Telekom Austria (Austria) Market Value
| TKA Stock | EUR 8.86 0.15 1.72% |
| Symbol | Telekom |
Telekom Austria '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 Telekom Austria'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 Telekom Austria.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Telekom Austria on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Telekom Austria AG or generate 0.0% return on investment in Telekom Austria over 90 days. Telekom Austria is related to or competes with Voestalpine, Oesterr Post, Wienerberger, VERBUND AG, and OMV Aktiengesellscha. More
Telekom Austria 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 Telekom Austria'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 Telekom Austria AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.2737 | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (1.41) | |||
| Potential Upside | 2.11 |
Telekom Austria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telekom Austria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telekom Austria's standard deviation. In reality, there are many statistical measures that can use Telekom Austria historical prices to predict the future Telekom Austria's volatility.| Risk Adjusted Performance | 0.1599 | |||
| Jensen Alpha | 0.1901 | |||
| Total Risk Alpha | 0.3196 | |||
| Sortino Ratio | 0.2816 | |||
| Treynor Ratio | 3.94 |
Telekom Austria AG Backtested Returns
Telekom Austria appears to be very steady, given 3 months investment horizon. Telekom Austria AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Telekom Austria AG, which you can use to evaluate the volatility of the company. Please review Telekom Austria's Risk Adjusted Performance of 0.1599, coefficient of variation of 550.99, and Semi Deviation of 0.7647 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Telekom Austria holds a performance score of 16. The entity has a beta of 0.0469, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telekom Austria's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telekom Austria is expected to be smaller as well. Please check Telekom Austria's treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Telekom Austria's existing price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Telekom Austria AG has good predictability. Overlapping area represents the amount of predictability between Telekom Austria time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Telekom Austria AG price movement. The serial correlation of 0.76 indicates that around 76.0% of current Telekom Austria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Telekom Austria AG lagged returns against current returns
Autocorrelation, which is Telekom Austria 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 Telekom Austria's stock expected returns. We can calculate the autocorrelation of Telekom Austria returns to help us make a trade decision. For example, suppose you find that Telekom Austria 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 |
Telekom Austria 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 Telekom Austria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telekom Austria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telekom Austria stock over time.
Current vs Lagged Prices |
| Timeline |
Telekom Austria Lagged Returns
When evaluating Telekom Austria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telekom Austria stock have on its future price. Telekom Austria 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, Telekom Austria autocorrelation shows the relationship between Telekom Austria stock current value and its past values and can show if there is a momentum factor associated with investing in Telekom Austria AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Telekom Stock
Telekom Austria financial ratios help investors to determine whether Telekom Stock 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 Telekom with respect to the benefits of owning Telekom Austria security.