Comsovereign Holding Corp Stock Market Value
| COMS Stock | USD 0 0.0005 23.81% |
| Symbol | COMSovereign |
COMSovereign Holding '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 COMSovereign Holding's pink sheet 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 COMSovereign Holding.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in COMSovereign Holding on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding COMSovereign Holding Corp or generate 0.0% return on investment in COMSovereign Holding over 30 days. COMSovereign Holding Corp. provides technologically-advanced telecom solutions for network operators, mobile device carr... More
COMSovereign Holding 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 COMSovereign Holding's pink sheet 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 COMSovereign Holding Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 53.72 | |||
| Information Ratio | 0.2359 | |||
| Maximum Drawdown | 441.55 | |||
| Value At Risk | (64.52) | |||
| Potential Upside | 150.0 |
COMSovereign Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for COMSovereign Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as COMSovereign Holding's standard deviation. In reality, there are many statistical measures that can use COMSovereign Holding historical prices to predict the future COMSovereign Holding's volatility.| Risk Adjusted Performance | 0.1758 | |||
| Jensen Alpha | 15.78 | |||
| Total Risk Alpha | 10.08 | |||
| Sortino Ratio | 0.2939 | |||
| Treynor Ratio | 15.26 |
COMSovereign Holding Corp Backtested Returns
COMSovereign Holding is out of control given 3 months investment horizon. COMSovereign Holding Corp secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We have collected data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.57% are justified by taking the suggested risk. Use COMSovereign Holding risk adjusted performance of 0.1758, and Mean Deviation of 40.0 to evaluate company specific risk that cannot be diversified away. COMSovereign Holding holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. COMSovereign Holding returns are very sensitive to returns on the market. As the market goes up or down, COMSovereign Holding is expected to follow. Use COMSovereign Holding sortino ratio and the relationship between the downside variance and period momentum indicator , to analyze future returns on COMSovereign Holding.
Auto-correlation | 0.27 |
Poor predictability
COMSovereign Holding Corp has poor predictability. Overlapping area represents the amount of predictability between COMSovereign Holding time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st of December 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 COMSovereign Holding Corp price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current COMSovereign Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
COMSovereign Holding Corp lagged returns against current returns
Autocorrelation, which is COMSovereign Holding pink sheet'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 COMSovereign Holding's pink sheet expected returns. We can calculate the autocorrelation of COMSovereign Holding returns to help us make a trade decision. For example, suppose you find that COMSovereign Holding has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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COMSovereign Holding 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 COMSovereign Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if COMSovereign Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in COMSovereign Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
COMSovereign Holding Lagged Returns
When evaluating COMSovereign Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of COMSovereign Holding pink sheet have on its future price. COMSovereign Holding 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, COMSovereign Holding autocorrelation shows the relationship between COMSovereign Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in COMSovereign Holding Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for COMSovereign Pink Sheet Analysis
When running COMSovereign Holding's price analysis, check to measure COMSovereign Holding'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 COMSovereign Holding is operating at the current time. Most of COMSovereign Holding's value examination focuses on studying past and present price action to predict the probability of COMSovereign Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move COMSovereign Holding's price. Additionally, you may evaluate how the addition of COMSovereign Holding to your portfolios can decrease your overall portfolio volatility.