Comtech Telecommunicatio Value At Risk
| CMTL Stock | | | USD 3.74 0.35 10.32% |
This dataset for Comtech Telecommunications Corp reflects inputs used in the Value At Risk calculation. Values are derived from historical price and volume observations. Data coverage may vary across sources and reporting intervals. This dataset is part of a broader indicator framework including
Equity Screeners. Comtech Telecommunicatio has a market cap of 110.87 M, operating margin of -0.87%, ROE of 4.77%. Review
Trending Equities for a broader allocation view. Portfolio composition is shown for contextual purposes. A position in Comtech Telecommunications Corp appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Comtech Telecommunications Corp has current Value At Risk of
-7.86. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -7.86 | |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Comtech Telecommunications Corp carries a
fifth ranking for value at risk within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Comtech Telecommunicatio to Peers
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