MetLife (Germany) Market Value
| MWZ Stock | EUR 65.27 0.75 1.14% |
| Symbol | MetLife |
MetLife '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 MetLife'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 MetLife.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in MetLife on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding MetLife or generate 0.0% return on investment in MetLife over 90 days. MetLife is related to or competes with Ping An, AIA Group, China Mobile, Prudential Plc, Prudential Financial, and China Pacific. MetLife, Inc. engages in the insurance, annuities, employee benefits, and asset management businesses More
MetLife 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 MetLife'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 MetLife upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 8.24 | |||
| Value At Risk | (1.79) | |||
| Potential Upside | 2.77 |
MetLife Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MetLife's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MetLife's standard deviation. In reality, there are many statistical measures that can use MetLife historical prices to predict the future MetLife's volatility.| Risk Adjusted Performance | 0.0522 | |||
| Jensen Alpha | 0.0702 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | (2.22) |
MetLife Backtested Returns
At this point, MetLife is very steady. MetLife has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for MetLife, which you can use to evaluate the volatility of the firm. Please verify MetLife's Mean Deviation of 1.09, downside deviation of 1.14, and Risk Adjusted Performance of 0.0522 to check out if the risk estimate we provide is consistent with the expected return of 0.007%. The company secures a Beta (Market Risk) of -0.0298, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MetLife are expected to decrease at a much lower rate. During the bear market, MetLife is likely to outperform the market. MetLife right now secures a risk of 1.43%. Please verify MetLife treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall , to decide if MetLife will be following its current price movements.
Auto-correlation | -0.03 |
Very weak reverse predictability
MetLife has very weak reverse predictability. Overlapping area represents the amount of predictability between MetLife time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 MetLife price movement. The serial correlation of -0.03 indicates that only 3.0% of current MetLife price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
MetLife lagged returns against current returns
Autocorrelation, which is MetLife 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 MetLife's stock expected returns. We can calculate the autocorrelation of MetLife returns to help us make a trade decision. For example, suppose you find that MetLife 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 |
MetLife 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 MetLife stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MetLife stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MetLife stock over time.
Current vs Lagged Prices |
| Timeline |
MetLife Lagged Returns
When evaluating MetLife's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MetLife stock have on its future price. MetLife 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, MetLife autocorrelation shows the relationship between MetLife stock current value and its past values and can show if there is a momentum factor associated with investing in MetLife.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in MetLife Stock
When determining whether MetLife is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if MetLife Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Metlife Stock. Highlighted below are key reports to facilitate an investment decision about Metlife Stock:Check out MetLife Correlation, MetLife Volatility and MetLife Alpha and Beta module to complement your research on MetLife. For more detail on how to invest in MetLife Stock please use our How to Invest in MetLife guide.You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
MetLife technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.