T Mobile (Germany) Market Value
| TM5 Stock | EUR 223.90 2.60 1.15% |
| Symbol | TM5 |
T Mobile '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 T Mobile'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 T Mobile.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in T Mobile on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding T Mobile or generate 0.0% return on investment in T Mobile over 30 days. T Mobile is related to or competes with Sanyo Chemical, Sumitomo Chemical, Mitsui Chemicals, CHEMICAL INDUSTRIES, and ATRYS HEALTH. T-Mobile US, Inc., together with its subsidiaries, provides mobile communications services in the United States, Puerto ... More
T Mobile 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 T Mobile'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 T Mobile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.68 | |||
| Information Ratio | 0.1847 | |||
| Maximum Drawdown | 7.98 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 2.27 |
T Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for T Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T Mobile's standard deviation. In reality, there are many statistical measures that can use T Mobile historical prices to predict the future T Mobile's volatility.| Risk Adjusted Performance | 0.2026 | |||
| Jensen Alpha | 0.3926 | |||
| Total Risk Alpha | 0.179 | |||
| Sortino Ratio | 0.1615 | |||
| Treynor Ratio | (1.65) |
T Mobile Backtested Returns
T Mobile appears to be very steady, given 3 months investment horizon. T Mobile owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the company had a 0.25% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for T Mobile, which you can use to evaluate the volatility of the entity. Please review T Mobile's Downside Deviation of 1.68, market risk adjusted performance of (1.64), and Risk Adjusted Performance of 0.2026 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, T Mobile holds a performance score of 19. The firm has a beta of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning T Mobile are expected to decrease at a much lower rate. During the bear market, T Mobile is likely to outperform the market. Please check T Mobile's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether T Mobile's existing price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
T Mobile has below average predictability. Overlapping area represents the amount of predictability between T Mobile time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 T Mobile price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current T Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 16.56 |
T Mobile lagged returns against current returns
Autocorrelation, which is T Mobile 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 T Mobile's stock expected returns. We can calculate the autocorrelation of T Mobile returns to help us make a trade decision. For example, suppose you find that T Mobile 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 |
T Mobile 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 T Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
T Mobile Lagged Returns
When evaluating T Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T Mobile stock have on its future price. T Mobile 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, T Mobile autocorrelation shows the relationship between T Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in T Mobile.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in TM5 Stock
When determining whether T Mobile is a strong investment it is important to analyze T Mobile's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact T Mobile's future performance. For an informed investment choice regarding TM5 Stock, refer to the following important reports:Check out T Mobile Correlation, T Mobile Volatility and T Mobile Alpha and Beta module to complement your research on T Mobile. For more detail on how to invest in TM5 Stock please use our How to Invest in T Mobile guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
T Mobile technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.