Teleperformance (France) Market Value
| TEP Stock | EUR 89.02 0.30 0.34% |
| Symbol | Teleperformance |
Teleperformance '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 Teleperformance'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 Teleperformance.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Teleperformance on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Teleperformance SE or generate 0.0% return on investment in Teleperformance over 540 days. Teleperformance is related to or competes with Worldline, Eurofins Scientific, Sartorius Stedim, Dassault Systemes, and Capgemini. Teleperformance SE provides outsourced omnichannel customer experience management services worldwide More
Teleperformance 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 Teleperformance'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 Teleperformance SE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 15.98 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 2.89 |
Teleperformance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Teleperformance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teleperformance's standard deviation. In reality, there are many statistical measures that can use Teleperformance historical prices to predict the future Teleperformance's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.51) | |||
| Treynor Ratio | 0.2346 |
Teleperformance SE Backtested Returns
Teleperformance SE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.035, which indicates the firm had a -0.035% return per unit of risk over the last 3 months. Teleperformance SE exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Teleperformance's Coefficient Of Variation of (1,888), risk adjusted performance of (0.03), and Variance of 5.97 to confirm the risk estimate we provide. The entity has a beta of -0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Teleperformance are expected to decrease at a much lower rate. During the bear market, Teleperformance is likely to outperform the market. At this point, Teleperformance SE has a negative expected return of -0.0851%. Please make sure to validate Teleperformance's kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Teleperformance SE performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Teleperformance SE has very good reverse predictability. Overlapping area represents the amount of predictability between Teleperformance 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 Teleperformance SE price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Teleperformance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 67.47 |
Teleperformance SE lagged returns against current returns
Autocorrelation, which is Teleperformance 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 Teleperformance's stock expected returns. We can calculate the autocorrelation of Teleperformance returns to help us make a trade decision. For example, suppose you find that Teleperformance 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 |
Teleperformance 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 Teleperformance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teleperformance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teleperformance stock over time.
Current vs Lagged Prices |
| Timeline |
Teleperformance Lagged Returns
When evaluating Teleperformance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teleperformance stock have on its future price. Teleperformance 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, Teleperformance autocorrelation shows the relationship between Teleperformance stock current value and its past values and can show if there is a momentum factor associated with investing in Teleperformance SE.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Teleperformance Stock
Teleperformance financial ratios help investors to determine whether Teleperformance 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 Teleperformance with respect to the benefits of owning Teleperformance security.