T Mobile (Brazil) Market Value
| T1MU34 Stock | BRL 739.65 4.78 0.64% |
| Symbol | T1MU34 |
T Mobile '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 T Mobile'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 T Mobile.
| 12/15/2022 |
| 12/04/2024 |
If you would invest 0.00 in T Mobile on December 15, 2022 and sell it all today you would earn a total of 0.00 from holding T Mobile or generate 0.0% return on investment in T Mobile over 720 days. T Mobile is related to or competes with Telefnica Brasil, TIM SA, and Oi SA. T-Mobile US, Inc., together with its subsidiaries, provides mobile communications services in the United States, Puerto ... More
T Mobile 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 T Mobile'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 T Mobile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.2643 | |||
| Maximum Drawdown | 5.55 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 2.3 |
T Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T Mobile's standard deviation. In reality, there are many statistical measures that can use T Mobile historical prices to predict the future T Mobile's volatility.| Risk Adjusted Performance | 0.278 | |||
| Jensen Alpha | 0.3978 | |||
| Total Risk Alpha | 0.2565 | |||
| Sortino Ratio | 0.2235 | |||
| Treynor Ratio | 2.19 |
T Mobile Backtested Returns
T Mobile appears to be very steady, given 3 months investment horizon. T Mobile owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.41, which indicates the company had a 0.41% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for T Mobile, which you can use to evaluate the volatility of the entity. Please review T Mobile's Downside Deviation of 1.41, market risk adjusted performance of 2.2, and Risk Adjusted Performance of 0.278 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, T Mobile holds a performance score of 31. The firm has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, T Mobile's returns are expected to increase less than the market. However, during the bear market, the loss of holding T Mobile is expected to be smaller as well. Please check T Mobile's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether T Mobile's existing price patterns will revert.
Auto-correlation | -0.5 |
Modest reverse predictability
T Mobile has modest reverse predictability. Overlapping area represents the amount of predictability between T Mobile time series from 15th of December 2022 to 10th of December 2023 and 10th of December 2023 to 4th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of T Mobile price movement. The serial correlation of -0.5 indicates that about 50.0% of current T Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 9574.52 |
T Mobile lagged returns against current returns
Autocorrelation, which is T Mobile 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 T Mobile's stock expected returns. We can calculate the autocorrelation of T Mobile returns to help us make a trade decision. For example, suppose you find that T Mobile 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 |
T Mobile 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 T Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
T Mobile Lagged Returns
When evaluating T Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T Mobile stock have on its future price. T Mobile 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, T Mobile autocorrelation shows the relationship between T Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in T Mobile.
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 Information and Resources on Investing in T1MU34 Stock
When determining whether T Mobile is a strong investment it is important to analyze T Mobile's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact T Mobile's future performance. For an informed investment choice regarding T1MU34 Stock, refer to the following important reports:Check out T Mobile Correlation, T Mobile Volatility and T Mobile Alpha and Beta module to complement your research on T Mobile. For information on how to trade T1MU34 Stock refer to our How to Trade T1MU34 Stock guide.You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
T Mobile technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.