METALL ZUG (UK) Market Value
| 0QLX Stock | 1,020 5.00 0.49% |
| Symbol | METALL |
METALL ZUG '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 METALL ZUG'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 METALL ZUG.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in METALL ZUG on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding METALL ZUG AG or generate 0.0% return on investment in METALL ZUG over 90 days. METALL ZUG is related to or competes with Take Two, Zegona Communications, Aeorema Communications, Xeros Technology, Concurrent Technologies, Various Eateries, and United Internet. METALL ZUG is entity of United Kingdom. It is traded as Stock on LSE exchange. More
METALL ZUG 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 METALL ZUG'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 METALL ZUG AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.81 | |||
| Value At Risk | (1.48) | |||
| Potential Upside | 1.42 |
METALL ZUG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for METALL ZUG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as METALL ZUG's standard deviation. In reality, there are many statistical measures that can use METALL ZUG historical prices to predict the future METALL ZUG's volatility.| Risk Adjusted Performance | 2.0E-4 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | (0.04) |
METALL ZUG AG Backtested Returns
Currently, METALL ZUG AG is very steady. METALL ZUG AG has Sharpe Ratio of 0.077, which conveys that the firm had a 0.077 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for METALL ZUG, which you can use to evaluate the volatility of the firm. Please verify METALL ZUG's Market Risk Adjusted Performance of (0.03), risk adjusted performance of 2.0E-4, and Mean Deviation of 0.5837 to check out if the risk estimate we provide is consistent with the expected return of 0.08%. METALL ZUG has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.31, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, METALL ZUG's returns are expected to increase less than the market. However, during the bear market, the loss of holding METALL ZUG is expected to be smaller as well. METALL ZUG AG currently secures a risk of 1.04%. Please verify METALL ZUG AG treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if METALL ZUG AG will be following its current price movements.
Auto-correlation | 0.39 |
Below average predictability
METALL ZUG AG has below average predictability. Overlapping area represents the amount of predictability between METALL ZUG time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of METALL ZUG AG price movement. The serial correlation of 0.39 indicates that just about 39.0% of current METALL ZUG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 167.92 |
METALL ZUG AG lagged returns against current returns
Autocorrelation, which is METALL ZUG 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 METALL ZUG's stock expected returns. We can calculate the autocorrelation of METALL ZUG returns to help us make a trade decision. For example, suppose you find that METALL ZUG 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 |
METALL ZUG 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 METALL ZUG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if METALL ZUG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in METALL ZUG stock over time.
Current vs Lagged Prices |
| Timeline |
METALL ZUG Lagged Returns
When evaluating METALL ZUG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of METALL ZUG stock have on its future price. METALL ZUG 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, METALL ZUG autocorrelation shows the relationship between METALL ZUG stock current value and its past values and can show if there is a momentum factor associated with investing in METALL ZUG AG.
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.Additional Tools for METALL Stock Analysis
When running METALL ZUG's price analysis, check to measure METALL ZUG'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 METALL ZUG is operating at the current time. Most of METALL ZUG's value examination focuses on studying past and present price action to predict the probability of METALL ZUG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move METALL ZUG's price. Additionally, you may evaluate how the addition of METALL ZUG to your portfolios can decrease your overall portfolio volatility.