ComStage Vermgensstrategi (Germany) Market Value
| F701 Etf | EUR 178.00 1.76 1.00% |
| Symbol | ComStage |
ComStage Vermgensstrategi '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 ComStage Vermgensstrategi's etf 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 ComStage Vermgensstrategi.
| 11/22/2025 |
| 02/20/2026 |
If you would invest 0.00 in ComStage Vermgensstrategi on November 22, 2025 and sell it all today you would earn a total of 0.00 from holding ComStage Vermgensstrategie UCITS or generate 0.0% return on investment in ComStage Vermgensstrategi over 90 days. ComStage Vermgensstrategi is related to or competes with Xtrackers Portfolio, Lyxor UCITS, Multi Units, Vanguard Funds, Deka MSCI, and SSgA SPDR. LYXOR PTF is traded on Frankfurt Stock Exchange in Germany. More
ComStage Vermgensstrategi 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 ComStage Vermgensstrategi's etf 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 ComStage Vermgensstrategie UCITS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5739 | |||
| Information Ratio | 0.0074 | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.8856 |
ComStage Vermgensstrategi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ComStage Vermgensstrategi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ComStage Vermgensstrategi's standard deviation. In reality, there are many statistical measures that can use ComStage Vermgensstrategi historical prices to predict the future ComStage Vermgensstrategi's volatility.| Risk Adjusted Performance | 0.0889 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | 0.0185 | |||
| Sortino Ratio | 0.0072 | |||
| Treynor Ratio | 0.1898 |
ComStage Vermgensstrategi February 20, 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 | 0.0889 | |||
| Market Risk Adjusted Performance | 0.1998 | |||
| Mean Deviation | 0.4291 | |||
| Semi Deviation | 0.4493 | |||
| Downside Deviation | 0.5739 | |||
| Coefficient Of Variation | 827.58 | |||
| Standard Deviation | 0.5601 | |||
| Variance | 0.3137 | |||
| Information Ratio | 0.0074 | |||
| Jensen Alpha | 0.0414 | |||
| Total Risk Alpha | 0.0185 | |||
| Sortino Ratio | 0.0072 | |||
| Treynor Ratio | 0.1898 | |||
| Maximum Drawdown | 2.36 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 0.8856 | |||
| Downside Variance | 0.3293 | |||
| Semi Variance | 0.2018 | |||
| Expected Short fall | (0.46) | |||
| Skewness | (0.29) | |||
| Kurtosis | 0.3549 |
ComStage Vermgensstrategi Backtested Returns
At this point, ComStage Vermgensstrategi is very steady. ComStage Vermgensstrategi secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the etf had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ComStage Vermgensstrategie UCITS, which you can use to evaluate the volatility of the entity. Please confirm ComStage Vermgensstrategi's Mean Deviation of 0.4291, downside deviation of 0.5739, and Risk Adjusted Performance of 0.0889 to double-check if the risk estimate we provide is consistent with the expected return of 0.1%. The etf shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ComStage Vermgensstrategi's returns are expected to increase less than the market. However, during the bear market, the loss of holding ComStage Vermgensstrategi is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
ComStage Vermgensstrategie UCITS has modest predictability. Overlapping area represents the amount of predictability between ComStage Vermgensstrategi time series from 22nd of November 2025 to 6th of January 2026 and 6th of January 2026 to 20th 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 ComStage Vermgensstrategi price movement. The serial correlation of 0.5 indicates that about 50.0% of current ComStage Vermgensstrategi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 1.49 |
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Other Information on Investing in ComStage Etf
ComStage Vermgensstrategi financial ratios help investors to determine whether ComStage Etf 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 ComStage with respect to the benefits of owning ComStage Vermgensstrategi security.