Metropolitan Bank Backtesting

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MCB -- USA Stock  

 Earnings Call  This Week

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Metropolitan Bank Holding Corp and determine expected loss or profit from investing in Metropolitan Bank over given investment horizon. Additionally see Metropolitan Bank Hype Analysis, Metropolitan Bank Correlation, Metropolitan Bank Valuation, Metropolitan Bank Volatility as well as analyze Metropolitan Bank Alpha and Beta and Metropolitan Bank Performance.
Horizon     30 Days    Login   to change

Metropolitan Bank 'What if' Analysis

October 21, 2019
No Change 0.00  0.0 
In 3 months and 1 day
January 19, 2020
If you would invest  0.00  in Metropolitan Bank on October 21, 2019 and sell it all today you would earn a total of 0.00 from holding Metropolitan Bank Holding Corp or generate 0.0% return on investment in Metropolitan Bank over 90 days. Metropolitan Bank is related to or competes with FSB Bancorp, FFBW, FB Financial, Coastal Financial, Byline Bancorp, and FVCBankcorp. Metropolitan Bank Holding Corp. operates as the bank holding company for Metropolitan Commercial Bank that provides a ra...

Metropolitan Bank Upside/Downside Indicators

Downside Deviation0.8335
Information Ratio0.089
Maximum Drawdown6.17
Value At Risk(1.24)
Potential Upside2.06

Metropolitan Bank Market Premium Indicators

Risk Adjusted Performance0.1143
Jensen Alpha0.1485
Total Risk Alpha(0.07)
Sortino Ratio0.1106
Treynor Ratio0.3896

Metropolitan Bank Backtested Returns

Macroaxis considers Metropolitan Bank very steady given 3 months investment horizon. Metropolitan Bank has Sharpe Ratio of 0.2217 which conveys that the firm had 0.2217% of return per unit of risk over the last 3 months. Our philosophy towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Metropolitan Bank which you can use to evaluate future volatility of the firm. Please exercise Metropolitan Bank Holding Corp Mean Deviation of 0.7604, Risk Adjusted Performance of 0.1143 and Downside Deviation of 0.8335 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Metropolitan Bank holds performance score of 15. The company secures Beta (Market Risk) of 0.5859 which conveys that as returns on market increase, Metropolitan Bank returns are expected to increase less than the market. However during bear market, the loss on holding Metropolitan Bank will be expected to be smaller as well. Although it is extremely important to respect Metropolitan Bank price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Metropolitan Bank technical indicators you can presently evaluate if the expected return of 0.2267% will be sustainable into the future. Please exercises Metropolitan Bank Holding Corp Maximum Drawdown as well as the relationship between Downside Variance and Skewness to make a quick decision on weather Metropolitan Bank current price movements will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.47 
correlation synergy

Average predictability

Metropolitan Bank Holding Corp has average predictability. Overlapping area represents the amount of predictability between Metropolitan Bank time series from October 21, 2019 to December 5, 2019 and December 5, 2019 to January 19, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Metropolitan Bank price movement. The serial correlation of 0.47 indicates that about 47.0% of current Metropolitan Bank price fluctuation can be explain by its past prices.
Correlation Coefficient0.47
Spearman Rank Test0.35
Residual Average0.0
Price Variance0.42

Metropolitan Bank lagged returns against current returns

 Current and Lagged Values 

Metropolitan Bank regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Metropolitan Bank Lagged Returns

 Regressed Prices 

Current Sentiment - MCB

Metropolitan Bank Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in Metropolitan Bank Holding Corp. What is your trading attitude regarding investing in Metropolitan Bank Holding Corp? Are you bullish or bearish?
50% Bullish
50% Bearish

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Additionally see Metropolitan Bank Hype Analysis, Metropolitan Bank Correlation, Metropolitan Bank Valuation, Metropolitan Bank Volatility as well as analyze Metropolitan Bank Alpha and Beta and Metropolitan Bank Performance. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.