T MOBILE USA INC Market Value
| 87264ABY0 | 69.75 3.12 4.68% |
| Symbol | 87264ABY0 |
87264ABY0 '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 87264ABY0'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 87264ABY0.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in 87264ABY0 on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding T MOBILE USA INC or generate 0.0% return on investment in 87264ABY0 over 90 days. 87264ABY0 is related to or competes with 00108WAF7, Bayer AG, Sailfish Royalty, GoGold Resources, Mediwound, and Telecom Italia. More
87264ABY0 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 87264ABY0'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 T MOBILE USA INC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.99 | |||
| Information Ratio | 0.0712 | |||
| Maximum Drawdown | 14.39 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.09 |
87264ABY0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 87264ABY0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 87264ABY0's standard deviation. In reality, there are many statistical measures that can use 87264ABY0 historical prices to predict the future 87264ABY0's volatility.| Risk Adjusted Performance | 0.0309 | |||
| Jensen Alpha | 0.1503 | |||
| Total Risk Alpha | 0.3451 | |||
| Sortino Ratio | 0.0829 | |||
| Treynor Ratio | 0.0639 |
T MOBILE USA Backtested Returns
At this point, 87264ABY0 is very steady. T MOBILE USA secures Sharpe Ratio (or Efficiency) of 0.0744, which signifies that the bond had a 0.0744 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for T MOBILE USA INC, which you can use to evaluate the volatility of the entity. Please confirm 87264ABY0's Semi Deviation of 1.86, risk adjusted performance of 0.0309, and Downside Deviation of 1.99 to double-check if the risk estimate we provide is consistent with the expected return of 0.0784%. The entity shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. 87264ABY0 returns are very sensitive to returns on the market. As the market goes up or down, 87264ABY0 is expected to follow.
Auto-correlation | -0.28 |
Weak reverse predictability
T MOBILE USA INC has weak reverse predictability. Overlapping area represents the amount of predictability between 87264ABY0 time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 T MOBILE USA price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current 87264ABY0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
T MOBILE USA lagged returns against current returns
Autocorrelation, which is 87264ABY0 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 87264ABY0's bond expected returns. We can calculate the autocorrelation of 87264ABY0 returns to help us make a trade decision. For example, suppose you find that 87264ABY0 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 |
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87264ABY0 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 87264ABY0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 87264ABY0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 87264ABY0 bond over time.
Current vs Lagged Prices |
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87264ABY0 Lagged Returns
When evaluating 87264ABY0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 87264ABY0 bond have on its future price. 87264ABY0 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, 87264ABY0 autocorrelation shows the relationship between 87264ABY0 bond current value and its past values and can show if there is a momentum factor associated with investing in T MOBILE USA INC.
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.Other Information on Investing in 87264ABY0 Bond
87264ABY0 financial ratios help investors to determine whether 87264ABY0 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 87264ABY0 with respect to the benefits of owning 87264ABY0 security.