T Mobile Stock Market Value
| TMUS Stock | USD 246.20 2.16 0.89% |
| Symbol | TMUS |
T Mobile Price To Book Ratio
Is Wireless Telecommunication Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of T Mobile. If investors know TMUS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about T Mobile listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.434 | Dividend Share 2.83 | Earnings Share 8.77 | Revenue Per Share 68.393 | Quarterly Revenue Growth 0.047 |
The market value of T Mobile is measured differently than its book value, which is the value of TMUS that is recorded on the company's balance sheet. Investors also form their own opinion of T Mobile's value that differs from its market value or its book value, called intrinsic value, which is T Mobile's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because T Mobile's market value can be influenced by many factors that don't directly affect T Mobile's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in T Mobile on October 29, 2024 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 Merck, Pharvaris, Brinker International, Alcoa Corp, Direxion Daily, Collegium Pharmaceutical, and Blue Owl. 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.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.1414 | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (1.69) | |||
| Potential Upside | 1.95 |
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 | 0.1876 | |||
| Jensen Alpha | 0.2337 | |||
| Total Risk Alpha | 0.0991 | |||
| Sortino Ratio | 0.139 | |||
| Treynor Ratio | 0.5003 |
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 Backtested Returns
T Mobile appears to be very steady, given 3 months investment horizon. T Mobile owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the company had a 0.27% 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 Risk Adjusted Performance of 0.1876, market risk adjusted performance of 0.5103, and Downside Deviation of 1.35 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 21. The firm has a beta of 0.62, which indicates possible diversification benefits within a given portfolio. 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 value at risk, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether T Mobile's existing price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
T Mobile has good predictability. Overlapping area represents the amount of predictability between T Mobile time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 price movement. The serial correlation of 0.78 indicates that around 78.0% of current T Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 15.69 |
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 |
| 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.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for TMUS 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.