Metrovacesa (Spain) Market Value
| MVC Stock | EUR 10.00 0.15 1.48% |
| Symbol | Metrovacesa |
Metrovacesa '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 Metrovacesa'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 Metrovacesa.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Metrovacesa on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Metrovacesa SA or generate 0.0% return on investment in Metrovacesa over 90 days. Metrovacesa is related to or competes with NH Hoteles, Fomento De, Inmobiliaria Colonial, Aedas Homes, and Indra A. Metrovacesa S.A. operates as a real estate development company in Spain More
Metrovacesa 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 Metrovacesa'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 Metrovacesa SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.55 |
Metrovacesa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metrovacesa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metrovacesa's standard deviation. In reality, there are many statistical measures that can use Metrovacesa historical prices to predict the future Metrovacesa's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.43) | |||
| Treynor Ratio | (0.19) |
Metrovacesa SA Backtested Returns
Metrovacesa SA has Sharpe Ratio of -0.0319, which conveys that the firm had a -0.0319 % return per unit of risk over the last 3 months. Metrovacesa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Metrovacesa's Mean Deviation of 1.09, standard deviation of 1.54, and Risk Adjusted Performance of (0.01) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metrovacesa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metrovacesa is expected to be smaller as well. At this point, Metrovacesa SA has a negative expected return of -0.0488%. Please make sure to verify Metrovacesa's daily balance of power, market facilitation index, and the relationship between the kurtosis and day median price , to decide if Metrovacesa SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.20 |
Weak predictability
Metrovacesa SA has weak predictability. Overlapping area represents the amount of predictability between Metrovacesa time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th 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 Metrovacesa SA price movement. The serial correlation of 0.2 indicates that over 20.0% of current Metrovacesa price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Metrovacesa SA lagged returns against current returns
Autocorrelation, which is Metrovacesa 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 Metrovacesa's stock expected returns. We can calculate the autocorrelation of Metrovacesa returns to help us make a trade decision. For example, suppose you find that Metrovacesa 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 |
Metrovacesa 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 Metrovacesa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metrovacesa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metrovacesa stock over time.
Current vs Lagged Prices |
| Timeline |
Metrovacesa Lagged Returns
When evaluating Metrovacesa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metrovacesa stock have on its future price. Metrovacesa 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, Metrovacesa autocorrelation shows the relationship between Metrovacesa stock current value and its past values and can show if there is a momentum factor associated with investing in Metrovacesa SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Metrovacesa Stock
Metrovacesa financial ratios help investors to determine whether Metrovacesa 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 Metrovacesa with respect to the benefits of owning Metrovacesa security.