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CommScope Holding Company Inc

COMM
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19.580USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
2.86BMarket Cap
4.81P/E TTM

Risk Assessment

Currency: USD Updated: 2026-01-13
Previous score
6.58
Change
0
CommScope Holding Company Inc’s latest ESG disclosure leads the Communications & Networking industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
2.42
VaR
+7.00%
240-Day Maximum Drawdown
+52.44%
240-Day Volatility
+95.65%

Return

Best Daily Return
60 days
+9.77%
120 days
+86.26%
5 years
+86.26%
Worst Daily Return
60 days
-6.76%
120 days
-6.76%
5 years
-38.84%
Sharpe Ratio
60 days
+2.37
120 days
+1.96
5 years
+0.49

Risk Assessment

Maximum Drawdown
240 days
+52.44%
3 years
+88.87%
5 years
+96.04%
Return-to-Drawdown Ratio
240 days
+5.78
3 years
+0.66
5 years
+0.05
Skewness
240 days
+7.11
3 years
+2.78
5 years
+2.49

Volatility

Realised Volatility
240 days
+95.65%
5 years
+86.75%
Standardised True Range
240 days
+2.93%
5 years
+2.26%
Downside Risk-Adjusted Return
120 days
+1048.74%
240 days
+1048.74%
Maximum Daily Upside Volatility
60 days
+36.08%
Maximum Daily Downside Volatility
60 days
+31.08%

Liquidity

Average Turnover Rate
60 days
+3.34%
120 days
+3.07%
5 years
--
Turnover Deviation
20 days
+135.65%
60 days
+49.07%
120 days
+36.77%
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