Comerica (UK) Market Value
| 0I1P Stock | 78.24 0.12 0.15% |
| Symbol | Comerica |
Comerica 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Comerica's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Comerica.
| 08/27/2025 |
| 11/25/2025 |
If you would invest 0.00 in Comerica on August 27, 2025 and sell it all today you would earn a total of 0.00 from holding Comerica or generate 0.0% return on investment in Comerica over 90 days. Comerica is related to or competes with Monster Beverage, CleanTech Lithium, MoneysupermarketCom, Molson Coors, National Beverage, and Sabre Insurance. Comerica is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Comerica Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Comerica's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Comerica upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.93 | |||
| Information Ratio | 0.1067 | |||
| Maximum Drawdown | 19.07 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 2.98 |
Comerica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Comerica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Comerica's standard deviation. In reality, there are many statistical measures that can use Comerica historical prices to predict the future Comerica's volatility.| Risk Adjusted Performance | 0.0858 | |||
| Jensen Alpha | 0.288 | |||
| Total Risk Alpha | 0.2055 | |||
| Sortino Ratio | 0.1326 | |||
| Treynor Ratio | (0.38) |
Comerica Backtested Returns
Comerica appears to be very steady, given 3 months investment horizon. Comerica secures Sharpe Ratio (or Efficiency) of 0.0855, which signifies that the company had a 0.0855 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Comerica, which you can use to evaluate the volatility of the firm. Please makes use of Comerica's Mean Deviation of 1.53, downside deviation of 1.93, and Risk Adjusted Performance of 0.0858 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Comerica holds a performance score of 6. The firm shows a Beta (market volatility) of -0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Comerica are expected to decrease at a much lower rate. During the bear market, Comerica is likely to outperform the market. Please check Comerica's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Comerica's price patterns will revert.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Comerica has insignificant reverse predictability. Overlapping area represents the amount of predictability between Comerica time series from 27th of August 2025 to 11th of October 2025 and 11th of October 2025 to 25th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Comerica price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Comerica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Comerica lagged returns against current returns
Autocorrelation, which is Comerica stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Comerica's stock expected returns. We can calculate the autocorrelation of Comerica returns to help us make a trade decision. For example, suppose you find that Comerica has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Comerica regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Comerica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Comerica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Comerica stock over time.
Current vs Lagged Prices |
| Timeline |
Comerica Lagged Returns
When evaluating Comerica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Comerica stock have on its future price. Comerica autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Comerica autocorrelation shows the relationship between Comerica stock current value and its past values and can show if there is a momentum factor associated with investing in Comerica.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Comerica Stock Analysis
When running Comerica's price analysis, check to measure Comerica'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 Comerica is operating at the current time. Most of Comerica's value examination focuses on studying past and present price action to predict the probability of Comerica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Comerica's price. Additionally, you may evaluate how the addition of Comerica to your portfolios can decrease your overall portfolio volatility.