TPG Telecom (Australia) Market Value
| TPG Stock | 4.52 0.10 2.26% |
| Symbol | TPG |
TPG Telecom '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 TPG Telecom'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 TPG Telecom.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in TPG Telecom on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding TPG Telecom or generate 0.0% return on investment in TPG Telecom over 90 days. TPG Telecom is related to or competes with Arc Funds, MFF Capital, Insurance Australia, Mirrabooka Investments, REGAL ASIAN, Clime Investment, and Qbe Insurance. TPG Telecom is entity of Australia. It is traded as Stock on AU exchange. More
TPG Telecom 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 TPG Telecom'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 TPG Telecom upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.1203 | |||
| Maximum Drawdown | 6.46 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 2.26 |
TPG Telecom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TPG Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TPG Telecom's standard deviation. In reality, there are many statistical measures that can use TPG Telecom historical prices to predict the future TPG Telecom's volatility.| Risk Adjusted Performance | 0.0445 | |||
| Jensen Alpha | 0.091 | |||
| Total Risk Alpha | 0.2229 | |||
| Sortino Ratio | 0.1125 | |||
| Treynor Ratio | 0.1567 |
TPG Telecom Backtested Returns
Currently, TPG Telecom is somewhat reliable. TPG Telecom owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0551, which indicates the firm had a 0.0551 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for TPG Telecom, which you can use to evaluate the volatility of the company. Please validate TPG Telecom's risk adjusted performance of 0.0445, and Coefficient Of Variation of 2124.06 to confirm if the risk estimate we provide is consistent with the expected return of 0.076%. TPG Telecom has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TPG Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding TPG Telecom is expected to be smaller as well. TPG Telecom currently has a risk of 1.38%. Please validate TPG Telecom coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if TPG Telecom will be following its existing price patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
TPG Telecom has weak reverse predictability. Overlapping area represents the amount of predictability between TPG Telecom 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 TPG Telecom price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current TPG Telecom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
TPG Telecom lagged returns against current returns
Autocorrelation, which is TPG Telecom 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 TPG Telecom's stock expected returns. We can calculate the autocorrelation of TPG Telecom returns to help us make a trade decision. For example, suppose you find that TPG Telecom 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 |
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TPG Telecom 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 TPG Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TPG Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TPG Telecom stock over time.
Current vs Lagged Prices |
| Timeline |
TPG Telecom Lagged Returns
When evaluating TPG Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TPG Telecom stock have on its future price. TPG Telecom 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, TPG Telecom autocorrelation shows the relationship between TPG Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in TPG Telecom.
Regressed Prices |
| Timeline |
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Additional Tools for TPG Stock Analysis
When running TPG Telecom's price analysis, check to measure TPG Telecom'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 TPG Telecom is operating at the current time. Most of TPG Telecom's value examination focuses on studying past and present price action to predict the probability of TPG Telecom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TPG Telecom's price. Additionally, you may evaluate how the addition of TPG Telecom to your portfolios can decrease your overall portfolio volatility.