Telecom Egypt's market value is the price at which a share of Telecom Egypt trades on a public exchange. It measures the collective expectations of Telecom Egypt investors about its performance. Telecom Egypt is trading at 37.60 as of the 4th of March 2025. This is a 0.53 percent down since the beginning of the trading day. The stock's lowest day price was 37.03. With this module, you can estimate the performance of a buy and hold strategy of Telecom Egypt and determine expected loss or profit from investing in Telecom Egypt over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Telecom
Telecom Egypt '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 Telecom Egypt'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 Telecom Egypt.
0.00
02/02/2025
No Change 0.00
0.0
In 31 days
03/04/2025
0.00
If you would invest 0.00 in Telecom Egypt on February 2, 2025 and sell it all today you would earn a total of 0.00 from holding Telecom Egypt or generate 0.0% return on investment in Telecom Egypt over 30 days.
Telecom Egypt 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 Telecom Egypt'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 Telecom Egypt upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telecom Egypt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telecom Egypt's standard deviation. In reality, there are many statistical measures that can use Telecom Egypt historical prices to predict the future Telecom Egypt's volatility.
Telecom Egypt appears to be very steady, given 3 months investment horizon. Telecom Egypt owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Telecom Egypt, which you can use to evaluate the volatility of the company. Please review Telecom Egypt's Coefficient Of Variation of 553.86, risk adjusted performance of 0.1437, and Semi Deviation of 0.7956 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Telecom Egypt holds a performance score of 14. The entity has a beta of 0.0436, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telecom Egypt's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telecom Egypt is expected to be smaller as well. Please check Telecom Egypt's coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Telecom Egypt's existing price patterns will revert.
Auto-correlation
0.74
Good predictability
Telecom Egypt has good predictability. Overlapping area represents the amount of predictability between Telecom Egypt time series from 2nd of February 2025 to 17th of February 2025 and 17th of February 2025 to 4th of March 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 Telecom Egypt price movement. The serial correlation of 0.74 indicates that around 74.0% of current Telecom Egypt price fluctuation can be explain by its past prices.
Correlation Coefficient
0.74
Spearman Rank Test
0.7
Residual Average
0.0
Price Variance
0.91
Telecom Egypt lagged returns against current returns
Autocorrelation, which is Telecom Egypt 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 Telecom Egypt's stock expected returns. We can calculate the autocorrelation of Telecom Egypt returns to help us make a trade decision. For example, suppose you find that Telecom Egypt 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
Telecom Egypt 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 Telecom Egypt stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telecom Egypt stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telecom Egypt stock over time.
Current vs Lagged Prices
Timeline
Telecom Egypt Lagged Returns
When evaluating Telecom Egypt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telecom Egypt stock have on its future price. Telecom Egypt 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, Telecom Egypt autocorrelation shows the relationship between Telecom Egypt stock current value and its past values and can show if there is a momentum factor associated with investing in Telecom Egypt.
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.