COMM HEALTH (Germany) Market Value
| CG5 Stock | EUR 2.88 0.06 2.13% |
| Symbol | COMM |
COMM HEALTH '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 COMM HEALTH'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 COMM HEALTH.
| 12/15/2025 |
| 01/14/2026 |
If you would invest 0.00 in COMM HEALTH on December 15, 2025 and sell it all today you would earn a total of 0.00 from holding COMM HEALTH SYSTEMS or generate 0.0% return on investment in COMM HEALTH over 30 days. COMM HEALTH is related to or competes with Apple, Apple, Apple, Apple, Microsoft, Microsoft, and Microsoft. More
COMM HEALTH 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 COMM HEALTH'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 COMM HEALTH SYSTEMS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.0 | |||
| Information Ratio | 0.02 | |||
| Maximum Drawdown | 28.36 | |||
| Value At Risk | (5.37) | |||
| Potential Upside | 6.16 |
COMM HEALTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMM HEALTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COMM HEALTH's standard deviation. In reality, there are many statistical measures that can use COMM HEALTH historical prices to predict the future COMM HEALTH's volatility.| Risk Adjusted Performance | 0.0404 | |||
| Jensen Alpha | 0.0771 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | 0.0268 | |||
| Treynor Ratio | 0.157 |
COMM HEALTH SYSTEMS Backtested Returns
COMM HEALTH appears to be very risky, given 3 months investment horizon. COMM HEALTH SYSTEMS secures Sharpe Ratio (or Efficiency) of 0.0549, which signifies that the company had a 0.0549 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for COMM HEALTH SYSTEMS, which you can use to evaluate the volatility of the firm. Please makes use of COMM HEALTH's mean deviation of 2.53, and Risk Adjusted Performance of 0.0404 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, COMM HEALTH holds a performance score of 4. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. COMM HEALTH returns are very sensitive to returns on the market. As the market goes up or down, COMM HEALTH is expected to follow. Please check COMM HEALTH's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to make a quick decision on whether COMM HEALTH's price patterns will revert.
Auto-correlation | 0.39 |
Below average predictability
COMM HEALTH SYSTEMS has below average predictability. Overlapping area represents the amount of predictability between COMM HEALTH time series from 15th of December 2025 to 30th of December 2025 and 30th of December 2025 to 14th of January 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 COMM HEALTH SYSTEMS price movement. The serial correlation of 0.39 indicates that just about 39.0% of current COMM HEALTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
COMM HEALTH SYSTEMS lagged returns against current returns
Autocorrelation, which is COMM HEALTH 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 COMM HEALTH's stock expected returns. We can calculate the autocorrelation of COMM HEALTH returns to help us make a trade decision. For example, suppose you find that COMM HEALTH 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 |
COMM HEALTH 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 COMM HEALTH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COMM HEALTH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COMM HEALTH stock over time.
Current vs Lagged Prices |
| Timeline |
COMM HEALTH Lagged Returns
When evaluating COMM HEALTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COMM HEALTH stock have on its future price. COMM HEALTH 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, COMM HEALTH autocorrelation shows the relationship between COMM HEALTH stock current value and its past values and can show if there is a momentum factor associated with investing in COMM HEALTH SYSTEMS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for COMM Stock Analysis
When running COMM HEALTH's price analysis, check to measure COMM HEALTH'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 COMM HEALTH is operating at the current time. Most of COMM HEALTH's value examination focuses on studying past and present price action to predict the probability of COMM HEALTH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COMM HEALTH's price. Additionally, you may evaluate how the addition of COMM HEALTH to your portfolios can decrease your overall portfolio volatility.