Telefnica Deutschland Holding Stock Market Value
| TELDF Stock | USD 2.33 0.02 0.87% |
| Symbol | Telefnica |
Telefnica Deutschland '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 Deutschland's pink sheet 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 Deutschland.
| 05/11/2022 |
| 04/30/2024 |
If you would invest 0.00 in Telefnica Deutschland on May 11, 2022 and sell it all today you would earn a total of 0.00 from holding Telefnica Deutschland Holding or generate 0.0% return on investment in Telefnica Deutschland over 720 days. Telefnica Deutschland is related to or competes with Verizon Communications, Comcast Corp, ATT, HUMANA, Barloworld, Morningstar Unconstrained, and Thrivent High. Telefnica Deutschland Holding AG provides integrated telecommunication services to private and business customers in Ger... More
Telefnica Deutschland 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 Deutschland's pink sheet 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 Deutschland Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.03 | |||
| Value At Risk | (1.16) |
Telefnica Deutschland Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefnica Deutschland's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefnica Deutschland's standard deviation. In reality, there are many statistical measures that can use Telefnica Deutschland historical prices to predict the future Telefnica Deutschland's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 0.4896 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Telefnica Deutschland'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.
Telefnica Deutschland Backtested Returns
Telefnica Deutschland owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0899, which indicates the firm had a -0.0899% return per unit of risk over the last 3 months. Telefnica Deutschland Holding exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Telefnica Deutschland's Risk Adjusted Performance of (0.06), coefficient of variation of (920.23), and Variance of 1.66 to confirm the risk estimate we provide. The entity has a beta of -0.31, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Telefnica Deutschland are expected to decrease at a much lower rate. During the bear market, Telefnica Deutschland is likely to outperform the market. Telefnica Deutschland has an expected return of -0.12%. Please make sure to validate Telefnica Deutschland daily balance of power, and the relationship between the treynor ratio and day typical price , to decide if Telefnica Deutschland performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.64 |
Good predictability
Telefnica Deutschland Holding has good predictability. Overlapping area represents the amount of predictability between Telefnica Deutschland time series from 11th of May 2022 to 6th of May 2023 and 6th of May 2023 to 30th 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 Telefnica Deutschland price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Telefnica Deutschland price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Telefnica Deutschland lagged returns against current returns
Autocorrelation, which is Telefnica Deutschland pink sheet'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 Deutschland's pink sheet expected returns. We can calculate the autocorrelation of Telefnica Deutschland returns to help us make a trade decision. For example, suppose you find that Telefnica Deutschland has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Telefnica Deutschland 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 Deutschland pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefnica Deutschland pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefnica Deutschland pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Telefnica Deutschland Lagged Returns
When evaluating Telefnica Deutschland's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefnica Deutschland pink sheet have on its future price. Telefnica Deutschland 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 Deutschland autocorrelation shows the relationship between Telefnica Deutschland pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Telefnica Deutschland Holding.
Regressed Prices |
| Timeline |
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 Telefnica Deutschland 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, Telefnica Deutschland's short interest history, or implied volatility extrapolated from Telefnica Deutschland options trading.
Currently Active Assets on Macroaxis
Check out Telefnica Deutschland Correlation, Telefnica Deutschland Volatility and Telefnica Deutschland Alpha and Beta module to complement your research on Telefnica Deutschland. Note that the Telefnica Deutschland information on this page should be used as a complementary analysis to other Telefnica Deutschland's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for Telefnica Pink Sheet analysis
When running Telefnica Deutschland's price analysis, check to measure Telefnica Deutschland'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 Deutschland is operating at the current time. Most of Telefnica Deutschland's value examination focuses on studying past and present price action to predict the probability of Telefnica Deutschland'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 Deutschland's price. Additionally, you may evaluate how the addition of Telefnica Deutschland to your portfolios can decrease your overall portfolio volatility.
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Telefnica Deutschland technical pink sheet 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, pink sheet market cycles, or different charting patterns.