METTLER TOLEDO (Germany) Market Value
| MTO Stock | EUR 1,036 23.00 2.27% |
| Symbol | METTLER |
METTLER TOLEDO '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 METTLER TOLEDO'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 METTLER TOLEDO.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in METTLER TOLEDO on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding METTLER TOLEDO INTL or generate 0.0% return on investment in METTLER TOLEDO over 90 days. METTLER TOLEDO is related to or competes with Axcelis Technologies, Globe Trade, CANON MARKETING, Addtech AB, FORTRESS BIOTECHPRFA, Easy Software, and Retail Estates. More
METTLER TOLEDO 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 METTLER TOLEDO'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 METTLER TOLEDO INTL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.24 | |||
| Information Ratio | 0.0066 | |||
| Maximum Drawdown | 11.89 | |||
| Value At Risk | (3.08) | |||
| Potential Upside | 3.14 |
METTLER TOLEDO Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for METTLER TOLEDO's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as METTLER TOLEDO's standard deviation. In reality, there are many statistical measures that can use METTLER TOLEDO historical prices to predict the future METTLER TOLEDO's volatility.| Risk Adjusted Performance | 0.0772 | |||
| Jensen Alpha | 0.1515 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0059 | |||
| Treynor Ratio | (2.48) |
METTLER TOLEDO INTL Backtested Returns
METTLER TOLEDO appears to be very steady, given 3 months investment horizon. METTLER TOLEDO INTL has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for METTLER TOLEDO, which you can use to evaluate the volatility of the firm. Please exercise METTLER TOLEDO's Market Risk Adjusted Performance of (2.47), risk adjusted performance of 0.0772, and Mean Deviation of 1.36 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, METTLER TOLEDO holds a performance score of 14. The company secures a Beta (Market Risk) of -0.0581, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning METTLER TOLEDO are expected to decrease at a much lower rate. During the bear market, METTLER TOLEDO is likely to outperform the market. Please check METTLER TOLEDO's maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether METTLER TOLEDO's current price movements will revert.
Auto-correlation | 0.08 |
Virtually no predictability
METTLER TOLEDO INTL has virtually no predictability. Overlapping area represents the amount of predictability between METTLER TOLEDO time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 METTLER TOLEDO INTL price movement. The serial correlation of 0.08 indicates that barely 8.0% of current METTLER TOLEDO price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 219.06 |
METTLER TOLEDO INTL lagged returns against current returns
Autocorrelation, which is METTLER TOLEDO 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 METTLER TOLEDO's stock expected returns. We can calculate the autocorrelation of METTLER TOLEDO returns to help us make a trade decision. For example, suppose you find that METTLER TOLEDO 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 |
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METTLER TOLEDO 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 METTLER TOLEDO stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if METTLER TOLEDO stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in METTLER TOLEDO stock over time.
Current vs Lagged Prices |
| Timeline |
METTLER TOLEDO Lagged Returns
When evaluating METTLER TOLEDO's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of METTLER TOLEDO stock have on its future price. METTLER TOLEDO 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, METTLER TOLEDO autocorrelation shows the relationship between METTLER TOLEDO stock current value and its past values and can show if there is a momentum factor associated with investing in METTLER TOLEDO INTL.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for METTLER Stock Analysis
When running METTLER TOLEDO's price analysis, check to measure METTLER TOLEDO'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 METTLER TOLEDO is operating at the current time. Most of METTLER TOLEDO's value examination focuses on studying past and present price action to predict the probability of METTLER TOLEDO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move METTLER TOLEDO's price. Additionally, you may evaluate how the addition of METTLER TOLEDO to your portfolios can decrease your overall portfolio volatility.