T Mobile Stock Market Value
| TMUS Stock | USD 160.85 0.76 0.47% |
| Symbol | TMUS |
T Mobile Price To Book Ratio
Is T Mobile's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of T Mobile. If investors know TMUS will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about T Mobile listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.41 | Dividend Share 1.3 | Earnings Share 6.93 | Revenue Per Share 66.287 | Quarterly Revenue Growth 0.01 |
The market value of T Mobile is measured differently than its book value, which is the value of TMUS that is recorded on the company's balance sheet. Investors also form their own opinion of T Mobile's value that differs from its market value or its book value, called intrinsic value, which is T Mobile's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because T Mobile's market value can be influenced by many factors that don't directly affect T Mobile's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between T Mobile's value and its price as these two are different measures arrived at by different means. Investors typically determine if T Mobile is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, T Mobile'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.
T Mobile '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 T Mobile'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 T Mobile.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in T Mobile on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding T Mobile or generate 0.0% return on investment in T Mobile over 30 days. T Mobile is related to or competes with Rxsight, Axogen, Treace Medical, PulmonxCorp, Orthofix Medical, Ainos, and SurModics. T-Mobile US, Inc., together with its subsidiaries, provides mobile communications services in the United States, Puerto ... More
T Mobile 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 T Mobile'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 T Mobile upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (0.85) | |||
| Potential Upside | 0.9162 |
T Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T Mobile's standard deviation. In reality, there are many statistical measures that can use T Mobile historical prices to predict the future T Mobile's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of T Mobile's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
T Mobile Backtested Returns
T Mobile owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0453, which indicates the company had a -0.0453% return per unit of standard deviation over the last 3 months. T Mobile exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate T Mobile's Market Risk Adjusted Performance of (0.15), standard deviation of 0.5833, and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The firm has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, T Mobile's returns are expected to increase less than the market. However, during the bear market, the loss of holding T Mobile is expected to be smaller as well. T Mobile has an expected return of -0.0265%. Please make sure to validate T Mobile total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if T Mobile performance from the past will be repeated sooner or later.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
T Mobile has almost perfect reverse predictability. Overlapping area represents the amount of predictability between T Mobile time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. 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 price movement. The serial correlation of -0.74 indicates that around 74.0% of current T Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
T Mobile lagged returns against current returns
Autocorrelation, which is T Mobile 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 T Mobile's stock expected returns. We can calculate the autocorrelation of T Mobile returns to help us make a trade decision. For example, suppose you find that T Mobile 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 |
T Mobile 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 T Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
T Mobile Lagged Returns
When evaluating T Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T Mobile stock have on its future price. T Mobile 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, T Mobile autocorrelation shows the relationship between T Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in T Mobile.
Regressed Prices |
| Timeline |
T Mobile Investors Sentiment
The influence of T Mobile's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in TMUS. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to T Mobile's public news can be used to forecast risks associated with an investment in TMUS. The trend in average sentiment can be used to explain how an investor holding TMUS can time the market purely based on public headlines and social activities around T Mobile. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
T Mobile's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for T Mobile's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average T Mobile's news discussions. The higher the estimated score, the more favorable is the investor's outlook on T Mobile.
T Mobile Implied Volatility | 18.59 |
T Mobile's implied volatility exposes the market's sentiment of T Mobile stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if T Mobile's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that T Mobile stock will not fluctuate a lot when T Mobile's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards T Mobile in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, T Mobile's short interest history, or implied volatility extrapolated from T Mobile options trading.
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When determining whether T Mobile is a strong investment it is important to analyze T Mobile's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact T Mobile's future performance. For an informed investment choice regarding TMUS Stock, refer to the following important reports:Check out T Mobile Correlation, T Mobile Volatility and T Mobile Alpha and Beta module to complement your research on T Mobile. For more information on how to buy TMUS Stock please use our How to Invest in T Mobile guide.You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Complementary Tools for TMUS Stock analysis
When running T Mobile's price analysis, check to measure T Mobile'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 T Mobile is operating at the current time. Most of T Mobile's value examination focuses on studying past and present price action to predict the probability of T Mobile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move T Mobile's price. Additionally, you may evaluate how the addition of T Mobile to your portfolios can decrease your overall portfolio volatility.
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T Mobile technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.