Teleperformance Pk Stock Market Value
| TLPFY Stock | USD 46.22 0.58 1.24% |
| Symbol | Teleperformance |
Teleperformance '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 Teleperformance'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 Teleperformance.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Teleperformance on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding Teleperformance PK or generate 0.0% return on investment in Teleperformance over 60 days. Teleperformance is related to or competes with Dexterra, Intertek Group, DATA Communications, Mitie Group, and Teleperformance. Teleperformance SE, together with its subsidiaries, provides outsourced customer and citizen experience management, and ... More
Teleperformance 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 Teleperformance'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 Teleperformance PK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 16.09 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 2.73 |
Teleperformance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teleperformance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teleperformance's standard deviation. In reality, there are many statistical measures that can use Teleperformance historical prices to predict the future Teleperformance's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (13.57) |
Teleperformance PK Backtested Returns
Teleperformance PK owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12% return per unit of risk over the last 3 months. Teleperformance PK exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Teleperformance's Coefficient Of Variation of (808.13), risk adjusted performance of (0.09), and Variance of 6.79 to confirm the risk estimate we provide. The entity has a beta of 0.0245, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Teleperformance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Teleperformance is expected to be smaller as well. At this point, Teleperformance PK has a negative expected return of -0.32%. Please make sure to validate Teleperformance's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Teleperformance PK performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Teleperformance PK has insignificant reverse predictability. Overlapping area represents the amount of predictability between Teleperformance time series from 27th of September 2024 to 27th of October 2024 and 27th of October 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 Teleperformance PK price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Teleperformance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 8.17 |
Teleperformance PK lagged returns against current returns
Autocorrelation, which is Teleperformance 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 Teleperformance's pink sheet expected returns. We can calculate the autocorrelation of Teleperformance returns to help us make a trade decision. For example, suppose you find that Teleperformance 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 |
Teleperformance 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 Teleperformance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teleperformance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teleperformance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Teleperformance Lagged Returns
When evaluating Teleperformance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teleperformance pink sheet have on its future price. Teleperformance 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, Teleperformance autocorrelation shows the relationship between Teleperformance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Teleperformance PK.
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 Teleperformance Pink Sheet Analysis
When running Teleperformance's price analysis, check to measure Teleperformance'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 Teleperformance is operating at the current time. Most of Teleperformance's value examination focuses on studying past and present price action to predict the probability of Teleperformance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Teleperformance's price. Additionally, you may evaluate how the addition of Teleperformance to your portfolios can decrease your overall portfolio volatility.