Metalstech (Australia) Market Value
| MTC Stock | 0.14 0.01 7.69% |
| Symbol | Metalstech |
Metalstech '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 Metalstech'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 Metalstech.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Metalstech on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Metalstech or generate 0.0% return on investment in Metalstech over 90 days. Metalstech is related to or competes with Abacus Storage, Perpetual Credit, Macquarie Bank, Magellan Financial, Bank of Queensland, Homeco Daily, and Sequoia Financial. More
Metalstech 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 Metalstech'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 Metalstech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.01 | |||
| Information Ratio | 0.0725 | |||
| Maximum Drawdown | 23.08 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 9.09 |
Metalstech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metalstech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metalstech's standard deviation. In reality, there are many statistical measures that can use Metalstech historical prices to predict the future Metalstech's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 0.7563 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0457 | |||
| Treynor Ratio | (0.25) |
Metalstech Backtested Returns
Metalstech appears to be out of control, given 3 months investment horizon. Metalstech has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1 % return per unit of risk over the last 3 months. By analyzing Metalstech's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please exercise Metalstech's Mean Deviation of 3.22, risk adjusted performance of 0.102, and Downside Deviation of 8.01 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Metalstech holds a performance score of 7. The company secures a Beta (Market Risk) of -1.98, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Metalstech are expected to decrease by larger amounts. On the other hand, during market turmoil, Metalstech is expected to outperform it. Please check Metalstech's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Metalstech's current price movements will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Metalstech has good reverse predictability. Overlapping area represents the amount of predictability between Metalstech time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Metalstech price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Metalstech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Metalstech lagged returns against current returns
Autocorrelation, which is Metalstech 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 Metalstech's stock expected returns. We can calculate the autocorrelation of Metalstech returns to help us make a trade decision. For example, suppose you find that Metalstech 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 |
Metalstech 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 Metalstech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metalstech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metalstech stock over time.
Current vs Lagged Prices |
| Timeline |
Metalstech Lagged Returns
When evaluating Metalstech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metalstech stock have on its future price. Metalstech 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, Metalstech autocorrelation shows the relationship between Metalstech stock current value and its past values and can show if there is a momentum factor associated with investing in Metalstech.
Regressed Prices |
| Timeline |
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Additional Tools for Metalstech Stock Analysis
When running Metalstech's price analysis, check to measure Metalstech'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 Metalstech is operating at the current time. Most of Metalstech's value examination focuses on studying past and present price action to predict the probability of Metalstech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metalstech's price. Additionally, you may evaluate how the addition of Metalstech to your portfolios can decrease your overall portfolio volatility.