TPG Telecom (Australia) Market Value
| TPG Stock | 5.62 0.05 0.90% |
| Symbol | TPG |
TPG Telecom '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 TPG Telecom'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 TPG Telecom.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in TPG Telecom on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding TPG Telecom or generate 0.0% return on investment in TPG Telecom over 90 days. TPG Telecom is related to or competes with Lendlease, Centuria Office, Mayfield Childcare, Oneview Healthcare, Super Retail, Retail Food, and Archer Materials. TPG Telecom is entity of Australia. It is traded as Stock on AU exchange. More
TPG Telecom 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 TPG Telecom'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 TPG Telecom upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0456 | |||
| Maximum Drawdown | 5.23 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.56 |
TPG Telecom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TPG Telecom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TPG Telecom's standard deviation. In reality, there are many statistical measures that can use TPG Telecom historical prices to predict the future TPG Telecom's volatility.| Risk Adjusted Performance | 0.1787 | |||
| Jensen Alpha | 0.1712 | |||
| Total Risk Alpha | 0.0393 | |||
| Sortino Ratio | 0.0421 | |||
| Treynor Ratio | 6.16 |
TPG Telecom Backtested Returns
TPG Telecom appears to be not too volatile, given 3 months investment horizon. TPG Telecom owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for TPG Telecom, which you can use to evaluate the volatility of the company. Please review TPG Telecom's coefficient of variation of 523.61, and Risk Adjusted Performance of 0.1787 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TPG Telecom holds a performance score of 18. The entity has a beta of 0.0284, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TPG Telecom's returns are expected to increase less than the market. However, during the bear market, the loss of holding TPG Telecom is expected to be smaller as well. Please check TPG Telecom's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether TPG Telecom's existing price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
TPG Telecom has good predictability. Overlapping area represents the amount of predictability between TPG Telecom 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 TPG Telecom price movement. The serial correlation of 0.69 indicates that around 69.0% of current TPG Telecom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
TPG Telecom lagged returns against current returns
Autocorrelation, which is TPG Telecom 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 TPG Telecom's stock expected returns. We can calculate the autocorrelation of TPG Telecom returns to help us make a trade decision. For example, suppose you find that TPG Telecom 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 |
TPG Telecom 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 TPG Telecom stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TPG Telecom stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TPG Telecom stock over time.
Current vs Lagged Prices |
| Timeline |
TPG Telecom Lagged Returns
When evaluating TPG Telecom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TPG Telecom stock have on its future price. TPG Telecom 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, TPG Telecom autocorrelation shows the relationship between TPG Telecom stock current value and its past values and can show if there is a momentum factor associated with investing in TPG Telecom.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for TPG Stock Analysis
When running TPG Telecom's price analysis, check to measure TPG Telecom'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 TPG Telecom is operating at the current time. Most of TPG Telecom's value examination focuses on studying past and present price action to predict the probability of TPG Telecom's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TPG Telecom's price. Additionally, you may evaluate how the addition of TPG Telecom to your portfolios can decrease your overall portfolio volatility.