Telecom Argentina (Germany) Market Value
| TEO Stock | EUR 12.00 0.60 4.76% |
| Symbol | Telecom |
Telecom Argentina '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 Argentina'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 Argentina.
| 10/22/2024 |
| 01/20/2025 |
If you would invest 0.00 in Telecom Argentina on October 22, 2024 and sell it all today you would earn a total of 0.00 from holding Telecom Argentina SA or generate 0.0% return on investment in Telecom Argentina over 90 days. Telecom Argentina is related to or competes with Chesapeake Utilities, Park Hotels, Liberty Broadband, Broadwind, Air Transport, UNITED UTILITIES, and QUEEN S. Telecom Argentina S.A., together with its subsidiaries, provides telecommunications services in Argentina and internatio... More
Telecom Argentina 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 Argentina'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 Argentina SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.8 | |||
| Information Ratio | 0.197 | |||
| Maximum Drawdown | 24.91 | |||
| Value At Risk | (6.40) | |||
| Potential Upside | 8.26 |
Telecom Argentina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telecom Argentina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telecom Argentina's standard deviation. In reality, there are many statistical measures that can use Telecom Argentina historical prices to predict the future Telecom Argentina's volatility.| Risk Adjusted Performance | 0.1783 | |||
| Jensen Alpha | 0.9073 | |||
| Total Risk Alpha | 0.7985 | |||
| Sortino Ratio | 0.233 | |||
| Treynor Ratio | (6.16) |
Telecom Argentina Backtested Returns
Telecom Argentina appears to be slightly risky, given 3 months investment horizon. Telecom Argentina owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. By inspecting Telecom Argentina's technical indicators, you can evaluate if the expected return of 0.92% is justified by implied risk. Please review Telecom Argentina's Risk Adjusted Performance of 0.1783, semi deviation of 3.09, and Coefficient Of Variation of 491.19 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Telecom Argentina holds a performance score of 15. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Telecom Argentina are expected to decrease at a much lower rate. During the bear market, Telecom Argentina is likely to outperform the market. Please check Telecom Argentina's total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Telecom Argentina's existing price patterns will revert.
Auto-correlation | 0.09 |
Virtually no predictability
Telecom Argentina SA has virtually no predictability. Overlapping area represents the amount of predictability between Telecom Argentina time series from 22nd of October 2024 to 6th of December 2024 and 6th of December 2024 to 20th 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 Telecom Argentina price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Telecom Argentina price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Telecom Argentina lagged returns against current returns
Autocorrelation, which is Telecom Argentina 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 Argentina's stock expected returns. We can calculate the autocorrelation of Telecom Argentina returns to help us make a trade decision. For example, suppose you find that Telecom Argentina 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 Argentina 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 Argentina stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telecom Argentina stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telecom Argentina stock over time.
Current vs Lagged Prices |
| Timeline |
Telecom Argentina Lagged Returns
When evaluating Telecom Argentina's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telecom Argentina stock have on its future price. Telecom Argentina 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 Argentina autocorrelation shows the relationship between Telecom Argentina stock current value and its past values and can show if there is a momentum factor associated with investing in Telecom Argentina SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Telecom Stock
When determining whether Telecom Argentina offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Telecom Argentina's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Telecom Argentina Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Telecom Argentina Sa Stock:Check out Telecom Argentina Correlation, Telecom Argentina Volatility and Telecom Argentina Alpha and Beta module to complement your research on Telecom Argentina. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
Telecom Argentina 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.