Comtech Telecommunications Corp Stock Alpha and Beta Analysis
| CMTL Stock | USD 1.80 0.01 0.56% |
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 (1.22) | Alpha (0.37) | Risk 8.84 | Sharpe Ratio (0.11) | Expected Return (0.99) |
Enterprise Value |
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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.
Comtech |
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 | -0.37 | β | -1.22 |
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 Sat, Dec 28, 2024 and Fri, Mar 28, 2025 is 2.2 with a coefficient of variation of 33.69. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 2.51, and mean deviation of 0.66. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by John Ratigan of 59530 shares of Comtech Telecommunicatio subject to Rule 16b-3 | 12/27/2024 |
2 | Acquisition by Traub Kenneth of 163935 shares of Comtech Telecommunicatio subject to Rule 16b-3 | 01/23/2025 |
3 | Acquisition by Hildebrandt Michael of 37216 shares of Comtech Telecommunicatio subject to Rule 16b-3 | 01/24/2025 |
4 | Tech Stocks Plunge Comtech, AirSculpt, D-Wave and More See Major Losses Amid Market Volatility - HPBL | 01/28/2025 |
5 | Disposition of 515 shares by Daniel Gizinski of Comtech Telecommunicatio at 1.97 subject to Rule 16b-3 | 02/04/2025 |
6 | Disposition of 1020 shares by Daniel Gizinski of Comtech Telecommunicatio subject to Rule 16b-3 | 02/05/2025 |
7 | Acquisition by Kagan David B. of 33627 shares of Comtech Telecommunicatio subject to Rule 16b-3 | 02/25/2025 |
8 | Comtech Unveils New ELEVATE 2.0 Multi-Orbit SATCOM Platform for Global Customers | 02/26/2025 |
9 | Comtech Telecommunications Enhances Financial Flexibility with Amendments - TipRanks | 03/04/2025 |
10 | Should You Bet on ASTS Stock Post Better-Than-Expected Q4 Earnings | 03/07/2025 |
11 | Comtech Secures 26 Million in Sole Source Contracts from L3Harris to Advance Next-Generation Protected SATCOM Programs | 03/10/2025 |
12 | Accenture to Acquire Soben, Boosting Capital Projects Capabilities in Data Center Development and Other Sectors | 03/11/2025 |
13 | Comtech Announces Financial Results for Second Quarter of Fiscal 2025 | 03/12/2025 |
14 | Comtech Telecommunications Corp. Q2 2025 Earnings Call Transcript | 03/14/2025 |
15 | Comtech Telecommunications Corp. Short Interest Update | 03/17/2025 |
16 | YNCU To Unite with Comtech Fire Credit Union in New Partnership | 03/26/2025 |
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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0304 | 0.002872 | 0.003303 | 0.003138 |
| Price To Sales Ratio | 0.52 | 0.17 | 0.16 | 0.15 |
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
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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. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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.