TELEFO 495 17 JUL 30 Market Value
| 19533PAC4 | 82.15 0.00 0.00% |
| Symbol | TELEFO |
Please note, there is a significant difference between TELEFO's value and its price as these two are different measures arrived at by different means. Investors typically determine if TELEFO is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TELEFO'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.
TELEFO '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 TELEFO's bond 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 TELEFO.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in TELEFO on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding TELEFO 495 17 JUL 30 or generate 0.0% return on investment in TELEFO over 30 days. TELEFO is related to or competes with 00108WAF7, 90331HPL1, Moelis, Pure Storage, Altria, ThredUp, and NRX Pharmaceuticals. More
TELEFO 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 TELEFO's bond 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 TELEFO 495 17 JUL 30 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.9 | |||
| Information Ratio | 0.0372 | |||
| Maximum Drawdown | 48.59 | |||
| Value At Risk | (7.13) | |||
| Potential Upside | 6.87 |
TELEFO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TELEFO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TELEFO's standard deviation. In reality, there are many statistical measures that can use TELEFO historical prices to predict the future TELEFO's volatility.| Risk Adjusted Performance | 0.0422 | |||
| Jensen Alpha | 0.2236 | |||
| Total Risk Alpha | 0.1017 | |||
| Sortino Ratio | 0.042 | |||
| Treynor Ratio | (9.07) |
TELEFO 495 17 Backtested Returns
TELEFO 495 17 owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the bond had a -0.15% return per unit of standard deviation over the last 3 months. TELEFO 495 17 JUL 30 exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TELEFO's risk adjusted performance of 0.0422, and Coefficient Of Variation of 2370.88 to confirm the risk estimate we provide. The entity has a beta of -0.0246, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning TELEFO are expected to decrease at a much lower rate. During the bear market, TELEFO is likely to outperform the market.
Auto-correlation | -0.18 |
Insignificant reverse predictability
TELEFO 495 17 JUL 30 has insignificant reverse predictability. Overlapping area represents the amount of predictability between TELEFO time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th 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 TELEFO 495 17 price movement. The serial correlation of -0.18 indicates that over 18.0% of current TELEFO price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 6.22 |
TELEFO 495 17 lagged returns against current returns
Autocorrelation, which is TELEFO bond'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 TELEFO's bond expected returns. We can calculate the autocorrelation of TELEFO returns to help us make a trade decision. For example, suppose you find that TELEFO has exhibited high autocorrelation historically, and you observe that the bond 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 |
TELEFO 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 TELEFO bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TELEFO bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TELEFO bond over time.
Current vs Lagged Prices |
| Timeline |
TELEFO Lagged Returns
When evaluating TELEFO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TELEFO bond have on its future price. TELEFO 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, TELEFO autocorrelation shows the relationship between TELEFO bond current value and its past values and can show if there is a momentum factor associated with investing in TELEFO 495 17 JUL 30.
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.| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin |
Other Information on Investing in TELEFO Bond
TELEFO financial ratios help investors to determine whether TELEFO Bond 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 TELEFO with respect to the benefits of owning TELEFO security.