Metro AG (Germany) Market Value
| B4B Stock | EUR 5.43 0.04 0.74% |
| Symbol | Metro |
Metro AG '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 Metro AG'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 Metro AG.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Metro AG on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Metro AG or generate 0.0% return on investment in Metro AG over 90 days. Metro AG is related to or competes with TOREX SEMICONDUCTOR, Fast Retailing, Canon Marketing, TRADELINK ELECTRON, CarsalesCom, Warner Music, and Globe Trade. More
Metro AG 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 Metro AG'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 Metro AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.1189 | |||
| Maximum Drawdown | 35.38 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 2.3 |
Metro AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metro AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metro AG's standard deviation. In reality, there are many statistical measures that can use Metro AG historical prices to predict the future Metro AG's volatility.| Risk Adjusted Performance | 0.085 | |||
| Jensen Alpha | 0.4891 | |||
| Total Risk Alpha | 1.14 | |||
| Sortino Ratio | 0.2924 | |||
| Treynor Ratio | 0.6966 |
Metro AG Backtested Returns
Metro AG appears to be moderately volatile, given 3 months investment horizon. Metro AG has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. By analyzing Metro AG's technical indicators, you can evaluate if the expected return of 0.6% is justified by implied risk. Please exercise Metro AG's Downside Deviation of 1.86, mean deviation of 1.67, and Risk Adjusted Performance of 0.085 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Metro AG holds a performance score of 10. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Metro AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metro AG is expected to be smaller as well. Please check Metro AG's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Metro AG's current price movements will revert.
Auto-correlation | 0.21 |
Weak predictability
Metro AG has weak predictability. Overlapping area represents the amount of predictability between Metro AG time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th of March 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 Metro AG price movement. The serial correlation of 0.21 indicates that over 21.0% of current Metro AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Metro AG lagged returns against current returns
Autocorrelation, which is Metro AG 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 Metro AG's stock expected returns. We can calculate the autocorrelation of Metro AG returns to help us make a trade decision. For example, suppose you find that Metro AG 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 |
Metro AG 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 Metro AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metro AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metro AG stock over time.
Current vs Lagged Prices |
| Timeline |
Metro AG Lagged Returns
When evaluating Metro AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metro AG stock have on its future price. Metro AG 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, Metro AG autocorrelation shows the relationship between Metro AG stock current value and its past values and can show if there is a momentum factor associated with investing in Metro AG.
Regressed Prices |
| Timeline |
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Metro AG financial ratios help investors to determine whether Metro 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 Metro with respect to the benefits of owning Metro AG security.