Deutsche Telekom (Germany) Market Value
| DTE Stock | EUR 30.48 0.07 0.23% |
| Symbol | Deutsche |
Deutsche Telekom '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 Deutsche Telekom'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 Deutsche Telekom.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Deutsche Telekom on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Telekom AG or generate 0.0% return on investment in Deutsche Telekom over 90 days. Deutsche Telekom is related to or competes with Hochschild Mining, ANGANG STEEL, Schnitzer Steel, Warner Music, UNIVERSAL MUSIC, DENTSPLY SIRONA, and CHAMPION IRON. Deutsche Telekom AG, together with its subsidiaries, provides integrated telecommunication services worldwide More
Deutsche Telekom 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 Deutsche Telekom'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 Deutsche Telekom AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 6.52 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 1.78 |
Deutsche Telekom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Telekom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Telekom's standard deviation. In reality, there are many statistical measures that can use Deutsche Telekom historical prices to predict the future Deutsche Telekom's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | 0.4104 |
Deutsche Telekom Backtested Returns
Deutsche Telekom secures Sharpe Ratio (or Efficiency) of -0.0523, which denotes the company had a -0.0523 % return per unit of risk over the last 3 months. Deutsche Telekom AG exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Deutsche Telekom's Standard Deviation of 1.39, variance of 1.94, and Mean Deviation of 1.06 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.15, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Deutsche Telekom are expected to decrease at a much lower rate. During the bear market, Deutsche Telekom is likely to outperform the market. At this point, Deutsche Telekom has a negative expected return of -0.0735%. Please make sure to confirm Deutsche Telekom's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Deutsche Telekom performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.25 |
Weak reverse predictability
Deutsche Telekom AG has weak reverse predictability. Overlapping area represents the amount of predictability between Deutsche Telekom time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Deutsche Telekom price movement. The serial correlation of -0.25 indicates that over 25.0% of current Deutsche Telekom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.99 |
Deutsche Telekom lagged returns against current returns
Autocorrelation, which is Deutsche Telekom 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 Deutsche Telekom's stock expected returns. We can calculate the autocorrelation of Deutsche Telekom returns to help us make a trade decision. For example, suppose you find that Deutsche Telekom 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 |
Deutsche Telekom 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 Deutsche Telekom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Telekom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Telekom stock over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Telekom Lagged Returns
When evaluating Deutsche Telekom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Telekom stock have on its future price. Deutsche Telekom 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, Deutsche Telekom autocorrelation shows the relationship between Deutsche Telekom stock current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Telekom AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Deutsche Stock
Deutsche Telekom financial ratios help investors to determine whether Deutsche Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Deutsche with respect to the benefits of owning Deutsche Telekom security.