Commerzbank (Hungary) Market Value
| COMMB Stock | 13,500 470.00 3.61% |
| Symbol | Commerzbank |
Commerzbank '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 Commerzbank'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 Commerzbank.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Commerzbank on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Commerzbank AG or generate 0.0% return on investment in Commerzbank over 90 days.
Commerzbank 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 Commerzbank'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 Commerzbank AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 4.59 |
Commerzbank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commerzbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Commerzbank's standard deviation. In reality, there are many statistical measures that can use Commerzbank historical prices to predict the future Commerzbank's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.4213 |
Commerzbank February 13, 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 | (0.01) | |||
| Market Risk Adjusted Performance | 0.4313 | |||
| Mean Deviation | 1.98 | |||
| Coefficient Of Variation | (3,703) | |||
| Standard Deviation | 2.7 | |||
| Variance | 7.28 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.4213 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 4.59 | |||
| Skewness | 0.0937 | |||
| Kurtosis | 0.4001 |
Commerzbank AG Backtested Returns
Commerzbank appears to be very steady, given 3 months investment horizon. Commerzbank AG secures Sharpe Ratio (or Efficiency) of 0.0989, which signifies that the company had a 0.0989 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Commerzbank AG, which you can use to evaluate the volatility of the firm. Please makes use of Commerzbank's Risk Adjusted Performance of (0.01), mean deviation of 1.98, and Standard Deviation of 2.7 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Commerzbank holds a performance score of 7. 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 Commerzbank are expected to decrease at a much lower rate. During the bear market, Commerzbank is likely to outperform the market. Please check Commerzbank's potential upside, and the relationship between the jensen alpha and daily balance of power , to make a quick decision on whether Commerzbank's price patterns will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Commerzbank AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Commerzbank time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th 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 Commerzbank AG price movement. The serial correlation of -0.74 indicates that around 74.0% of current Commerzbank price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 64.1 K |