Telefonica Sa Adr Stock Market Value
| TEF Stock | USD 5.35 0.05 0.94% |
| Symbol | Telefonica |
Is Communication space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Telefonica. If investors know Telefonica will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Telefonica listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Telefonica SA ADR is measured differently than its book value, which is the value of Telefonica that is recorded on the company's balance sheet. Investors also form their own opinion of Telefonica's value that differs from its market value or its book value, called intrinsic value, which is Telefonica's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Telefonica's market value can be influenced by many factors that don't directly affect Telefonica's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Telefonica's value and its price as these two are different measures arrived at by different means. Investors typically determine if Telefonica is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Telefonica'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.
Telefonica '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 Telefonica'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 Telefonica.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Telefonica on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Telefonica SA ADR or generate 0.0% return on investment in Telefonica over 90 days. Telefonica is related to or competes with Telefonica Brasil, Vodafone Group, Grupo Televisa, America Movil, and Banco Santander. Telefnica, S.A., together with its subsidiaries, provides telecommunications services in Europe and Latin America More
Telefonica 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 Telefonica'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 Telefonica SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.33 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 4.98 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 2.27 |
Telefonica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telefonica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telefonica's standard deviation. In reality, there are many statistical measures that can use Telefonica historical prices to predict the future Telefonica's volatility.| Risk Adjusted Performance | 0.145 | |||
| Jensen Alpha | 0.2029 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (1.83) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Telefonica's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Telefonica SA ADR Backtested Returns
At this point, Telefonica is somewhat reliable. Telefonica SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Telefonica SA ADR, which you can use to evaluate the volatility of the company. Please validate Telefonica's Coefficient Of Variation of 625.02, semi deviation of 1.08, and Risk Adjusted Performance of 0.145 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. Telefonica has a performance score of 12 on a scale of 0 to 100. The entity has a beta of -0.0997, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Telefonica are expected to decrease at a much lower rate. During the bear market, Telefonica is likely to outperform the market. Telefonica SA ADR right now has a risk of 1.2%. Please validate Telefonica treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to decide if Telefonica will be following its existing price patterns.
Auto-correlation | 0.03 |
Virtually no predictability
Telefonica SA ADR has virtually no predictability. Overlapping area represents the amount of predictability between Telefonica time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Telefonica SA ADR price movement. The serial correlation of 0.03 indicates that only 3.0% of current Telefonica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Telefonica SA ADR lagged returns against current returns
Autocorrelation, which is Telefonica 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 Telefonica's stock expected returns. We can calculate the autocorrelation of Telefonica returns to help us make a trade decision. For example, suppose you find that Telefonica 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 |
Telefonica 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 Telefonica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telefonica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telefonica stock over time.
Current vs Lagged Prices |
| Timeline |
Telefonica Lagged Returns
When evaluating Telefonica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telefonica stock have on its future price. Telefonica 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, Telefonica autocorrelation shows the relationship between Telefonica stock current value and its past values and can show if there is a momentum factor associated with investing in Telefonica SA ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| VALE | Vale SA ADR | |
| EGY | Vaalco Energy | |
| CMCSA | Comcast Corp | |
| BTE | Baytex Energy Corp | |
| SOXS | Direxion Daily Semiconductor |
Check out Telefonica Correlation, Telefonica Volatility and Telefonica Alpha and Beta module to complement your research on Telefonica. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Telefonica 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.