T-Mobile (Germany) Market Value

TM5 Stock  EUR 235.00  2.40  1.01%   
T-Mobile's market value is the price at which a share of T-Mobile trades on a public exchange. It measures the collective expectations of T Mobile investors about its performance. T-Mobile is trading at 235.00 as of the 18th of March 2025. This is a 1.01 percent decrease since the beginning of the trading day. The stock's lowest day price was 235.0.
With this module, you can estimate the performance of a buy and hold strategy of T Mobile and determine expected loss or profit from investing in T-Mobile over a given investment horizon. Check out T-Mobile Correlation, T-Mobile Volatility and T-Mobile Alpha and Beta module to complement your research on T-Mobile.
For more detail on how to invest in T-Mobile Stock please use our How to Invest in T-Mobile guide.
Symbol

Please note, there is a significant difference between T-Mobile's value and its price as these two are different measures arrived at by different means. Investors typically determine if T-Mobile is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, T-Mobile'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.

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.
0.00
02/16/2025
No Change 0.00  0.0 
In 31 days
03/18/2025
0.00
If you would invest  0.00  in T-Mobile on February 16, 2025 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 30 days. T-Mobile is related to or competes with PKSHA TECHNOLOGY, GBS Software, PSI Software, Micron Technology, Easy Software, Alfa Financial, and Take-Two Interactive. 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.

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.
Hype
Prediction
LowEstimatedHigh
232.89235.00237.11
Details
Intrinsic
Valuation
LowRealHigh
193.90196.01258.50
Details
Naive
Forecast
LowNextHigh
234.33236.44238.55
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
222.67240.44258.21
Details

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 0.0952, which indicates the company had a 0.0952 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for T Mobile, which you can use to evaluate the volatility of the entity. Please review T-Mobile's Market Risk Adjusted Performance of 0.1857, risk adjusted performance of 0.027, and Downside Deviation of 2.51 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 7. The firm has a beta of 0.25, 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 sortino ratio, maximum drawdown, and 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

    
  0.37  

Below average predictability

T Mobile has below average predictability. Overlapping area represents the amount of predictability between T-Mobile time series from 16th of February 2025 to 3rd of March 2025 and 3rd of March 2025 to 18th 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 T Mobile price movement. The serial correlation of 0.37 indicates that just about 37.0% of current T-Mobile price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test-0.28
Residual Average0.0
Price Variance71.03
T-Mobile ReturnsT-Mobile Lagged ReturnsDiversified AwayT-Mobile ReturnsT-Mobile Lagged ReturnsDiversified Away100%

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   
JavaScript chart by amCharts 3.21.15Mar 03Mar 05Mar 07Mar 09Mar 11Mar 13Mar 15Mar 17-10%-8%-6%-4%-2%0%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
       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   
JavaScript chart by amCharts 3.21.15Mar 03Mar 05Mar 07Mar 09Mar 11Mar 13Mar 15Mar 17235240245250255
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression 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   
JavaScript chart by amCharts 3.21.15Feb 17Feb 21Feb 25MarMar 05Mar 09Mar 13Mar 17235240245250255260
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
       Timeline  

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Additional Information and Resources on Investing in T-Mobile 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 T-Mobile 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 more detail on how to invest in T-Mobile Stock please use our How to Invest in T-Mobile guide.
You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
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.
A focus of T-Mobile technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of T-Mobile trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...