Temenos Group's market value is the price at which a share of Temenos Group trades on a public exchange. It measures the collective expectations of Temenos Group AG investors about its performance. Temenos Group is selling for under 73.05 as of the 24th of July 2025; that is 23.81 percent increase since the beginning of the trading day. The stock's lowest day price was 68.0. With this module, you can estimate the performance of a buy and hold strategy of Temenos Group AG and determine expected loss or profit from investing in Temenos Group over a given investment horizon. Check out Temenos Group Correlation, Temenos Group Volatility and Temenos Group Alpha and Beta module to complement your research on Temenos Group.
Please note, there is a significant difference between Temenos Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Temenos Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Temenos Group'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.
Temenos Group '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 Temenos Group'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 Temenos Group.
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04/25/2025
No Change 0.00
0.0
In 2 months and 31 days
07/24/2025
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If you would invest 0.00 in Temenos Group on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Temenos Group AG or generate 0.0% return on investment in Temenos Group over 90 days. Temenos Group is related to or competes with Logitech International, Straumann Holding, Geberit AG, VAT Group, and Partners Group. Temenos AG, together with its subsidiaries, develops, markets, and sells integrated banking software systems primarily t... More
Temenos Group 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 Temenos Group'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 Temenos Group AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Temenos Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Temenos Group's standard deviation. In reality, there are many statistical measures that can use Temenos Group historical prices to predict the future Temenos Group's volatility.
Temenos Group appears to be very steady, given 3 months investment horizon. Temenos Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Temenos Group AG, which you can use to evaluate the volatility of the company. Please review Temenos Group's Risk Adjusted Performance of 0.0822, coefficient of variation of 1189.7, and Semi Deviation of 1.9 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Temenos Group holds a performance score of 10. The entity has a beta of 0.67, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Temenos Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Temenos Group is expected to be smaller as well. Please check Temenos Group's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Temenos Group's existing price patterns will revert.
Auto-correlation
-0.69
Very good reverse predictability
Temenos Group AG has very good reverse predictability. Overlapping area represents the amount of predictability between Temenos Group time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Temenos Group AG price movement. The serial correlation of -0.69 indicates that around 69.0% of current Temenos Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.69
Spearman Rank Test
-0.43
Residual Average
0.0
Price Variance
4.0
Temenos Group AG lagged returns against current returns
Autocorrelation, which is Temenos Group 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 Temenos Group's stock expected returns. We can calculate the autocorrelation of Temenos Group returns to help us make a trade decision. For example, suppose you find that Temenos Group 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
Temenos Group 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 Temenos Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Temenos Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Temenos Group stock over time.
Current vs Lagged Prices
Timeline
Temenos Group Lagged Returns
When evaluating Temenos Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Temenos Group stock have on its future price. Temenos Group 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, Temenos Group autocorrelation shows the relationship between Temenos Group stock current value and its past values and can show if there is a momentum factor associated with investing in Temenos Group AG.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Temenos Group's price analysis, check to measure Temenos Group'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 Temenos Group is operating at the current time. Most of Temenos Group's value examination focuses on studying past and present price action to predict the probability of Temenos Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Temenos Group's price. Additionally, you may evaluate how the addition of Temenos Group to your portfolios can decrease your overall portfolio volatility.