Meta Cdr Stock Market Value
| META Stock | 38.58 0.18 0.47% |
| Symbol | Meta |
Meta CDR '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 Meta CDR'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 Meta CDR.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Meta CDR on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Meta CDR or generate 0.0% return on investment in Meta CDR over 90 days. Meta CDR is related to or competes with Broadcom, E L, Canso Credit, Laurentian Bank, Western Copper, T2 Metals, and NeXGold Mining. More
Meta CDR 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 Meta CDR'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 Meta CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.2403 | |||
| Maximum Drawdown | 11.14 | |||
| Value At Risk | (1.87) | |||
| Potential Upside | 3.98 |
Meta CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meta CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meta CDR's standard deviation. In reality, there are many statistical measures that can use Meta CDR historical prices to predict the future Meta CDR's volatility.| Risk Adjusted Performance | 0.2973 | |||
| Jensen Alpha | 0.5769 | |||
| Total Risk Alpha | 0.3256 | |||
| Sortino Ratio | 0.3787 | |||
| Treynor Ratio | 3.75 |
Meta CDR Backtested Returns
Meta CDR appears to be very steady, given 3 months investment horizon. Meta CDR has Sharpe Ratio of 0.31, which conveys that the firm had a 0.31 % return per unit of risk over the last 3 months. By analyzing Meta CDR's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please exercise Meta CDR's Downside Deviation of 1.23, risk adjusted performance of 0.2973, and Mean Deviation of 1.47 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Meta CDR holds a performance score of 24. The company secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Meta CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Meta CDR is expected to be smaller as well. Please check Meta CDR's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether Meta CDR's current price movements will revert.
Auto-correlation | 0.67 |
Good predictability
Meta CDR has good predictability. Overlapping area represents the amount of predictability between Meta CDR time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Meta CDR price movement. The serial correlation of 0.67 indicates that around 67.0% of current Meta CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Meta CDR lagged returns against current returns
Autocorrelation, which is Meta CDR 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 Meta CDR's stock expected returns. We can calculate the autocorrelation of Meta CDR returns to help us make a trade decision. For example, suppose you find that Meta CDR 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 |
Meta CDR 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 Meta CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meta CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meta CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Meta CDR Lagged Returns
When evaluating Meta CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meta CDR stock have on its future price. Meta CDR 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, Meta CDR autocorrelation shows the relationship between Meta CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Meta CDR.
Regressed Prices |
| Timeline |
Pair Trading with Meta CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Meta CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Meta CDR will appreciate offsetting losses from the drop in the long position's value.Moving together with Meta Stock
| 0.7 | GOOG | Alphabet CDR Earnings Call This Week | PairCorr |
| 0.81 | META | Meta Platforms CDR | PairCorr |
| 0.71 | GOOG | Alphabet CDR Earnings Call This Week | PairCorr |
| 0.85 | TC | Tucows Inc | PairCorr |
Moving against Meta Stock
The ability to find closely correlated positions to Meta CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Meta CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Meta CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Meta CDR to buy it.
The correlation of Meta CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Meta CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Meta CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Meta CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Meta Stock
Meta CDR financial ratios help investors to determine whether Meta Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Meta with respect to the benefits of owning Meta CDR security.