Comtech Telecommunicatio Risk Adjusted Performance

Stocks . USA . 
Stock . Comtech Telecommunications Corp
CMTL Stock  USD 12.48  0.36  2.97%   
Comtech Telecommunicatio 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 Risk Adjusted Performance of 0.0498.
RAP 
 = 
(ER[a] - RFR) * STD[b])/STD[b] 
RFR 
 = 
0.0498
ER[a] = Expected return on investing in Comtech Telecommunicatio
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.
More Info All Equity Analysis

Comtech Telecommunicatio Risk Adjusted Performance Peers Comparison

Comtech Risk Adjusted Performance Relative To Other Indicators

Comtech Telecommunications Corp is rated third in risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  383.51  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Comtech Telecommunications Corp is roughly  383.51 
Compare Comtech Telecommunicatio to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas  

Comtech Telecommunicatio Technical Signals

All Comtech Telecommunicatio Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators
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
Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2023 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY