Comtech Telecommunications Corp Stock Alpha and Beta Analysis

CMTL Stock  USD 2.21  0.01  0.45%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Comtech Telecommunications Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Comtech Telecommunicatio over a specified time horizon. Remember, high Comtech Telecommunicatio's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Comtech Telecommunicatio's market risk premium analysis include:
Beta
0.62
Alpha
(1.41)
Risk
7.68
Sharpe Ratio
(0.17)
Expected Return
(1.34)
Please note that although Comtech Telecommunicatio alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Comtech Telecommunicatio did 1.41  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Comtech Telecommunications Corp stock's relative risk over its benchmark. Comtech Telecommunicatio has a beta of 0.62  . As returns on the market increase, Comtech Telecommunicatio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Comtech Telecommunicatio is expected to be smaller as well. At this time, Comtech Telecommunicatio's Enterprise Value Over EBITDA is quite stable compared to the past year. Enterprise Value Multiple is expected to rise to 16.36 this year, although Tangible Book Value Per Share will most likely fall to (0.78).

Enterprise Value

394.78 Million

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Comtech Telecommunicatio Backtesting, Comtech Telecommunicatio Valuation, Comtech Telecommunicatio Correlation, Comtech Telecommunicatio Hype Analysis, Comtech Telecommunicatio Volatility, Comtech Telecommunicatio History and analyze Comtech Telecommunicatio Performance.

Comtech Telecommunicatio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Comtech Telecommunicatio market risk premium is the additional return an investor will receive from holding Comtech Telecommunicatio long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Comtech Telecommunicatio. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Comtech Telecommunicatio's performance over market.
α-1.41   β0.62

Comtech Telecommunicatio expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Comtech Telecommunicatio's Buy-and-hold return. Our buy-and-hold chart shows how Comtech Telecommunicatio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Comtech Telecommunicatio Market Price Analysis

Market price analysis indicators help investors to evaluate how Comtech Telecommunicatio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Comtech Telecommunicatio shares will generate the highest return on investment. By understating and applying Comtech Telecommunicatio stock market price indicators, traders can identify Comtech Telecommunicatio position entry and exit signals to maximize returns.

Comtech Telecommunicatio Return and Market Media

The median price of Comtech Telecommunicatio for the period between Tue, Feb 27, 2024 and Mon, May 27, 2024 is 2.66 with a coefficient of variation of 51.79. The daily time series for the period is distributed with a sample standard deviation of 1.72, arithmetic mean of 3.33, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Wood Daniel Scott 1 of 4000 shares of Comtech Telecommunicatio subject to Rule 16b-3
03/01/2024
2
Disposition of tradable shares by Robertson Jeffery Paul of Comtech Telecommunicatio subject to Rule 16b-3
03/26/2024
3
Comtech partners with Eutelsat to deliver LEO connectivity services to Antarctica
04/15/2024
4
Disposition of 904 shares by Donald Walther of Comtech Telecommunicatio at 2.05 subject to Rule 16b-3
04/26/2024
5
Comtech Telecommunications Corp. Investigated Regarding Potential Securities Law Violations - Contact Levi Korsinsky for Details- CMTL
05/03/2024
6
ATTENTION CMTL SHAREHOLDERS Investors who Lost Money on Comtech Telecommunications Corp. are Urged to Contact Levi Korsinsky About an Ongoing Investigation
05/10/2024
7
Comtech Telecommunications Corp. INVESTIGATION Levi Korsinsky Investigates Potential Securities Fraud by Comtech
05/16/2024
8
Comtech Telecommunications Corp. Investors with Losses are Urged to Contact Levi Korsinsky to Discuss Their Rights
05/17/2024
9
ONGOING INVESTIGATION ALERT The Schall Law Firm Encourages Investors in Comtech Telecommunications Corp. with Losses of 100,000 to Contact the Firm
05/20/2024
10
CMTL STOCK ALERT Levi Korsinsky Notifies Comtech Telecommunications Corp. Investors of an Ongoing Investigation
05/22/2024
11
CMTL ALERT Levi Korsinsky Reminds Investors of an Investigation Involving Possible Securities Fraud Violations by Comtech Telecommunications Corp.
05/23/2024
12
ATTENTION Comtech Telecommunications Corp. Investors You May Have Been Affected by Fraud- Contact Levi Korsinsky to Discuss Your Rights
05/24/2024

About Comtech Telecommunicatio Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Comtech or other stocks. Alpha measures the amount that position in Comtech Telecommunicatio has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Dividend Yield0.03650.03040.0350.0382
Price To Sales Ratio0.620.520.470.79

Comtech Telecommunicatio Upcoming Company Events

As portrayed in its financial statements, the presentation of Comtech Telecommunicatio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Comtech Telecommunicatio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Comtech Telecommunicatio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Comtech Telecommunicatio. Please utilize our Beneish M Score to check the likelihood of Comtech Telecommunicatio's management manipulating its earnings.
14th of March 2024
Upcoming Quarterly Report
View
13th of June 2024
Next Financial Report
View
31st of January 2024
Next Fiscal Quarter End
View
10th of October 2024
Next Fiscal Year End
View
31st of October 2023
Last Quarter Report
View
31st of July 2023
Last Financial Announcement
View

Build Portfolio with Comtech Telecommunicatio

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Comtech Telecommunicatio is a strong investment it is important to analyze Comtech Telecommunicatio's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Comtech Telecommunicatio's future performance. For an informed investment choice regarding Comtech Stock, refer to the following important reports:

Complementary Tools for Comtech Stock analysis

When running Comtech Telecommunicatio's price analysis, check to measure Comtech Telecommunicatio'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 Comtech Telecommunicatio is operating at the current time. Most of Comtech Telecommunicatio's value examination focuses on studying past and present price action to predict the probability of Comtech Telecommunicatio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Comtech Telecommunicatio's price. Additionally, you may evaluate how the addition of Comtech Telecommunicatio to your portfolios can decrease your overall portfolio volatility.
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Piotroski F Score
Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals
Commodity Channel
Use Commodity Channel Index to analyze current equity momentum
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Global Correlations
Find global opportunities by holding instruments from different markets
Funds Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Fundamental Analysis
View fundamental data based on most recent published financial statements
ETFs
Find actively traded Exchange Traded Funds (ETF) from around the world
Money Managers
Screen money managers from public funds and ETFs managed around the world
Share Portfolio
Track or share privately all of your investments from the convenience of any device
Transaction History
View history of all your transactions and understand their impact on performance
USA ETFs
Find actively traded Exchange Traded Funds (ETF) in USA
Comtech Telecommunicatio technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Comtech Telecommunicatio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Comtech Telecommunicatio trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...