Telkom SA's market value is the price at which a share of Telkom SA trades on a public exchange. It measures the collective expectations of Telkom SA SOC investors about its performance. Telkom SA is trading at 1.64 as of the 7th of January 2025. This is a 1.2 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.64. With this module, you can estimate the performance of a buy and hold strategy of Telkom SA SOC and determine expected loss or profit from investing in Telkom SA over a given investment horizon. Check out Telkom SA Correlation, Telkom SA Volatility and Telkom SA Alpha and Beta module to complement your research on Telkom SA.
Please note, there is a significant difference between Telkom SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Telkom SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Telkom SA'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.
Telkom SA '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 Telkom SA'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 Telkom SA.
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12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
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If you would invest 0.00 in Telkom SA on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding Telkom SA SOC or generate 0.0% return on investment in Telkom SA over 30 days. Telkom SA is related to or competes with Uber Technologies, Bio-Techne Corp, Minerals Technologies, Kingdee International, PTT Global, SOFI TECHNOLOGIES, and CHEMICAL INDUSTRIES. Telkom SA SOC Limited provides information and communications technology services to residential, business, government, ... More
Telkom SA 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 Telkom SA'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 Telkom SA SOC upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telkom SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telkom SA's standard deviation. In reality, there are many statistical measures that can use Telkom SA historical prices to predict the future Telkom SA's volatility.
Telkom SA appears to be risky, given 3 months investment horizon. Telkom SA SOC owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Telkom SA SOC, which you can use to evaluate the volatility of the company. Please review Telkom SA's Risk Adjusted Performance of 0.1533, coefficient of variation of 549.81, and Semi Deviation of 1.69 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Telkom SA holds a performance score of 13. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telkom SA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telkom SA is expected to be smaller as well. Please check Telkom SA's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Telkom SA's existing price patterns will revert.
Auto-correlation
0.14
Insignificant predictability
Telkom SA SOC has insignificant predictability. Overlapping area represents the amount of predictability between Telkom SA time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 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 Telkom SA SOC price movement. The serial correlation of 0.14 indicates that less than 14.0% of current Telkom SA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.14
Spearman Rank Test
0.04
Residual Average
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Price Variance
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Telkom SA SOC lagged returns against current returns
Autocorrelation, which is Telkom SA 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 Telkom SA's stock expected returns. We can calculate the autocorrelation of Telkom SA returns to help us make a trade decision. For example, suppose you find that Telkom SA 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
Telkom SA 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 Telkom SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telkom SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telkom SA stock over time.
Current vs Lagged Prices
Timeline
Telkom SA Lagged Returns
When evaluating Telkom SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telkom SA stock have on its future price. Telkom SA 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, Telkom SA autocorrelation shows the relationship between Telkom SA stock current value and its past values and can show if there is a momentum factor associated with investing in Telkom SA SOC.
Telkom SA financial ratios help investors to determine whether Telkom 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 Telkom with respect to the benefits of owning Telkom SA security.