Telecom Italia Capital Performance
| 87927VAV0 | 103.61 0.85 0.81% |
The entity has a beta of -0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Telecom are expected to decrease at a much lower rate. During the bear market, Telecom is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Telecom Italia Capital has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Telecom is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 9.003 |
Telecom |
Telecom Relative Risk vs. Return Landscape
If you would invest 10,343 in Telecom Italia Capital on December 24, 2024 and sell it today you would earn a total of 18.00 from holding Telecom Italia Capital or generate 0.17% return on investment over 90 days. Telecom Italia Capital is generating 0.0046% of daily returns and assumes 0.5906% volatility on return distribution over the 90 days horizon. Simply put, 5% of bonds are less volatile than Telecom, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Telecom Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telecom's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as Telecom Italia Capital, and traders can use it to determine the average amount a Telecom's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0078
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 87927VAV0 |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Telecom is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Telecom by adding Telecom to a well-diversified portfolio.
About Telecom Performance
By analyzing Telecom's fundamental ratios, stakeholders can gain valuable insights into Telecom's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Telecom has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Telecom has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.