Te Connectivity Stock Market Value
| TEL Stock | USD 146.19 0.09 0.06% |
| Symbol | TEL |
TE Connectivity Price To Book Ratio
Is TE Connectivity'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 TE Connectivity. If investors know TEL 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 TE Connectivity 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 0.282 | Dividend Share 2.36 | Earnings Share 10.96 | Revenue Per Share 50.904 | Quarterly Revenue Growth (0.05) |
The market value of TE Connectivity is measured differently than its book value, which is the value of TEL that is recorded on the company's balance sheet. Investors also form their own opinion of TE Connectivity's value that differs from its market value or its book value, called intrinsic value, which is TE Connectivity'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 TE Connectivity's market value can be influenced by many factors that don't directly affect TE Connectivity'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 TE Connectivity's value and its price as these two are different measures arrived at by different means. Investors typically determine if TE Connectivity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TE Connectivity'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.
TE Connectivity '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 TE Connectivity'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 TE Connectivity.
| 04/13/2024 |
| 05/13/2024 |
If you would invest 0.00 in TE Connectivity on April 13, 2024 and sell it all today you would earn a total of 0.00 from holding TE Connectivity or generate 0.0% return on investment in TE Connectivity over 30 days. TE Connectivity is related to or competes with Littelfuse, Fabrinet, Jabil Circuit, Sanmina, Methode Electronics, Amphenol, and Plexus Corp. TE Connectivity Ltd., together with its subsidiaries, manufactures and sells connectivity and sensor solutions in Europe... More
TE Connectivity 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 TE Connectivity'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 TE Connectivity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.2 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.87 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 2.1 |
TE Connectivity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TE Connectivity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TE Connectivity's standard deviation. In reality, there are many statistical measures that can use TE Connectivity historical prices to predict the future TE Connectivity's volatility.| Risk Adjusted Performance | 0.0291 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0661 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TE Connectivity'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.
TE Connectivity Backtested Returns
We consider TE Connectivity very steady. TE Connectivity retains Efficiency (Sharpe Ratio) of 0.0646, which indicates the firm had a 0.0646% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for TE Connectivity, which you can use to evaluate the volatility of the company. Please validate TE Connectivity's Downside Deviation of 1.2, risk adjusted performance of 0.0291, and Mean Deviation of 0.8706 to confirm if the risk estimate we provide is consistent with the expected return of 0.072%. TE Connectivity has a performance score of 5 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.53, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TE Connectivity's returns are expected to increase less than the market. However, during the bear market, the loss of holding TE Connectivity is expected to be smaller as well. TE Connectivity today owns a risk of 1.11%. Please validate TE Connectivity coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if TE Connectivity will be following its current price history.
Auto-correlation | -0.16 |
Insignificant reverse predictability
TE Connectivity has insignificant reverse predictability. Overlapping area represents the amount of predictability between TE Connectivity time series from 13th of April 2024 to 28th of April 2024 and 28th of April 2024 to 13th of May 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 TE Connectivity price movement. The serial correlation of -0.16 indicates that over 16.0% of current TE Connectivity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 5.32 |
TE Connectivity lagged returns against current returns
Autocorrelation, which is TE Connectivity 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 TE Connectivity's stock expected returns. We can calculate the autocorrelation of TE Connectivity returns to help us make a trade decision. For example, suppose you find that TE Connectivity 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 |
TE Connectivity 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 TE Connectivity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TE Connectivity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TE Connectivity stock over time.
Current vs Lagged Prices |
| Timeline |
TE Connectivity Lagged Returns
When evaluating TE Connectivity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TE Connectivity stock have on its future price. TE Connectivity 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, TE Connectivity autocorrelation shows the relationship between TE Connectivity stock current value and its past values and can show if there is a momentum factor associated with investing in TE Connectivity.
Regressed Prices |
| Timeline |
TE Connectivity Investors Sentiment
The influence of TE Connectivity's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in TEL. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to TE Connectivity's public news can be used to forecast risks associated with an investment in TEL. The trend in average sentiment can be used to explain how an investor holding TEL can time the market purely based on public headlines and social activities around TE Connectivity. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
TE Connectivity's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for TE Connectivity's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average TE Connectivity's news discussions. The higher the estimated score, the more favorable is the investor's outlook on TE Connectivity.
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 TE Connectivity 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, TE Connectivity's short interest history, or implied volatility extrapolated from TE Connectivity options trading.
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Check out TE Connectivity Correlation, TE Connectivity Volatility and TE Connectivity Alpha and Beta module to complement your research on TE Connectivity. For more information on how to buy TEL Stock please use our How to buy in TEL Stock guide.Note that the TE Connectivity information on this page should be used as a complementary analysis to other TE Connectivity'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 Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for TEL Stock analysis
When running TE Connectivity's price analysis, check to measure TE Connectivity'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 TE Connectivity is operating at the current time. Most of TE Connectivity's value examination focuses on studying past and present price action to predict the probability of TE Connectivity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TE Connectivity's price. Additionally, you may evaluate how the addition of TE Connectivity to your portfolios can decrease your overall portfolio volatility.
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TE Connectivity 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.