TERADATA (Germany) Market Value
| 3T4 Stock | EUR 18.70 0.30 1.63% |
| Symbol | TERADATA |
TERADATA '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 TERADATA'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 TERADATA.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in TERADATA on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding TERADATA or generate 0.0% return on investment in TERADATA over 90 days. TERADATA is related to or competes with WisdomTree Investments, MidCap Financial, PennantPark Investment, ON SEMICONDUCTOR, MagnaChip Semiconductor, HK Electric, and Guangdong Investment. More
TERADATA 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 TERADATA'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 TERADATA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.97 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.45 | |||
| Value At Risk | (2.59) | |||
| Potential Upside | 3.72 |
TERADATA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TERADATA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TERADATA's standard deviation. In reality, there are many statistical measures that can use TERADATA historical prices to predict the future TERADATA's volatility.| Risk Adjusted Performance | 0.0355 | |||
| Jensen Alpha | 0.0236 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.286 |
TERADATA Backtested Returns
Currently, TERADATA is very steady. TERADATA owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0799, which indicates the firm had a 0.0799 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for TERADATA, which you can use to evaluate the volatility of the company. Please validate TERADATA's risk adjusted performance of 0.0355, and Coefficient Of Variation of 2982.93 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. TERADATA has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TERADATA's returns are expected to increase less than the market. However, during the bear market, the loss of holding TERADATA is expected to be smaller as well. TERADATA currently has a risk of 1.56%. Please validate TERADATA jensen alpha, sortino ratio, and the relationship between the information ratio and total risk alpha , to decide if TERADATA will be following its existing price patterns.
Auto-correlation | -0.4 |
Poor reverse predictability
TERADATA has poor reverse predictability. Overlapping area represents the amount of predictability between TERADATA time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 TERADATA price movement. The serial correlation of -0.4 indicates that just about 40.0% of current TERADATA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
TERADATA lagged returns against current returns
Autocorrelation, which is TERADATA 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 TERADATA's stock expected returns. We can calculate the autocorrelation of TERADATA returns to help us make a trade decision. For example, suppose you find that TERADATA 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 |
TERADATA 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 TERADATA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TERADATA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TERADATA stock over time.
Current vs Lagged Prices |
| Timeline |
TERADATA Lagged Returns
When evaluating TERADATA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TERADATA stock have on its future price. TERADATA 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, TERADATA autocorrelation shows the relationship between TERADATA stock current value and its past values and can show if there is a momentum factor associated with investing in TERADATA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for TERADATA Stock Analysis
When running TERADATA's price analysis, check to measure TERADATA'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 TERADATA is operating at the current time. Most of TERADATA's value examination focuses on studying past and present price action to predict the probability of TERADATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TERADATA's price. Additionally, you may evaluate how the addition of TERADATA to your portfolios can decrease your overall portfolio volatility.