Meta Platforms (Germany) Market Value
| FB2A Stock | EUR 557.70 12.28 2.25% |
| Symbol | Meta |
Meta Platforms '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 Platforms' 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 Platforms.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Meta Platforms on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Meta Platforms or generate 0.0% return on investment in Meta Platforms over 90 days. Meta Platforms is related to or competes with COREBRIDGE FINANCIAL, MYFAIR GOLD, RYANAIR HLDGS, Algonquin Power, JSC Halyk, United Utilities, and HF SINCLAIR. More
Meta Platforms 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 Platforms' 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 Platforms upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0125 | |||
| Maximum Drawdown | 9.08 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 2.6 |
Meta Platforms Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meta Platforms' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meta Platforms' standard deviation. In reality, there are many statistical measures that can use Meta Platforms historical prices to predict the future Meta Platforms' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.1553 | |||
| Treynor Ratio | 0.3254 |
Meta Platforms Backtested Returns
Meta Platforms has Sharpe Ratio of -0.0391, which conveys that the firm had a -0.0391 % return per unit of risk over the last 3 months. Meta Platforms exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Meta Platforms' Standard Deviation of 1.92, mean deviation of 1.47, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.26, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Meta Platforms are expected to decrease at a much lower rate. During the bear market, Meta Platforms is likely to outperform the market. At this point, Meta Platforms has a negative expected return of -0.075%. Please make sure to verify Meta Platforms' potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Meta Platforms performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.86 |
Excellent reverse predictability
Meta Platforms has excellent reverse predictability. Overlapping area represents the amount of predictability between Meta Platforms time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Meta Platforms price movement. The serial correlation of -0.86 indicates that approximately 86.0% of current Meta Platforms price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 2182.32 |
Meta Platforms lagged returns against current returns
Autocorrelation, which is Meta Platforms 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 Platforms' stock expected returns. We can calculate the autocorrelation of Meta Platforms returns to help us make a trade decision. For example, suppose you find that Meta Platforms 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 Platforms 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 Platforms stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meta Platforms stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meta Platforms stock over time.
Current vs Lagged Prices |
| Timeline |
Meta Platforms Lagged Returns
When evaluating Meta Platforms' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meta Platforms stock have on its future price. Meta Platforms 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 Platforms autocorrelation shows the relationship between Meta Platforms stock current value and its past values and can show if there is a momentum factor associated with investing in Meta Platforms.
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.Additional Information and Resources on Investing in Meta Stock
When determining whether Meta Platforms offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Meta Platforms' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Meta Platforms Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Meta Platforms Stock:Check out Meta Platforms Correlation, Meta Platforms Volatility and Meta Platforms Alpha and Beta module to complement your research on Meta Platforms. For information on how to trade Meta Stock refer to our How to Trade Meta Stock guide.You can also try the AI Portfolio Architect module to use AI to generate optimal portfolios and find profitable investment opportunities.
Meta Platforms 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.