Telefnica Deutschland Holding Stock Market Value
| TELDY Stock | USD 12.56 0.00 0.00% |
| 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.
| 01/23/2024 |
| 01/12/2026 |
If you would invest 0.00 in Telefnica Deutschland on January 23, 2024 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 Airtel Africa, Hellenic Telecommunicatio, and Maxis Berhad. 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 | (0.04) | |||
| Maximum Drawdown | 4.67 |
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 | 0.0886 | |||
| Jensen Alpha | 0.0575 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 1.57 |
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
At this stage we consider Telefnica Pink Sheet to be very steady. Telefnica Deutschland 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 Deutschland Holding, which you can use to evaluate the volatility of the company. Please validate Telefnica Deutschland's Risk Adjusted Performance of 0.0886, coefficient of variation of 812.4, and Variance of 0.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.0729%. Telefnica Deutschland has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.0386, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telefnica Deutschland's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefnica Deutschland is expected to be smaller as well. Telefnica Deutschland right now has a risk of 0.58%. Please validate Telefnica Deutschland information ratio and day median price , to decide if Telefnica Deutschland will be following its existing price patterns.
Auto-correlation | -0.09 |
Very weak reverse predictability
Telefnica Deutschland Holding has very weak reverse predictability. Overlapping area represents the amount of predictability between Telefnica Deutschland time series from 23rd of January 2024 to 17th of January 2025 and 17th of January 2025 to 12th of January 2026. 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 -0.09 indicates that less than 9.0% of current Telefnica Deutschland price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 1.78 |
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 |
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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 |
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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 |
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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 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.