T-Mobile Stock Market Value

TMUS
 Stock
  

USD 142.54  3.12  2.24%   

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.
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
08/08/2022
No Change 0.00  0.0 
In 2 months and 1 day
10/07/2022
0.00
If you would invest  0.00  in T-Mobile on August 8, 2022 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 60 days. T-Mobile is related to or competes with Amazon. 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
137.47139.05140.63
Details
Intrinsic
Valuation
LowReal ValueHigh
125.14154.03155.61
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 0.0418, which indicates the company had 0.0418% 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 Risk Adjusted Performance of 0.0326, market risk adjusted performance of 0.0408, and Downside Deviation of 1.43 to confirm if the risk estimate we provide is consistent with the expected return of 0.0669%.
T-Mobile has a performance score of 3 on a scale of 0 to 100. The firm has a beta of 0.9307, 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 0.0669% will be sustainable into the future. T-Mobile US at this moment has a risk of 1.6%. 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

    
  -0.07  

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 8th of August 2022 to 7th of September 2022 and 7th of September 2022 to 7th of October 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 -0.07 indicates that barely 7.0% of current T-Mobile price fluctuation can be explain by its past prices.
Correlation Coefficient-0.07
Spearman Rank Test-0.06
Residual Average0.0
Price Variance18.45

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   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in T-Mobile without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

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...