T-Mobile (Germany) Market Value
| TM5 Stock | EUR 198.36 4.14 2.13% |
| Symbol | T-Mobile |
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.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in T-Mobile on April 20, 2025 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 90 days. T-Mobile is related to or competes with Bank of America, ATT, Deutsche Telekom, Nippon Telegraph, and Nippon Telegraph. 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.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 12.07 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 2.65 |
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 | (0.09) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 3.25 |
T Mobile Backtested Returns
T Mobile owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0831, which indicates the company had a -0.0831 % return per unit of standard deviation over the last 3 months. T Mobile exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate T-Mobile's Standard Deviation of 2.08, market risk adjusted performance of 3.26, and Risk Adjusted Performance of (0.09) to confirm the risk estimate we provide. The firm has a beta of -0.068, 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. At this point, T Mobile has a negative expected return of -0.17%. Please make sure to validate T-Mobile's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if T Mobile performance from the past will be repeated sooner or later.
Auto-correlation | 0.05 |
Virtually no predictability
T Mobile has virtually no predictability. Overlapping area represents the amount of predictability between T-Mobile time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 T Mobile price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current T-Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 43.34 |
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 T-Mobile 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 T-Mobile 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 T-Mobile Stock please use our How to Invest in T-Mobile guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.