Telecom Plus (UK) Market Value
| TEP Stock | 1,884 8.00 0.42% |
| Symbol | Telecom |
Telecom Plus '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 Telecom Plus' 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 Telecom Plus.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in Telecom Plus on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding Telecom Plus PLC or generate 0.0% return on investment in Telecom Plus over 90 days. Telecom Plus is related to or competes with Telecom Italia, Telecom Italia, Telecom Egypt, Eastman Chemical, American Tower, and Ameriprise Financial. Telecom Plus is entity of United Kingdom More
Telecom Plus 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 Telecom Plus' 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 Telecom Plus PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 7.51 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 2.47 |
Telecom Plus Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Telecom Plus' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Telecom Plus' standard deviation. In reality, there are many statistical measures that can use Telecom Plus historical prices to predict the future Telecom Plus' volatility.| Risk Adjusted Performance | 0.002 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.12) |
Telecom Plus PLC Backtested Returns
Telecom Plus PLC owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Telecom Plus PLC exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Telecom Plus' Variance of 1.82, risk adjusted performance of 0.002, and Coefficient Of Variation of (35,285) to confirm the risk estimate we provide. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Telecom Plus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Telecom Plus is expected to be smaller as well. At this point, Telecom Plus PLC has a negative expected return of -0.0093%. Please make sure to validate Telecom Plus' kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Telecom Plus PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Telecom Plus PLC has below average predictability. Overlapping area represents the amount of predictability between Telecom Plus time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th of August 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 Telecom Plus PLC price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Telecom Plus price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1903.9 |
Telecom Plus PLC lagged returns against current returns
Autocorrelation, which is Telecom Plus 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 Telecom Plus' stock expected returns. We can calculate the autocorrelation of Telecom Plus returns to help us make a trade decision. For example, suppose you find that Telecom Plus 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 |
Telecom Plus 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 Telecom Plus stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Telecom Plus stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Telecom Plus stock over time.
Current vs Lagged Prices |
| Timeline |
Telecom Plus Lagged Returns
When evaluating Telecom Plus' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Telecom Plus stock have on its future price. Telecom Plus 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, Telecom Plus autocorrelation shows the relationship between Telecom Plus stock current value and its past values and can show if there is a momentum factor associated with investing in Telecom Plus PLC.
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.Other Information on Investing in Telecom Stock
Telecom Plus financial ratios help investors to determine whether Telecom Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Telecom with respect to the benefits of owning Telecom Plus security.