Telefonica Sa Adr Stock Alpha and Beta Analysis
| TEF Stock | USD 5.30 0.08 1.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Telefonica SA ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Telefonica over a specified time horizon. Remember, high Telefonica's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Telefonica's market risk premium analysis include:
Beta (0.13) | Alpha 0.11 | Risk 1.22 | Sharpe Ratio 0.094 | Expected Return 0.11 |
Telefonica Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Telefonica | Build AI portfolio with Telefonica Stock |
Telefonica Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Telefonica market risk premium is the additional return an investor will receive from holding Telefonica long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Telefonica. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Telefonica's performance over market.| α | 0.11 | β | -0.13 |
Telefonica expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Telefonica's Buy-and-hold return. Our buy-and-hold chart shows how Telefonica performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Telefonica Market Price Analysis
Market price analysis indicators help investors to evaluate how Telefonica stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Telefonica shares will generate the highest return on investment. By understating and applying Telefonica stock market price indicators, traders can identify Telefonica position entry and exit signals to maximize returns.
Telefonica Return and Market Media
The median price of Telefonica for the period between Tue, May 6, 2025 and Mon, Aug 4, 2025 is 5.15 with a coefficient of variation of 3.57. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 5.1, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Is Telefonica Stock Undervalued Right Now | 05/29/2025 |
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3 | Millicom Strengthens South American Leadership with USD 380 Million Acquisition of Telefnica Ecuador | 06/13/2025 |
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5 | Movistar Plus Pledges To Remain Driving Force For Spanish Industry | 07/01/2025 |
| Telefonica dividend paid on 11th of July 2025 | 07/11/2025 |
7 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 07/18/2025 |
8 | Is NiSource Stock Outpacing Its Utilities Peers This Year | 07/25/2025 |
9 | Net income down for Spanish telecoms giant Telefnica in Q2 | 07/30/2025 |
About Telefonica Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Telefonica or other stocks. Alpha measures the amount that position in Telefonica SA ADR has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2024 | 2025 (projected) | Dividend Yield | 0.0718 | 0.0791 | 0.0831 | Price To Sales Ratio | 0.49 | 0.54 | 0.51 |
Telefonica Upcoming Company Events
As portrayed in its financial statements, the presentation of Telefonica's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Telefonica's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Telefonica's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Telefonica. Please utilize our Beneish M Score to check the likelihood of Telefonica's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Telefonica Backtesting, Telefonica Valuation, Telefonica Correlation, Telefonica Hype Analysis, Telefonica Volatility, Telefonica History and analyze Telefonica Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
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.