Metlife Stock Market Value
| MET Stock | USD 69.95 1.03 1.49% |
| Symbol | MetLife |
MetLife Price To Book Ratio
Is MetLife's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MetLife. If investors know MetLife will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MetLife listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.61) | Dividend Share 2.06 | Earnings Share 1.81 | Revenue Per Share 88.295 | Quarterly Revenue Growth 0.219 |
The market value of MetLife is measured differently than its book value, which is the value of MetLife that is recorded on the company's balance sheet. Investors also form their own opinion of MetLife's value that differs from its market value or its book value, called intrinsic value, which is MetLife's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MetLife's market value can be influenced by many factors that don't directly affect MetLife's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MetLife's value and its price as these two are different measures arrived at by different means. Investors typically determine if MetLife is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MetLife's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in MetLife on March 19, 2024 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 30 days. MetLife is related to or competes with Lincoln National, Aflac Incorporated, Unum, Manulife Financial, Prudential Financial, Jackson Financial, and Globe Life. MetLife, Inc., a financial services company, provides insurance, annuities, employee benefits, and asset management serv... 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 | 1.38 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.46 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.56 |
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 | 0.0157 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0162 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MetLife's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MetLife Backtested Returns
We consider MetLife very steady. MetLife has Sharpe Ratio of 0.038, which conveys that the firm had a 0.038% 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 Risk Adjusted Performance of 0.0157, downside deviation of 1.38, and Mean Deviation of 0.8129 to check out if the risk estimate we provide is consistent with the expected return of 0.0432%. MetLife has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MetLife's returns are expected to increase less than the market. However, during the bear market, the loss of holding MetLife is expected to be smaller as well. MetLife right now secures a risk of 1.14%. Please verify MetLife potential upside, as well as the relationship between the kurtosis and day typical price , to decide if MetLife will be following its current price movements.
Auto-correlation | -0.65 |
Very good reverse predictability
MetLife has very good reverse predictability. Overlapping area represents the amount of predictability between MetLife time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. 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 -0.65 indicates that roughly 65.0% of current MetLife price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 3.47 |
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 |
MetLife Investors Sentiment
The influence of MetLife's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in MetLife. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to MetLife's public news can be used to forecast risks associated with an investment in MetLife. The trend in average sentiment can be used to explain how an investor holding MetLife can time the market purely based on public headlines and social activities around MetLife. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
MetLife's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for MetLife's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average MetLife's news discussions. The higher the estimated score, the more favorable is the investor's outlook on MetLife.
MetLife Implied Volatility | 188.87 |
MetLife's implied volatility exposes the market's sentiment of MetLife stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if MetLife's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that MetLife stock will not fluctuate a lot when MetLife's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MetLife in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MetLife's short interest history, or implied volatility extrapolated from MetLife options trading.
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Try AI Portfolio ArchitectCheck out MetLife Correlation, MetLife Volatility and MetLife Alpha and Beta module to complement your research on MetLife. For more information on how to buy MetLife Stock please use our How to Invest in MetLife guide.Note that the MetLife information on this page should be used as a complementary analysis to other MetLife's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.
Complementary Tools for MetLife Stock analysis
When running MetLife's price analysis, check to measure MetLife'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 MetLife is operating at the current time. Most of MetLife's value examination focuses on studying past and present price action to predict the probability of MetLife's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MetLife's price. Additionally, you may evaluate how the addition of MetLife to your portfolios can decrease your overall portfolio volatility.
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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.