Meta Financial (Germany) Market Value
| FM7 Stock | EUR 70.50 0.00 0.00% |
| Symbol | Meta |
Meta Financial '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 Financial'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 Financial.
| 01/13/2023 |
| 01/02/2025 |
If you would invest 0.00 in Meta Financial on January 13, 2023 and sell it all today you would earn a total of 0.00 from holding Meta Financial Group or generate 0.0% return on investment in Meta Financial over 720 days. Meta Financial is related to or competes with BRAEMAR HOTELS, Chesapeake Utilities, Goodyear Tire, Meliá Hotels, MHP Hotel, Algonquin Power, and InterContinental. Pathward Financial, Inc. operates as the holding company for Pathward, National Association that provides various bankin... More
Meta Financial 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 Financial'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 Financial Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1346 | |||
| Maximum Drawdown | 16.37 | |||
| Value At Risk | (2.60) | |||
| Potential Upside | 3.92 |
Meta Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Meta Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Meta Financial's standard deviation. In reality, there are many statistical measures that can use Meta Financial historical prices to predict the future Meta Financial's volatility.| Risk Adjusted Performance | 0.1188 | |||
| Jensen Alpha | 0.3132 | |||
| Total Risk Alpha | 0.3107 | |||
| Sortino Ratio | 0.1438 | |||
| Treynor Ratio | (2.76) |
Meta Financial Group Backtested Returns
Meta Financial appears to be very steady, given 3 months investment horizon. Meta Financial Group has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Meta Financial, which you can use to evaluate the volatility of the firm. Please exercise Meta Financial's Mean Deviation of 1.58, risk adjusted performance of 0.1188, and Downside Deviation of 2.17 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Meta Financial holds a performance score of 11. The company secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Meta Financial are expected to decrease at a much lower rate. During the bear market, Meta Financial is likely to outperform the market. Please check Meta Financial's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Meta Financial's current price movements will revert.
Auto-correlation | 0.50 |
Modest predictability
Meta Financial Group has modest predictability. Overlapping area represents the amount of predictability between Meta Financial time series from 13th of January 2023 to 8th of January 2024 and 8th of January 2024 to 2nd of January 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 Financial Group price movement. The serial correlation of 0.5 indicates that about 50.0% of current Meta Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 107.9 |
Meta Financial Group lagged returns against current returns
Autocorrelation, which is Meta Financial 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 Financial's stock expected returns. We can calculate the autocorrelation of Meta Financial returns to help us make a trade decision. For example, suppose you find that Meta Financial 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 Financial 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 Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Meta Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Meta Financial stock over time.
Current vs Lagged Prices |
| Timeline |
Meta Financial Lagged Returns
When evaluating Meta Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Meta Financial stock have on its future price. Meta Financial 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 Financial autocorrelation shows the relationship between Meta Financial stock current value and its past values and can show if there is a momentum factor associated with investing in Meta Financial Group.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Meta Stock
When determining whether Meta Financial Group offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Meta Financial's 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 Financial Group Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Meta Financial Group Stock:Check out Meta Financial Correlation, Meta Financial Volatility and Meta Financial Alpha and Beta module to complement your research on Meta Financial. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Meta Financial 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.