T MOBILE (Germany) Market Value
| TM5 Stock | 223.30 0.25 0.11% |
| Symbol | TM5 |
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.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in T MOBILE on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding T MOBILE INCDL 00001 or generate 0.0% return on investment in T MOBILE over 30 days.
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 INCDL 00001 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.17 | |||
| Information Ratio | 0.1779 | |||
| Maximum Drawdown | 8.09 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 2.15 |
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 | 0.2025 | |||
| Jensen Alpha | 0.3241 | |||
| Total Risk Alpha | 0.1395 | |||
| Sortino Ratio | 0.1965 | |||
| Treynor Ratio | 1.97 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of T MOBILE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
T MOBILE INCDL Backtested Returns
T MOBILE appears to be very steady, given 3 months investment horizon. T MOBILE INCDL owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the company had a 0.26% return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for T MOBILE INCDL 00001, which you can use to evaluate the volatility of the entity. Please review T MOBILE's Market Risk Adjusted Performance of 1.98, risk adjusted performance of 0.2025, and Downside Deviation of 1.17 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 20. The firm has a beta of 0.17, 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 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 T MOBILE's existing price patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
T MOBILE INCDL 00001 has good reverse predictability. Overlapping area represents the amount of predictability between T MOBILE time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th 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 INCDL price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current T MOBILE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 15.11 |
T MOBILE INCDL 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 INCDL 00001.
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 Tools for TM5 Stock Analysis
When running T MOBILE's price analysis, check to measure T MOBILE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy T MOBILE is operating at the current time. Most of T MOBILE's value examination focuses on studying past and present price action to predict the probability of T MOBILE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move T MOBILE's price. Additionally, you may evaluate how the addition of T MOBILE to your portfolios can decrease your overall portfolio volatility.