Telephone And Risk Analysis And Volatility

TDS -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Macroaxis considers Telephone And to be somewhat reliable. Telephone And Data owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0037 which indicates the firm had -0.0037% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Telephone And Data Systems exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Telephone And Coefficient Of Variation of (4,813) and Risk Adjusted Performance of (0.010667) to confirm risk estimate we provide.
Interest Expense

90 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Telephone And Market Sensitivity

As returns on market increase, Telephone And returns are expected to increase less than the market. However during bear market, the loss on holding Telephone And will be expected to be smaller as well.
3 Months Beta |Analyze Telephone And Data Demand Trend
Check current 30 days Telephone And correlation with market (DOW)
β = 0.8205

Telephone And Central Daily Price Deviation

Telephone And Data Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Telephone And Data Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Telephone And Projected Return Density Against Market

Considering 30-days investment horizon, Telephone And has beta of 0.8205 . This entails as returns on market go up, Telephone And average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Telephone And Data Systems will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Telephone And Data is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Telephone And is -26859.56. The daily returns are destributed with a variance of 7.79 and standard deviation of 2.79. The mean deviation of Telephone And Data Systems is currently at 1.69. For similar time horizon, the selected benchmark (DOW) has volatility of 0.85
α
Alpha over DOW
=0.15
β
Beta against DOW=0.82
σ
Overall volatility
=2.79
Ir
Information ratio =0.06

Telephone And Return Volatility

the enterprise has volatility of 2.7913% on return distribution over 30 days investment horizon. the entity inherits 0.7472% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Telephone And Investment Opportunity

Telephone And Data Systems has a volatility of 2.79 and is 3.72 times more volatile than DOW. 25  of all equities and portfolios are less risky than Telephone And. Compared to the overall equity markets, volatility of historical daily returns of Telephone And Data Systems is lower than 25 () of all global equities and portfolios over the last 30 days. Use Telephone And Data Systems to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Telephone And to be traded at $26.22 in 30 days. . As returns on market increase, Telephone And returns are expected to increase less than the market. However during bear market, the loss on holding Telephone And will be expected to be smaller as well.

Telephone And correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Telephone And Data Systems Inc and equity matching DJI index in the same portfolio.

Telephone And Current Risk Indicators

Telephone And Suggested Diversification Pairs

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