Deutsche Telekom (Germany) Market Value
| DTE Stock | 33.84 1.14 3.26% |
| Symbol | Deutsche |
Deutsche Telekom '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 Deutsche Telekom'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 Deutsche Telekom.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Deutsche Telekom on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Telekom AG or generate 0.0% return on investment in Deutsche Telekom over 30 days. Deutsche Telekom is related to or competes with United Rentals, UNITED RENTALS, Sixt Leasing, Mitsui Chemicals, Globex Mining, Lendlease, and GRENKELEASING. More
Deutsche Telekom 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 Deutsche Telekom'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 Deutsche Telekom AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.28 | |||
| Information Ratio | 0.2125 | |||
| Maximum Drawdown | 6.2 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.52 |
Deutsche Telekom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Telekom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Telekom's standard deviation. In reality, there are many statistical measures that can use Deutsche Telekom historical prices to predict the future Deutsche Telekom's volatility.| Risk Adjusted Performance | 0.1623 | |||
| Jensen Alpha | 0.2416 | |||
| Total Risk Alpha | 0.2516 | |||
| Sortino Ratio | 0.194 | |||
| Treynor Ratio | 5.11 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Telekom's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Deutsche Telekom Backtested Returns
Deutsche Telekom appears to be very steady, given 3 months investment horizon. Deutsche Telekom secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Deutsche Telekom AG, which you can use to evaluate the volatility of the firm. Please utilize Deutsche Telekom's Coefficient Of Variation of 463.87, downside deviation of 1.28, and Mean Deviation of 0.8193 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Deutsche Telekom holds a performance score of 12. The firm shows a Beta (market volatility) of 0.0472, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Telekom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Telekom is expected to be smaller as well. Please check Deutsche Telekom's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Deutsche Telekom's price patterns will revert.
Auto-correlation | 0.30 |
Below average predictability
Deutsche Telekom AG has below average predictability. Overlapping area represents the amount of predictability between Deutsche Telekom time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Deutsche Telekom price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Deutsche Telekom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Deutsche Telekom lagged returns against current returns
Autocorrelation, which is Deutsche Telekom 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 Deutsche Telekom's stock expected returns. We can calculate the autocorrelation of Deutsche Telekom returns to help us make a trade decision. For example, suppose you find that Deutsche Telekom 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 |
Deutsche Telekom 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 Deutsche Telekom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Telekom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Telekom stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Telekom Lagged Returns
When evaluating Deutsche Telekom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Telekom stock have on its future price. Deutsche Telekom 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, Deutsche Telekom autocorrelation shows the relationship between Deutsche Telekom stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Telekom AG.
Regressed Prices |
| Timeline |
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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 Deutsche Stock Analysis
When running Deutsche Telekom's price analysis, check to measure Deutsche Telekom'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 Deutsche Telekom is operating at the current time. Most of Deutsche Telekom's value examination focuses on studying past and present price action to predict the probability of Deutsche Telekom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Deutsche Telekom's price. Additionally, you may evaluate how the addition of Deutsche Telekom to your portfolios can decrease your overall portfolio volatility.