T Mobile Correlations
| TMUS Stock | USD 198.60 2.26 1.13% |
The current 90-days correlation between T Mobile and ATT Inc is 0.48 (i.e., Very weak diversification). The correlation of T Mobile is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
T Mobile Correlation With Market
Significant diversification
The correlation between T Mobile and DJI is 0.02 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding T Mobile and DJI in the same portfolio, assuming nothing else is changed.
Moving together with TMUS Stock
Moving against TMUS Stock
| 0.7 | VOD | Vodafone Group PLC | PairCorr |
| 0.62 | TIGO | Millicom International | PairCorr |
| 0.53 | PHI | PLDT Inc ADR | PairCorr |
| 0.68 | PLTK | Playtika Holding Corp | PairCorr |
| 0.66 | SYF | Synchrony Financial | PairCorr |
| 0.62 | CAH | Cardinal Health | PairCorr |
| 0.5 | STLFF | Stillfront Group | PairCorr |
| 0.45 | CICOY | COSCO SHIPPING Holdings | PairCorr |
| 0.84 | NRC | National Research Corp | PairCorr |
| 0.74 | FCOB | 1st Colonial Bancorp | PairCorr |
| 0.72 | TMSNY | Temenos Group AG | PairCorr |
| 0.65 | MEOAF | Melbana Energy | PairCorr |
| 0.64 | CASXF | Casa Minerals | PairCorr |
| 0.61 | DB | Deutsche Bank AG | PairCorr |
| 0.59 | RMDFF | Richmond Minerals | PairCorr |
| 0.48 | SMXWW | SMX Public Limited | PairCorr |
Related Correlations Analysis
| 0.44 | -0.32 | 0.25 | 0.11 | 0.26 | -0.1 | T | ||
| 0.44 | -0.28 | -0.1 | 0.0 | 0.21 | 0.02 | VZ | ||
| -0.32 | -0.28 | -0.49 | 0.69 | -0.55 | 0.43 | DIS | ||
| 0.25 | -0.1 | -0.49 | -0.7 | 0.76 | -0.38 | AMX | ||
| 0.11 | 0.0 | 0.69 | -0.7 | -0.65 | 0.34 | CMCSA | ||
| 0.26 | 0.21 | -0.55 | 0.76 | -0.65 | -0.2 | VIV | ||
| -0.1 | 0.02 | 0.43 | -0.38 | 0.34 | -0.2 | TDS | ||
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between TMUS Stock performing well and T Mobile Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze T Mobile's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| T | 0.92 | (0.16) | 0.00 | (0.68) | 0.00 | 1.61 | 5.75 | |||
| VZ | 0.92 | (0.12) | 0.00 | (0.27) | 0.00 | 2.00 | 5.71 | |||
| DIS | 1.08 | (0.05) | (0.02) | 0.04 | 1.76 | 2.20 | 10.07 | |||
| AMX | 0.95 | (0.05) | 0.00 | (0.62) | 0.00 | 2.47 | 8.21 | |||
| CMCSA | 1.36 | (0.11) | 0.00 | (0.08) | 0.00 | 2.69 | 7.70 | |||
| VIV | 1.35 | (0.07) | (0.04) | (0.01) | 2.27 | 2.03 | 11.53 | |||
| TDS | 1.07 | (0.03) | (0.02) | 0.06 | 1.42 | 1.99 | 6.75 |
T Mobile Corporate Management
| Terry Hayes | First York | Profile | |
| Mark Nelson | Executive Counsel | Profile | |
| Callie Field | Strategic Advisor | Profile | |
| Deeanne King | Executive Officer | Profile | |
| Jud Henry | Senior Relations | Profile |