Telefonica Sa Adr Stock Market Value

TEF Stock  USD 4.41  0.04  0.92%   
Telefonica's market value is the price at which a share of Telefonica trades on a public exchange. It measures the collective expectations of Telefonica SA ADR investors about its performance. Telefonica is trading at 4.41 as of the 28th of March 2024. This is a 0.92 percent up since the beginning of the trading day. The stock's lowest day price was 4.38.
With this module, you can estimate the performance of a buy and hold strategy of Telefonica SA ADR and determine expected loss or profit from investing in Telefonica over a given investment horizon. Check out Telefonica Correlation, Telefonica Volatility and Telefonica Alpha and Beta module to complement your research on Telefonica.
Symbol

Telefonica SA ADR Price To Book Ratio

Is Telefonica'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 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.
Quarterly Earnings Growth
0.105
Dividend Share
0.3
Earnings Share
(0.22)
Revenue Per Share
7.172
Quarterly Revenue Growth
0.072
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.
0.00
01/28/2024
No Change 0.00  0.0 
In 2 months and 1 day
03/28/2024
0.00
If you would invest  0.00  in Telefonica on January 28, 2024 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 60 days. Telefonica is related to or competes with Udemy, Scholastic, Pearson PLC, Acco Brands, 51Talk Online, Bridgford Foods, and AMREP. 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.

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.
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.
Hype
Prediction
LowEstimatedHigh
3.444.415.38
Details
Intrinsic
Valuation
LowRealHigh
3.544.515.48
Details
Naive
Forecast
LowNextHigh
3.364.335.29
Details
2 Analysts
Consensus
LowTargetHigh
4.324.755.27
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Telefonica. Your research has to be compared to or analyzed against Telefonica's peers to derive any actionable benefits. When done correctly, Telefonica's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Telefonica SA ADR.

Telefonica SA ADR Backtested Returns

Telefonica appears to be not too volatile, given 3 months investment horizon. Telefonica SA ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% 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 review Telefonica's Semi Deviation of 0.6754, risk adjusted performance of 0.1021, and Coefficient Of Variation of 567.32 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Telefonica holds a performance score of 16. The entity has a beta of 0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Telefonica's returns are expected to increase less than the market. However, during the bear market, the loss of holding Telefonica is expected to be smaller as well. Please check Telefonica's treynor ratio, kurtosis, relative strength index, as well as the relationship between the downside variance and day median price , to make a quick decision on whether Telefonica's existing price patterns will revert.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

Telefonica SA ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between Telefonica time series from 28th of January 2024 to 27th of February 2024 and 27th of February 2024 to 28th of March 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 Telefonica SA ADR price movement. The serial correlation of -0.02 indicates that only 2.0% of current Telefonica price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test-0.14
Residual Average0.0
Price Variance0.0

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  

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Telefonica in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Telefonica's short interest history, or implied volatility extrapolated from Telefonica options trading.

Currently Active Assets on Macroaxis

When determining whether Telefonica SA ADR is a strong investment it is important to analyze Telefonica's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Telefonica's future performance. For an informed investment choice regarding Telefonica Stock, refer to the following important reports:
Check out Telefonica Correlation, Telefonica Volatility and Telefonica Alpha and Beta module to complement your research on Telefonica.
Note that the Telefonica SA ADR information on this page should be used as a complementary analysis to other Telefonica'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for Telefonica Stock analysis

When running Telefonica's price analysis, check to measure Telefonica'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 Telefonica is operating at the current time. Most of Telefonica's value examination focuses on studying past and present price action to predict the probability of Telefonica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Telefonica's price. Additionally, you may evaluate how the addition of Telefonica to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Telefonica technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Telefonica trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...