Telefnica's market value is the price at which a share of Telefnica trades on a public exchange. It measures the collective expectations of Telefnica SA investors about its performance. Telefnica is trading at 4.10 as of the 9th of January 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 4.1. With this module, you can estimate the performance of a buy and hold strategy of Telefnica SA and determine expected loss or profit from investing in Telefnica over a given investment horizon. Check out Telefnica Correlation, Telefnica Volatility and Telefnica Alpha and Beta module to complement your research on Telefnica.
Please note, there is a significant difference between Telefnica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Telefnica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Telefnica's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Telefnica '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 Telefnica's pink sheet 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 Telefnica.
0.00
11/10/2024
No Change 0.00
0.0
In 2 months and 2 days
01/09/2025
0.00
If you would invest 0.00 in Telefnica on November 10, 2024 and sell it all today you would earn a total of 0.00 from holding Telefnica SA or generate 0.0% return on investment in Telefnica over 60 days. Telefnica is related to or competes with Orange SA, Vodafone Group, Deutsche Telekom, Singapore Telecommunicatio, and Banco Santander. Telefnica, S.A., together with its subsidiaries, provides telecommunications services in Europe and Latin America More
Telefnica 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 Telefnica's pink sheet 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 Telefnica SA 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 Telefnica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefnica's standard deviation. In reality, there are many statistical measures that can use Telefnica historical prices to predict the future Telefnica's volatility.
Telefnica SA owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.039, which indicates the firm had a -0.039% return per unit of risk over the last 3 months. Telefnica SA exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Telefnica's Variance of 12.82, coefficient of variation of (2,565), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telefnica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefnica is expected to be smaller as well. At this point, Telefnica SA has a negative expected return of -0.14%. Please make sure to validate Telefnica's information ratio, potential upside, as well as the relationship between the Potential Upside and day median price , to decide if Telefnica SA performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.24
Weak reverse predictability
Telefnica SA has weak reverse predictability. Overlapping area represents the amount of predictability between Telefnica time series from 10th of November 2024 to 10th of December 2024 and 10th of December 2024 to 9th 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 Telefnica SA price movement. The serial correlation of -0.24 indicates that over 24.0% of current Telefnica price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.24
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
0.05
Telefnica SA lagged returns against current returns
Autocorrelation, which is Telefnica pink sheet'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 Telefnica's pink sheet expected returns. We can calculate the autocorrelation of Telefnica returns to help us make a trade decision. For example, suppose you find that Telefnica has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Telefnica 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 Telefnica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefnica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefnica pink sheet over time.
Current vs Lagged Prices
Timeline
Telefnica Lagged Returns
When evaluating Telefnica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefnica pink sheet have on its future price. Telefnica 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, Telefnica autocorrelation shows the relationship between Telefnica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Telefnica SA.
Other Information on Investing in Telefnica Pink Sheet
Telefnica financial ratios help investors to determine whether Telefnica Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Telefnica with respect to the benefits of owning Telefnica security.