Telefnica (Mexico) Market Value
| TEFN Stock | MXN 88.55 0.00 0.00% |
| Symbol | Telefnica |
Telefnica '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'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 Telefnica.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Telefnica on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding Telefnica SA or generate 0.0% return on investment in Telefnica over 270 days. Telefnica is related to or competes with Select Sector, Promotora, IShares Global, SPDR Series, Vanguard World, IShares Trust, and IShares Trust. Telefnica, S.A., together with its subsidiaries, provides telecommunications services in Europe and Latin America More
Telefnica 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'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 Telefnica SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 5.97 |
Telefnica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefnica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefnica's standard deviation. In reality, there are many statistical measures that can use Telefnica historical prices to predict the future Telefnica's volatility.| Risk Adjusted Performance | 0.1192 | |||
| Jensen Alpha | 0.0927 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.7944 |
Telefnica SA Backtested Returns
At this stage we consider Telefnica Stock to be very steady. Telefnica SA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Telefnica SA, which you can use to evaluate the volatility of the company. Please validate Telefnica's Risk Adjusted Performance of 0.1192, variance of 0.5899, and Coefficient Of Variation of 643.75 to confirm if the risk estimate we provide is consistent with the expected return of 0.0979%. Telefnica has a performance score of 10 on a scale of 0 to 100. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telefnica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefnica is expected to be smaller as well. Telefnica SA right now has a risk of 0.76%. Please validate Telefnica treynor ratio, skewness, rate of daily change, as well as the relationship between the maximum drawdown and kurtosis , to decide if Telefnica will be following its existing price patterns.
Auto-correlation | 0.52 |
Modest predictability
Telefnica SA has modest predictability. Overlapping area represents the amount of predictability between Telefnica time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 Telefnica SA price movement. The serial correlation of 0.52 indicates that about 52.0% of current Telefnica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 3.37 |
Telefnica SA lagged returns against current returns
Autocorrelation, which is Telefnica 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 Telefnica's stock expected returns. We can calculate the autocorrelation of Telefnica returns to help us make a trade decision. For example, suppose you find that Telefnica 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 |
Telefnica 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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefnica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefnica stock over time.
Current vs Lagged Prices |
| Timeline |
Telefnica Lagged Returns
When evaluating Telefnica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefnica stock have on its future price. Telefnica 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 autocorrelation shows the relationship between Telefnica stock current value and its past values and can show if there is a momentum factor associated with investing in Telefnica SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Telefnica Stock Analysis
When running Telefnica's price analysis, check to measure Telefnica'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 is operating at the current time. Most of Telefnica's value examination focuses on studying past and present price action to predict the probability of Telefnica'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's price. Additionally, you may evaluate how the addition of Telefnica to your portfolios can decrease your overall portfolio volatility.