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Telephone Backtesting

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TDS -- USA Stock  

Fiscal Quarter End: March 31, 2020  

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Telephone And Data Systems and determine expected loss or profit from investing in Telephone And over given investment horizon. Additionally, take a look at Telephone And Hype Analysis, Telephone And Correlation, Telephone And Valuation, Telephone And Volatility as well as analyze Telephone And Alpha and Beta and Telephone And Performance.
Symbol
Backtest

Telephone And 'What if' Analysis

0.00
11/28/2019
No Change 0.00  0.0 
In 3 months and 1 day
02/26/2020
0.00
If you would invest  0.00  in Telephone And on November 28, 2019 and sell it all today you would earn a total of 0.00 from holding Telephone And Data Systems or generate 0.0% return on investment in Telephone And over 90 days. Telephone And is related to or competes with ATT, Verizon Communications, Zayo Group, Liberty Broadband, SBA Communications, and T Mobile. Telephone and Data Systems, Inc., a telecommunications company, provides wireless, cable and wireline broadband, TV, voi...

Telephone And Upside/Downside Indicators

Information Ratio(0.06)
Maximum Drawdown16.18
Value At Risk(3.50)
Potential Upside2.66

Telephone And Market Premium Indicators

Risk Adjusted Performance(0.06)
Jensen Alpha(0.16)
Total Risk Alpha(0.06)
Treynor Ratio(0.85)

Telephone And Data Backtested Returns

Macroaxis considers Telephone And to be somewhat reliable. Telephone And Data owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0848 which indicates the firm had -0.0848% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Telephone And Data Systems exposes twenty-seven different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Telephone And Risk Adjusted Performance of (0.06) and Coefficient Of Variation of (1,399) to confirm risk estimate we provide. The entity has beta of 0.1982, which indicates as returns on market increase, Telephone And returns are expected to increase less than the market. However during bear market, the loss on holding Telephone And will be expected to be smaller as well. Even though it is essential to pay attention to Telephone And Data current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Telephone And Data Systems exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Telephone And Data has an expected return of -0.1943%. Please be advised to validate Telephone And Maximum Drawdown as well as the relationship between Expected Short fall and Rate Of Daily Change to decide if Telephone And Data stock performance from the past will be repeated at some point in the near future.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation(0.39) 
correlation synergy

Poor reverse predictability

Telephone And Data Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Telephone And time series from November 28, 2019 to January 12, 2020 and January 12, 2020 to February 26, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Telephone And Data price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Telephone And price fluctuation can be explain by its past prices. Given that Telephone And Data Systems has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Telephone And for similar time interval.
Correlation Coefficient-0.39
Spearman Rank Test-0.4
Residual Average0.0
Price Variance0.67

Telephone And Data lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Telephone And regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Telephone And Lagged Returns

 Regressed Prices 
    
  Timeline 

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Additionally, take a look at Telephone And Hype Analysis, Telephone And Correlation, Telephone And Valuation, Telephone And Volatility as well as analyze Telephone And Alpha and Beta and Telephone And Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.