TelstraLimited's market value is the price at which a share of TelstraLimited trades on a public exchange. It measures the collective expectations of Telstra Limited investors about its performance. TelstraLimited is trading at 16.43 as of the 2nd of January 2026; that is 0.3 percent decrease since the beginning of the trading day. The stock's open price was 16.48. With this module, you can estimate the performance of a buy and hold strategy of Telstra Limited and determine expected loss or profit from investing in TelstraLimited over a given investment horizon. Check out TelstraLimited Correlation, TelstraLimited Volatility and TelstraLimited Alpha and Beta module to complement your research on TelstraLimited.
Please note, there is a significant difference between TelstraLimited's value and its price as these two are different measures arrived at by different means. Investors typically determine if TelstraLimited is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TelstraLimited's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
TelstraLimited '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 TelstraLimited'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 TelstraLimited.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure TelstraLimited'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 Telstra Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for TelstraLimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TelstraLimited's standard deviation. In reality, there are many statistical measures that can use TelstraLimited historical prices to predict the future TelstraLimited's volatility.
At this stage we consider TelstraLimited Pink Sheet to be very steady. Telstra Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0383, which indicates the firm had a 0.0383 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Telstra Limited, which you can use to evaluate the volatility of the company. Please validate TelstraLimited's Risk Adjusted Performance of 0.0326, coefficient of variation of 2382.26, and Semi Deviation of 0.9618 to confirm if the risk estimate we provide is consistent with the expected return of 0.0394%. TelstraLimited has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.72, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TelstraLimited's returns are expected to increase less than the market. However, during the bear market, the loss of holding TelstraLimited is expected to be smaller as well. Telstra Limited right now has a risk of 1.03%. Please validate TelstraLimited value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if TelstraLimited will be following its existing price patterns.
Auto-correlation
0.19
Very weak predictability
Telstra Limited has very weak predictability. Overlapping area represents the amount of predictability between TelstraLimited time series from 11th of July 2024 to 7th of April 2025 and 7th of April 2025 to 2nd 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 Telstra Limited price movement. The serial correlation of 0.19 indicates that over 19.0% of current TelstraLimited price fluctuation can be explain by its past prices.
Correlation Coefficient
0.19
Spearman Rank Test
0.03
Residual Average
0.0
Price Variance
0.6
Telstra Limited lagged returns against current returns
Autocorrelation, which is TelstraLimited 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 TelstraLimited's pink sheet expected returns. We can calculate the autocorrelation of TelstraLimited returns to help us make a trade decision. For example, suppose you find that TelstraLimited 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
TelstraLimited 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 TelstraLimited pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TelstraLimited pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TelstraLimited pink sheet over time.
Current vs Lagged Prices
Timeline
TelstraLimited Lagged Returns
When evaluating TelstraLimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TelstraLimited pink sheet have on its future price. TelstraLimited 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, TelstraLimited autocorrelation shows the relationship between TelstraLimited pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Telstra Limited.
Regressed Prices
Timeline
Also Currently Popular
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 TelstraLimited Pink Sheet Analysis
When running TelstraLimited's price analysis, check to measure TelstraLimited'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 TelstraLimited is operating at the current time. Most of TelstraLimited's value examination focuses on studying past and present price action to predict the probability of TelstraLimited's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TelstraLimited's price. Additionally, you may evaluate how the addition of TelstraLimited to your portfolios can decrease your overall portfolio volatility.