T-Mobile Stock Market Value

TMUS
 Stock
  

USD 151.05  2.43  1.64%   

T-Mobile's market value is the price at which a share of T-Mobile stock trades on a public exchange. It measures the collective expectations of T-Mobile US investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of T-Mobile US and determine expected loss or profit from investing in T-Mobile over a given investment horizon. Additionally, take a look at T-Mobile Correlation, T-Mobile Volatility and T-Mobile Alpha and Beta module to complement your research on T-Mobile.
Symbol


Is T-Mobile'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 T-Mobile. If investors know T-Mobile 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 T-Mobile 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 YOY
(0.27) 
Market Capitalization
186.5 B
Quarterly Revenue Growth YOY
(0.007) 
Return On Assets
0.0373
Return On Equity
0.0221
The market value of T-Mobile US is measured differently than its book value, which is the value of T-Mobile that is recorded on the company's balance sheet. Investors also form their own opinion of T-Mobile's value that differs from its market value or its book value, called intrinsic value, which is T-Mobile'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 T-Mobile's market value can be influenced by many factors that don't directly affect T-Mobile'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 T-Mobile's value and its price as these two are different measures arrived at by different means. Investors typically determine T-Mobile value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, T-Mobile'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.

T-Mobile '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 T-Mobile'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 T-Mobile.
0.00
12/10/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
11/30/2022
0.00
If you would invest  0.00  in T-Mobile on December 10, 2020 and sell it all today you would earn a total of 0.00 from holding T-Mobile US or generate 0.0% return on investment in T-Mobile over 720 days. T-Mobile is related to or competes with SBA Communications, Apa Corp, United Microelectronics, Cosmos Holdings, and Xpo Logistics. T-Mobile US, Inc., together with its subsidiaries, provides mobile communications services in the United States, Puerto ... More

T-Mobile 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 T-Mobile'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 T-Mobile US upside and downside potential and time the market with a certain degree of confidence.

T-Mobile Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for T-Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as T-Mobile's standard deviation. In reality, there are many statistical measures that can use T-Mobile historical prices to predict the future T-Mobile's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of T-Mobile'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. Please use the tools below to analyze the current value of T-Mobile in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
147.07148.80150.53
Details
Intrinsic
Valuation
LowReal ValueHigh
133.76151.22152.95
Details
Naive
Forecast
LowNext ValueHigh
148.40150.13151.86
Details
14 Analysts
Consensus
LowTarget PriceHigh
128.00168.69200.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as T-Mobile. Your research has to be compared to or analyzed against T-Mobile's peers to derive any actionable benefits. When done correctly, T-Mobile's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in T-Mobile US.

T-Mobile US Backtested Returns

We consider T-Mobile very steady. T-Mobile US owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0382, which indicates the company had 0.0382% of return per unit of standard deviation over the last 3 months. Our viewpoint regarding measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for T-Mobile US, which you can use to evaluate the future volatility of the entity. Please validate T-Mobile Downside Deviation of 1.47, risk adjusted performance of 0.0601, and Market Risk Adjusted Performance of 0.0828 to confirm if the risk estimate we provide is consistent with the expected return of 0.0666%.
T-Mobile has a performance score of 2 on a scale of 0 to 100. The firm has a beta of 0.8563, which indicates possible diversification benefits within a given portfolio. Let's try to break down what T-Mobile's beta means in this case. T-Mobile returns are very sensitive to returns on the market. As the market goes up or down, T-Mobile is expected to follow. Although it is important to respect T-Mobile US current price movements, it is better to be realistic regarding the information on the equity's historical returns. The way of measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing T-Mobile US technical indicators, you can at this time evaluate if the expected return of 0.0666% will be sustainable into the future. T-Mobile US at this moment has a risk of 1.74%. Please validate T-Mobile standard deviation, value at risk, as well as the relationship between the Value At Risk and kurtosis to decide if T-Mobile will be following its existing price patterns.

Auto-correlation

    
  -0.02  

Very weak reverse predictability

T-Mobile US has very weak reverse predictability. Overlapping area represents the amount of predictability between T-Mobile time series from 10th of December 2020 to 5th of December 2021 and 5th of December 2021 to 30th of November 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of T-Mobile US price movement. The serial correlation of -0.02 indicates that only 2.0% of current T-Mobile price fluctuation can be explain by its past prices.
Correlation Coefficient-0.02
Spearman Rank Test-0.17
Residual Average0.0
Price Variance132.6

T-Mobile US lagged returns against current returns

Autocorrelation, which is T-Mobile 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 T-Mobile's stock expected returns. We can calculate the autocorrelation of T-Mobile returns to help us make a trade decision. For example, suppose you find that T-Mobile stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

T-Mobile 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 T-Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if T-Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in T-Mobile stock over time.
   Current vs Lagged Prices   
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       Timeline  

T-Mobile Lagged Returns

When evaluating T-Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of T-Mobile stock have on its future price. T-Mobile 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, T-Mobile autocorrelation shows the relationship between T-Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in T-Mobile US.
   Regressed Prices   
Share
       Timeline  

T-Mobile Investors Sentiment

The influence of T-Mobile'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 T-Mobile. 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 markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to T-Mobile's public news can be used to forecast risks associated with investment in T-Mobile. The trend in average sentiment can be used to explain how an investor holding T-Mobile can time the market purely based on public headlines and social activities around T-Mobile US. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
T-Mobile'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 T-Mobile'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 T-Mobile's news discussions. The higher the estimated score, the more favorable is the investor's outlook on T-Mobile.

T-Mobile Implied Volatility

    
  35.92  
T-Mobile's implied volatility exposes the market's sentiment of T-Mobile US stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if T-Mobile's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that T-Mobile stock will not fluctuate a lot when T-Mobile's options are near their expiration.
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 T-Mobile 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, T-Mobile's short interest history, or implied volatility extrapolated from T-Mobile options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at T-Mobile Correlation, T-Mobile Volatility and T-Mobile Alpha and Beta module to complement your research on T-Mobile. You can also try Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.

Complementary Tools for analysis

When running T-Mobile US price analysis, check to measure T-Mobile'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 T-Mobile is operating at the current time. Most of T-Mobile's value examination focuses on studying past and present price action to predict the probability of T-Mobile's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move T-Mobile's price. Additionally, you may evaluate how the addition of T-Mobile to your portfolios can decrease your overall portfolio volatility.
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T-Mobile 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 T-Mobile technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of T-Mobile 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...