Telstra (Australia) Market Value
| TLS Stock | 4.00 0.02 0.50% |
| Symbol | Telstra |
Telstra '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 Telstra'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 Telstra.
| 12/17/2024 |
| 01/16/2025 |
If you would invest 0.00 in Telstra on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Telstra or generate 0.0% return on investment in Telstra over 30 days. Telstra is related to or competes with Ainsworth Game, Super Retail, Sandon Capital, Qbe Insurance, Alternative Investment, and Mirrabooka Investments. Telstra is entity of Australia. It is traded as Stock on AU exchange. More
Telstra 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 Telstra'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 Telstra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7693 | |||
| Information Ratio | 0.0705 | |||
| Maximum Drawdown | 3.85 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 1.04 |
Telstra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telstra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telstra's standard deviation. In reality, there are many statistical measures that can use Telstra historical prices to predict the future Telstra's volatility.| Risk Adjusted Performance | 0.0765 | |||
| Jensen Alpha | 0.054 | |||
| Total Risk Alpha | 0.0489 | |||
| Sortino Ratio | 0.0621 | |||
| Treynor Ratio | (1.52) |
Telstra Backtested Returns
Currently, Telstra is somewhat reliable. Telstra owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0575, which indicates the firm had a 0.0575% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Telstra, which you can use to evaluate the volatility of the company. Please validate Telstra's Semi Deviation of 0.5833, risk adjusted performance of 0.0765, and Coefficient Of Variation of 1062.46 to confirm if the risk estimate we provide is consistent with the expected return of 0.039%. Telstra has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.0354, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Telstra are expected to decrease at a much lower rate. During the bear market, Telstra is likely to outperform the market. Telstra right now has a risk of 0.68%. Please validate Telstra sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Telstra will be following its existing price patterns.
Auto-correlation | -0.32 |
Poor reverse predictability
Telstra has poor reverse predictability. Overlapping area represents the amount of predictability between Telstra time series from 17th of December 2024 to 1st of January 2025 and 1st of January 2025 to 16th of January 2025. 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 price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Telstra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Telstra lagged returns against current returns
Autocorrelation, which is Telstra 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 Telstra's stock expected returns. We can calculate the autocorrelation of Telstra returns to help us make a trade decision. For example, suppose you find that Telstra 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 |
Telstra 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 Telstra stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telstra stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telstra stock over time.
Current vs Lagged Prices |
| Timeline |
Telstra Lagged Returns
When evaluating Telstra's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telstra stock have on its future price. Telstra 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, Telstra autocorrelation shows the relationship between Telstra stock current value and its past values and can show if there is a momentum factor associated with investing in Telstra.
Regressed Prices |
| Timeline |
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Additional Tools for Telstra Stock Analysis
When running Telstra's price analysis, check to measure Telstra'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 Telstra is operating at the current time. Most of Telstra's value examination focuses on studying past and present price action to predict the probability of Telstra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telstra's price. Additionally, you may evaluate how the addition of Telstra to your portfolios can decrease your overall portfolio volatility.