Comtech Telecommunicatio Market Risk Adjusted Performance

Stocks . USA . 
Stock . Comtech Telecommunications Corp
CMTL Stock  USD 12.48  0.36  2.97%   
Comtech Telecommunicatio market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Comtech Telecommunications Corp or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Comtech Telecommunications Corp has current Market Risk Adjusted Performance of 0.0907.
MRAP 
 = 
ER[a] + (1/BETA - 1) 
X 
ER[a] - RFR) 
 = 
0.0907
ER[a] = Expected return on investing in Comtech Telecommunicatio
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.
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Comtech Telecommunicatio Market Risk Adjusted Performance Peers Comparison

Comtech Market Risk Adjusted Performance Relative To Other Indicators

Comtech Telecommunications Corp is rated third in market risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  210.57  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Comtech Telecommunications Corp is roughly  210.57 
Compare Comtech Telecommunicatio to Peers

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Comtech Telecommunicatio Technical Signals

All Comtech Telecommunicatio Technical Indicators

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Math Operators
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Risk Adjusted Performance0.0498
Market Risk Adjusted Performance0.0907
Mean Deviation2.12
Semi Deviation3.78
Downside Deviation4.0
Coefficient Of Variation2229.35
Standard Deviation3.23
Variance10.43
Information Ratio0.0387
Jensen Alpha0.1182
Total Risk Alpha0.101
Sortino Ratio0.0312
Treynor Ratio0.0807
Maximum Drawdown19.1
Value At Risk(3.91)
Potential Upside4.98
Downside Variance16.04
Semi Variance14.29
Expected Short fall(2.09)
Skewness(1.84)
Kurtosis6.83
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