SK Telecom's market value is the price at which a share of SK Telecom trades on a public exchange. It measures the collective expectations of SK Telecom Co, investors about its performance. SK Telecom is trading at 33.21 as of the 4th of January 2025, a 1.56% up since the beginning of the trading day. The stock's open price was 32.7. With this module, you can estimate the performance of a buy and hold strategy of SK Telecom Co, and determine expected loss or profit from investing in SK Telecom over a given investment horizon. Check out World Market Map 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 nation.
Symbol
S1KM34
SK Telecom '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 SK Telecom'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 SK Telecom.
0.00
11/05/2024
No Change 0.00
0.0
In 2 months and 2 days
01/04/2025
0.00
If you would invest 0.00 in SK Telecom on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding SK Telecom Co, or generate 0.0% return on investment in SK Telecom over 60 days.
SK Telecom 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 SK Telecom'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 SK Telecom Co, 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 SK Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SK Telecom's standard deviation. In reality, there are many statistical measures that can use SK Telecom historical prices to predict the future SK Telecom's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SK Telecom. Your research has to be compared to or analyzed against SK Telecom's peers to derive any actionable benefits. When done correctly, SK Telecom's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in SK Telecom Co,.
SK Telecom Co, Backtested Returns
At this point, SK Telecom is very steady. SK Telecom Co, retains Efficiency (Sharpe Ratio) of 0.059, which indicates the firm had a 0.059% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for SK Telecom, which you can use to evaluate the volatility of the company. Please validate SK Telecom's Risk Adjusted Performance of 0.0107, downside deviation of 1.94, and Mean Deviation of 0.7163 to confirm if the risk estimate we provide is consistent with the expected return of 0.0895%. SK Telecom has a performance score of 4 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SK Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding SK Telecom is expected to be smaller as well. SK Telecom Co, today owns a risk of 1.52%. Please validate SK Telecom Co, semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if SK Telecom Co, will be following its current price history.
Auto-correlation
-0.45
Modest reverse predictability
SK Telecom Co, has modest reverse predictability. Overlapping area represents the amount of predictability between SK Telecom time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 SK Telecom Co, price movement. The serial correlation of -0.45 indicates that just about 45.0% of current SK Telecom price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.45
Spearman Rank Test
-0.31
Residual Average
0.0
Price Variance
0.31
SK Telecom Co, lagged returns against current returns
Autocorrelation, which is SK Telecom 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 SK Telecom's stock expected returns. We can calculate the autocorrelation of SK Telecom returns to help us make a trade decision. For example, suppose you find that SK Telecom 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
SK Telecom 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 SK Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SK Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SK Telecom stock over time.
Current vs Lagged Prices
Timeline
SK Telecom Lagged Returns
When evaluating SK Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SK Telecom stock have on its future price. SK Telecom 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, SK Telecom autocorrelation shows the relationship between SK Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in SK Telecom Co,.
Regressed Prices
Timeline
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