T Mobile Stock Forward View - Simple Regression
| TM5 Stock | EUR 181.56 1.90 1.06% |
This reference page presents Simple Regression forecast data for T Mobile. The projected values and error metrics are presented below as reference information. The output values and deviation metrics are provided for informational reference.
The Simple Regression forecasted value of T Mobile on the next trading day is expected to be 188.19 with a mean absolute deviation of 6.25 and the sum of the absolute errors of 381.55.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as T Mobile historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. This Simple Regression forecast data for T Mobile is sourced from the most recent available trading data and is intended solely as reference information. Simple Regression Price Forecast For the 24th of March
Given 90 days horizon, the Simple Regression forecasted value of T Mobile on the next trading day is expected to be 188.19 with a mean absolute deviation of 6.25 , mean absolute percentage error of 54.26 , and the sum of the absolute errors of 381.55 .Please note that although there have been many attempts to predict TM5 Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that T Mobile's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest T Mobile | T Mobile Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates T Mobile's predictive range by looking for statistically meaningful downside and upside boundaries. At the moment, the model places downside around 186.09 and upside around 190.28 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of T Mobile stock data series using in forecasting. Note that when a statistical model is used to represent T Mobile stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 122.1043 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 6.2549 |
| MAPE | Mean absolute percentage error | 0.037 |
| SAE | Sum of the absolute errors | 381.5468 |
Other Forecasting Options for T Mobile
T Mobile's daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in TM5 often signals an upcoming reversal or acceleration. Gap analysis of TM5 Stock data examines overnight jumps between T Mobile's closing and opening prices.T Mobile Related Equities
The stocks listed below are peers of T Mobile within the Communication Services space and offer context for ranking and strength. Checking cash flow across this peer set helps gauge T Mobile's relative financial strength. Sector-wide trends across this peer group can help split company-level factors from broader forces.
| Risk & Return | Correlation |
T Mobile Market Strength Events
Market strength indicators help investors evaluate how T Mobile stock reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading T Mobile. These indicators can identify periods when trading T Mobile may offer more favorable risk-reward conditions.
T Mobile Risk Indicators
The analysis of T Mobile's basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding T Mobile's allows investors to make informed decisions about their exposure. The analysis of T Mobile's basic risk metrics provides a foundation for managing investment risk.
| Mean Deviation | 1.55 | |||
| Semi Deviation | 1.69 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.14 | |||
| Downside Variance | 3.11 | |||
| Semi Variance | 2.87 | |||
| Expected Short fall | -1.74 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for T Mobile
A coverage review of T Mobile shows when the security is attracting above-average attention from contributors and market observers. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
Other Macroaxis Stories
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More Resources for TM5 Stock Analysis
Initial analysis of T Mobile centers on its financial statements and observed trends. Ratio analysis outlines performance across profit, efficiency, and growth.Historical Fundamental Analysis of T Mobile offers a historical basis for evaluating projection assumptions about T Mobile. For information on how to trade TM5 Stock refer to our How to Invest in T Mobile guide. It explains the process for buying and trading TM5 Stock effectively.T Mobile P/E of 50.0 alongside ROE at 18.18% frames the starting point - the resources below add portfolio-level context that single-security analysis cannot provide alone. Within the Communication Services space, these metrics give the peer comparison tools below a concrete starting point for relative analysis. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.