECOMM's price analysis, check to measure COMTECH TELECOMM's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy COMTECH TELECOMM is operating at the current time. Most of COMTECH TELECOMM's value examination focuses on studying past and present price action to predict the probability of COMTECH TELECOMM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COMTECH TELECOMM's price. Additionally, you may evaluate how the addition of COMTECH TELECOMM to your portfolios can decrease your overall portfolio volatility.