Telephone And Data Preferred Stock Market Value
| TDS-PU Preferred Stock | USD 21.83 0.13 0.59% |
| Symbol | Telephone |
Telephone '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 Telephone's preferred 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 Telephone.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Telephone on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Telephone and Data or generate 0.0% return on investment in Telephone over 30 days. Telephone is related to or competes with Telephone, SiriusPoint, XOMA, and Sachem Capital. Telephone and Data Systems, Inc., a telecommunications company, provides communications services in the United States More
Telephone 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 Telephone's preferred 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 Telephone and Data upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 7.27 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.92 |
Telephone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telephone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telephone's standard deviation. In reality, there are many statistical measures that can use Telephone historical prices to predict the future Telephone's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.0639 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.4226 |
Telephone and Data Backtested Returns
Currently, Telephone and Data is very steady. Telephone and Data owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0839, which indicates the firm had a 0.0839% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Telephone and Data, which you can use to evaluate the volatility of the company. Please validate Telephone's Coefficient Of Variation of 1560.73, risk adjusted performance of 0.054, and Semi Deviation of 1.31 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Telephone has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.21, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telephone's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telephone is expected to be smaller as well. Telephone and Data right now has a risk of 1.55%. Please validate Telephone semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to decide if Telephone will be following its existing price patterns.
Auto-correlation | 0.69 |
Good predictability
Telephone and Data has good predictability. Overlapping area represents the amount of predictability between Telephone time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 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 Telephone and Data price movement. The serial correlation of 0.69 indicates that around 69.0% of current Telephone price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Telephone and Data lagged returns against current returns
Autocorrelation, which is Telephone preferred 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 Telephone's preferred stock expected returns. We can calculate the autocorrelation of Telephone returns to help us make a trade decision. For example, suppose you find that Telephone has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Telephone 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 Telephone preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telephone preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telephone preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Telephone Lagged Returns
When evaluating Telephone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telephone preferred stock have on its future price. Telephone 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, Telephone autocorrelation shows the relationship between Telephone preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Telephone and Data.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Telephone Preferred Stock Analysis
When running Telephone's price analysis, check to measure Telephone'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 Telephone is operating at the current time. Most of Telephone's value examination focuses on studying past and present price action to predict the probability of Telephone's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telephone's price. Additionally, you may evaluate how the addition of Telephone to your portfolios can decrease your overall portfolio volatility.