SK TELECOM (Germany) Market Value
| KMBA Stock | 22.60 2.00 9.71% |
| Symbol | KMBA |
SK TELECOM '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 SK TELECOM'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 SK TELECOM.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in SK TELECOM on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding SK TELECOM TDADR or generate 0.0% return on investment in SK TELECOM over 540 days. SK TELECOM is related to or competes with SEI INVESTMENTS, Apollo Investment, Strategic Investments, SIDETRADE, TRADEDOUBLER, Vastned Retail, and ECHO INVESTMENT. More
SK TELECOM 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 SK TELECOM'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 SK TELECOM TDADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.21 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 14.02 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 4.62 |
SK TELECOM Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SK TELECOM's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SK TELECOM's standard deviation. In reality, there are many statistical measures that can use SK TELECOM historical prices to predict the future SK TELECOM's volatility.| Risk Adjusted Performance | 0.0253 | |||
| Jensen Alpha | 0.0419 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 1.29 |
SK TELECOM TDADR Backtested Returns
At this point, SK TELECOM is not too volatile. SK TELECOM TDADR retains Efficiency (Sharpe Ratio) of 0.0603, which indicates the firm had a 0.0603% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for SK TELECOM, which you can use to evaluate the volatility of the company. Please validate SK TELECOM's Mean Deviation of 1.34, downside deviation of 3.21, and Risk Adjusted Performance of 0.0253 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. SK TELECOM has a performance score of 4 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0358, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SK TELECOM's returns are expected to increase less than the market. However, during the bear market, the loss of holding SK TELECOM is expected to be smaller as well. SK TELECOM TDADR today owns a risk of 2.32%. Please validate SK TELECOM TDADR downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to decide if SK TELECOM TDADR will be following its current price history.
Auto-correlation | 0.46 |
Average predictability
SK TELECOM TDADR has average predictability. Overlapping area represents the amount of predictability between SK TELECOM time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 SK TELECOM TDADR price movement. The serial correlation of 0.46 indicates that about 46.0% of current SK TELECOM price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.74 |
SK TELECOM TDADR lagged returns against current returns
Autocorrelation, which is SK TELECOM 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 SK TELECOM's stock expected returns. We can calculate the autocorrelation of SK TELECOM returns to help us make a trade decision. For example, suppose you find that SK TELECOM 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 |
SK TELECOM 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 SK TELECOM stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SK TELECOM stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SK TELECOM stock over time.
Current vs Lagged Prices |
| Timeline |
SK TELECOM Lagged Returns
When evaluating SK TELECOM's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SK TELECOM stock have on its future price. SK TELECOM 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, SK TELECOM autocorrelation shows the relationship between SK TELECOM stock current value and its past values and can show if there is a momentum factor associated with investing in SK TELECOM TDADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in KMBA Stock
SK TELECOM financial ratios help investors to determine whether KMBA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in KMBA with respect to the benefits of owning SK TELECOM security.