Consolidated Communications Stock Market Value
| CNSL Stock | USD 4.67 0.04 0.86% |
| Symbol | Consolidated |
Consolidated Communications Price To Book Ratio
Is Diversified Telecommunication Services space 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 Consolidated Communications. If investors know Consolidated 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 Consolidated Communications 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 54.822 | Earnings Share (2.04) | Revenue Per Share 9.558 | Quarterly Revenue Growth (0.04) | Return On Assets (0.01) |
The market value of Consolidated Communications is measured differently than its book value, which is the value of Consolidated that is recorded on the company's balance sheet. Investors also form their own opinion of Consolidated Communications' value that differs from its market value or its book value, called intrinsic value, which is Consolidated Communications' 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 Consolidated Communications' market value can be influenced by many factors that don't directly affect Consolidated Communications' 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 Consolidated Communications' value and its price as these two are different measures arrived at by different means. Investors typically determine if Consolidated Communications is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Consolidated Communications' 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.
Consolidated Communications '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 Consolidated Communications' 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 Consolidated Communications.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Consolidated Communications on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Consolidated Communications or generate 0.0% return on investment in Consolidated Communications over 360 days. Consolidated Communications is related to or competes with T Mobile, Comcast Corp, Lumen Technologies, Charter Communications, and Vodafone Group. Consolidated Communications Holdings, Inc., together with its subsidiaries, provides broadband and business communicatio... More
Consolidated Communications 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 Consolidated Communications' 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 Consolidated Communications upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4112 | |||
| Information Ratio | (0.33) | |||
| Maximum Drawdown | 1.74 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.4396 |
Consolidated Communications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Consolidated Communications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Consolidated Communications' standard deviation. In reality, there are many statistical measures that can use Consolidated Communications historical prices to predict the future Consolidated Communications' volatility.| Risk Adjusted Performance | 0.0865 | |||
| Jensen Alpha | 0.0167 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.24) | |||
| Treynor Ratio | 0.2885 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Consolidated Communications' 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.
Consolidated Communications Backtested Returns
As of now, Consolidated Stock is very steady. Consolidated Communications secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Consolidated Communications, which you can use to evaluate the volatility of the firm. Please confirm Consolidated Communications' Risk Adjusted Performance of 0.0865, mean deviation of 0.2036, and Downside Deviation of 0.4112 to double-check if the risk estimate we provide is consistent with the expected return of 0.0377%. Consolidated Communications has a performance score of 9 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Consolidated Communications' returns are expected to increase less than the market. However, during the bear market, the loss of holding Consolidated Communications is expected to be smaller as well. Consolidated Communications right now shows a risk of 0.3%. Please confirm Consolidated Communications semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Consolidated Communications will be following its price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Consolidated Communications has very good reverse predictability. Overlapping area represents the amount of predictability between Consolidated Communications time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Consolidated Communications price movement. The serial correlation of -0.67 indicates that around 67.0% of current Consolidated Communications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Consolidated Communications lagged returns against current returns
Autocorrelation, which is Consolidated Communications 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 Consolidated Communications' stock expected returns. We can calculate the autocorrelation of Consolidated Communications returns to help us make a trade decision. For example, suppose you find that Consolidated Communications 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 |
Consolidated Communications 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 Consolidated Communications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Consolidated Communications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Consolidated Communications stock over time.
Current vs Lagged Prices |
| Timeline |
Consolidated Communications Lagged Returns
When evaluating Consolidated Communications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Consolidated Communications stock have on its future price. Consolidated Communications 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, Consolidated Communications autocorrelation shows the relationship between Consolidated Communications stock current value and its past values and can show if there is a momentum factor associated with investing in Consolidated Communications.
Regressed Prices |
| Timeline |
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Consolidated Communications 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.