Telefonica Brasil Sa Stock Market Value
| VIV Stock | USD 8.71 0.28 3.11% |
| Symbol | Telefonica |
Telefonica Brasil Price To Book Ratio
Is Diversified Telecommunication Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Telefonica Brasil. If investors know Telefonica will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Telefonica Brasil listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.145 | Dividend Share 2.202 | Earnings Share 0.57 | Revenue Per Share 33.224 | Quarterly Revenue Growth 0.071 |
The market value of Telefonica Brasil is measured differently than its book value, which is the value of Telefonica that is recorded on the company's balance sheet. Investors also form their own opinion of Telefonica Brasil's value that differs from its market value or its book value, called intrinsic value, which is Telefonica Brasil's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Telefonica Brasil's market value can be influenced by many factors that don't directly affect Telefonica Brasil's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Telefonica Brasil's value and its price as these two are different measures arrived at by different means. Investors typically determine if Telefonica Brasil is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Telefonica Brasil'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.
Telefonica Brasil '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 Telefonica Brasil'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 Telefonica Brasil.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Telefonica Brasil on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Telefonica Brasil SA or generate 0.0% return on investment in Telefonica Brasil over 180 days. Telefonica Brasil is related to or competes with Orange SA, Vodafone Group, Grupo Televisa, America Movil, Telefonica, SK Telecom, and KT. Telefnica Brasil S.A., together with its subsidiaries, provides mobile and fixed telecommunications services to resident... More
Telefonica Brasil 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 Telefonica Brasil'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 Telefonica Brasil SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 7.79 | |||
| Value At Risk | (2.93) | |||
| Potential Upside | 2.43 |
Telefonica Brasil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefonica Brasil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefonica Brasil's standard deviation. In reality, there are many statistical measures that can use Telefonica Brasil historical prices to predict the future Telefonica Brasil's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.29) |
Telefonica Brasil Backtested Returns
Telefonica Brasil owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0802, which indicates the firm had a -0.0802% return per unit of risk over the last 3 months. Telefonica Brasil SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Telefonica Brasil's Coefficient Of Variation of (2,131), variance of 2.43, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telefonica Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefonica Brasil is expected to be smaller as well. At this point, Telefonica Brasil has a negative expected return of -0.12%. Please make sure to validate Telefonica Brasil's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and market facilitation index , to decide if Telefonica Brasil performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Telefonica Brasil SA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Telefonica Brasil time series from 26th of May 2024 to 24th of August 2024 and 24th of August 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 Telefonica Brasil price movement. The serial correlation of -0.77 indicates that around 77.0% of current Telefonica Brasil price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Telefonica Brasil lagged returns against current returns
Autocorrelation, which is Telefonica Brasil 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 Telefonica Brasil's stock expected returns. We can calculate the autocorrelation of Telefonica Brasil returns to help us make a trade decision. For example, suppose you find that Telefonica Brasil 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 |
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Telefonica Brasil 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 Telefonica Brasil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefonica Brasil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefonica Brasil stock over time.
Current vs Lagged Prices |
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Telefonica Brasil Lagged Returns
When evaluating Telefonica Brasil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefonica Brasil stock have on its future price. Telefonica Brasil 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, Telefonica Brasil autocorrelation shows the relationship between Telefonica Brasil stock current value and its past values and can show if there is a momentum factor associated with investing in Telefonica Brasil SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Telefonica Stock Analysis
When running Telefonica Brasil's price analysis, check to measure Telefonica Brasil'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 Telefonica Brasil is operating at the current time. Most of Telefonica Brasil's value examination focuses on studying past and present price action to predict the probability of Telefonica Brasil's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefonica Brasil's price. Additionally, you may evaluate how the addition of Telefonica Brasil to your portfolios can decrease your overall portfolio volatility.