Shenandoah Telecommunications Co Stock Market Value
| SHEN Stock | USD 14.17 0.13 0.93% |
| Symbol | Shenandoah |
Shenandoah Telecommunicatio Price To Book Ratio
Is Shenandoah Telecommunicatio's industry 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 Shenandoah Telecommunicatio. If investors know Shenandoah 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 Shenandoah Telecommunicatio listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.98) | Dividend Share 0.09 | Earnings Share 0.16 | Revenue Per Share 5.702 | Quarterly Revenue Growth 0.036 |
The market value of Shenandoah Telecommunicatio is measured differently than its book value, which is the value of Shenandoah that is recorded on the company's balance sheet. Investors also form their own opinion of Shenandoah Telecommunicatio's value that differs from its market value or its book value, called intrinsic value, which is Shenandoah Telecommunicatio'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 Shenandoah Telecommunicatio's market value can be influenced by many factors that don't directly affect Shenandoah Telecommunicatio'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 Shenandoah Telecommunicatio's value and its price as these two are different measures arrived at by different means. Investors typically determine if Shenandoah Telecommunicatio is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Shenandoah Telecommunicatio'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.
Shenandoah Telecommunicatio '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 Shenandoah Telecommunicatio'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 Shenandoah Telecommunicatio.
| 07/04/2022 |
| 04/24/2024 |
If you would invest 0.00 in Shenandoah Telecommunicatio on July 4, 2022 and sell it all today you would earn a total of 0.00 from holding Shenandoah Telecommunications Co or generate 0.0% return on investment in Shenandoah Telecommunicatio over 660 days. Shenandoah Telecommunicatio is related to or competes with Anterix, Liberty Broadband, Ooma, IDT, Radcom, SK Telecom, and Liberty Broadband. Shenandoah Telecommunications Company, together with its subsidiaries, provides a range of broadband communication servi... More
Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio'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 Shenandoah Telecommunications Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 18.65 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 2.68 |
Shenandoah Telecommunicatio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Shenandoah Telecommunicatio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Shenandoah Telecommunicatio's standard deviation. In reality, there are many statistical measures that can use Shenandoah Telecommunicatio historical prices to predict the future Shenandoah Telecommunicatio's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Shenandoah Telecommunicatio'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.
Shenandoah Telecommunicatio Backtested Returns
Shenandoah Telecommunicatio owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.23, which indicates the firm had a -0.23% return per unit of risk over the last 3 months. Shenandoah Telecommunications Co exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Shenandoah Telecommunicatio's Risk Adjusted Performance of (0.11), coefficient of variation of (512.22), and Variance of 6.68 to confirm the risk estimate we provide. The entity has a beta of 0.97, which indicates possible diversification benefits within a given portfolio. Shenandoah Telecommunicatio returns are very sensitive to returns on the market. As the market goes up or down, Shenandoah Telecommunicatio is expected to follow. Shenandoah Telecommunicatio has an expected return of -0.58%. Please make sure to validate Shenandoah Telecommunicatio treynor ratio, as well as the relationship between the accumulation distribution and price action indicator , to decide if Shenandoah Telecommunicatio performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.47 |
Modest reverse predictability
Shenandoah Telecommunications Co has modest reverse predictability. Overlapping area represents the amount of predictability between Shenandoah Telecommunicatio time series from 4th of July 2022 to 30th of May 2023 and 30th of May 2023 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Shenandoah Telecommunicatio price movement. The serial correlation of -0.47 indicates that about 47.0% of current Shenandoah Telecommunicatio price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 5.06 |
Shenandoah Telecommunicatio lagged returns against current returns
Autocorrelation, which is Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio's stock expected returns. We can calculate the autocorrelation of Shenandoah Telecommunicatio returns to help us make a trade decision. For example, suppose you find that Shenandoah Telecommunicatio 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 |
Shenandoah Telecommunicatio 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 Shenandoah Telecommunicatio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Shenandoah Telecommunicatio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Shenandoah Telecommunicatio stock over time.
Current vs Lagged Prices |
| Timeline |
Shenandoah Telecommunicatio Lagged Returns
When evaluating Shenandoah Telecommunicatio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Shenandoah Telecommunicatio stock have on its future price. Shenandoah Telecommunicatio 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, Shenandoah Telecommunicatio autocorrelation shows the relationship between Shenandoah Telecommunicatio stock current value and its past values and can show if there is a momentum factor associated with investing in Shenandoah Telecommunications Co.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Shenandoah Telecommunicatio offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Shenandoah Telecommunicatio's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Shenandoah Telecommunications Co Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Shenandoah Telecommunications Co Stock:Check out Shenandoah Telecommunicatio Correlation, Shenandoah Telecommunicatio Volatility and Shenandoah Telecommunicatio Alpha and Beta module to complement your research on Shenandoah Telecommunicatio. Note that the Shenandoah Telecommunicatio information on this page should be used as a complementary analysis to other Shenandoah Telecommunicatio's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Shenandoah Stock analysis
When running Shenandoah Telecommunicatio's price analysis, check to measure Shenandoah Telecommunicatio'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 Shenandoah Telecommunicatio is operating at the current time. Most of Shenandoah Telecommunicatio's value examination focuses on studying past and present price action to predict the probability of Shenandoah Telecommunicatio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Shenandoah Telecommunicatio's price. Additionally, you may evaluate how the addition of Shenandoah Telecommunicatio to your portfolios can decrease your overall portfolio volatility.
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Shenandoah Telecommunicatio 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.