Dws Communications Fund Market Value
| COMSX Fund | 26.80 0.08 0.30% |
| Symbol | Dws |
Dws Communications '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 Dws Communications' mutual fund 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 Dws Communications.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Dws Communications on November 20, 2025 and sell it all today you would earn a total of 0.00 from holding Dws Communications or generate 0.0% return on investment in Dws Communications over 90 days. Dws Communications is related to or competes with Deutsche Gnma, Deutsche Short, Deutsche Short, Deutsche Science, Deutsche Science, Deutsche Science, and Deutsche Short. The fund invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes in common ... More
Dws Communications 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 Dws Communications' mutual fund 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 Dws Communications upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 1.53 |
Dws Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dws Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dws Communications' standard deviation. In reality, there are many statistical measures that can use Dws Communications historical prices to predict the future Dws Communications' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dws Communications' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dws Communications February 18, 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 | (0.14) | |||
| Market Risk Adjusted Performance | (0.24) | |||
| Mean Deviation | 0.9187 | |||
| Coefficient Of Variation | (571.19) | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.44 | |||
| Information Ratio | (0.22) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.25) | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 1.53 | |||
| Skewness | (0.52) | |||
| Kurtosis | 0.1181 |
Dws Communications Backtested Returns
Dws Communications secures Sharpe Ratio (or Efficiency) of -0.0855, which denotes the fund had a -0.0855 % return per unit of risk over the last 3 months. Dws Communications exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dws Communications' Mean Deviation of 0.9187, variance of 1.44, and Standard Deviation of 1.2 to check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.87, which means possible diversification benefits within a given portfolio. Dws Communications returns are very sensitive to returns on the market. As the market goes up or down, Dws Communications is expected to follow.
Auto-correlation | -0.26 |
Weak reverse predictability
Dws Communications has weak reverse predictability. Overlapping area represents the amount of predictability between Dws Communications time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 Dws Communications price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Dws Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dws Mutual Fund
Dws Communications financial ratios help investors to determine whether Dws Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dws with respect to the benefits of owning Dws Communications security.
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