Telefnica Brasil (Brazil) Market Value
| VIVT3 Stock | BRL 51.50 0.34 0.66% |
| Symbol | Telefnica |
Telefnica Brasil '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 Telefnica Brasil'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 Telefnica Brasil.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Telefnica Brasil on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Telefnica Brasil SA or generate 0.0% return on investment in Telefnica Brasil over 90 days. Telefnica Brasil is related to or competes with Engie Brasil, BB Seguridade, Transmissora Aliana, and CTEEP Companhia. Telefnica Brasil S.A. provides mobile and fixed telecommunications services to residential and corporate customers in Br... More
Telefnica Brasil 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 Telefnica Brasil'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 Telefnica Brasil SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.29 | |||
| Information Ratio | 0.0817 | |||
| Maximum Drawdown | 11.32 | |||
| Value At Risk | (3.24) | |||
| Potential Upside | 3.53 |
Telefnica Brasil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefnica Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefnica Brasil's standard deviation. In reality, there are many statistical measures that can use Telefnica Brasil historical prices to predict the future Telefnica Brasil's volatility.| Risk Adjusted Performance | 0.0327 | |||
| Jensen Alpha | 0.0905 | |||
| Total Risk Alpha | 0.2966 | |||
| Sortino Ratio | 0.0699 | |||
| Treynor Ratio | 0.1417 |
Telefnica Brasil Backtested Returns
Currently, Telefnica Brasil SA is very steady. Telefnica Brasil owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0855, which indicates the firm had a 0.0855 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Telefnica Brasil SA, which you can use to evaluate the volatility of the company. Please validate Telefnica Brasil's Semi Deviation of 2.24, risk adjusted performance of 0.0327, and Coefficient Of Variation of 3204.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Telefnica Brasil has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Telefnica Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefnica Brasil is expected to be smaller as well. Telefnica Brasil right now has a risk of 1.95%. Please validate Telefnica Brasil total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to decide if Telefnica Brasil will be following its existing price patterns.
Auto-correlation | -0.39 |
Poor reverse predictability
Telefnica Brasil SA has poor reverse predictability. Overlapping area represents the amount of predictability between Telefnica Brasil 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 Telefnica Brasil price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Telefnica Brasil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 1.41 |
Telefnica Brasil lagged returns against current returns
Autocorrelation, which is Telefnica Brasil 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 Telefnica Brasil's stock expected returns. We can calculate the autocorrelation of Telefnica Brasil returns to help us make a trade decision. For example, suppose you find that Telefnica Brasil 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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Telefnica Brasil 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 Telefnica Brasil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefnica Brasil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefnica Brasil stock over time.
Current vs Lagged Prices |
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Telefnica Brasil Lagged Returns
When evaluating Telefnica Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefnica Brasil stock have on its future price. Telefnica Brasil 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, Telefnica Brasil autocorrelation shows the relationship between Telefnica Brasil stock current value and its past values and can show if there is a momentum factor associated with investing in Telefnica Brasil SA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Telefnica Stock Analysis
When running Telefnica Brasil's price analysis, check to measure Telefnica Brasil'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 Telefnica Brasil is operating at the current time. Most of Telefnica Brasil's value examination focuses on studying past and present price action to predict the probability of Telefnica Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefnica Brasil's price. Additionally, you may evaluate how the addition of Telefnica Brasil to your portfolios can decrease your overall portfolio volatility.