Metavisio (France) Market Value
| ALTHO Stock | 0 0.0003 6.82% |
| Symbol | Metavisio |
Metavisio '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 Metavisio'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 Metavisio.
| 01/24/2024 |
| 01/13/2026 |
If you would invest 0.00 in Metavisio on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Metavisio or generate 0.0% return on investment in Metavisio over 720 days.
Metavisio 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 Metavisio'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 Metavisio upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 45.24 | |||
| Value At Risk | (12.00) | |||
| Potential Upside | 10.42 |
Metavisio Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metavisio's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metavisio's standard deviation. In reality, there are many statistical measures that can use Metavisio historical prices to predict the future Metavisio's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.39) | |||
| Total Risk Alpha | (1.35) | |||
| Treynor Ratio | (9.67) |
Metavisio Backtested Returns
Metavisio has Sharpe Ratio of -0.0523, which conveys that the firm had a -0.0523 % return per unit of risk over the last 3 months. Metavisio exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Metavisio's Mean Deviation of 6.08, risk adjusted performance of (0.02), and Standard Deviation of 8.24 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0397, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metavisio's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metavisio is expected to be smaller as well. At this point, Metavisio has a negative expected return of -0.44%. Please make sure to verify Metavisio's total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Metavisio performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.66 |
Good predictability
Metavisio has good predictability. Overlapping area represents the amount of predictability between Metavisio time series from 24th of January 2024 to 18th of January 2025 and 18th of January 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Metavisio price movement. The serial correlation of 0.66 indicates that around 66.0% of current Metavisio price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Metavisio lagged returns against current returns
Autocorrelation, which is Metavisio 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 Metavisio's stock expected returns. We can calculate the autocorrelation of Metavisio returns to help us make a trade decision. For example, suppose you find that Metavisio 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 |
Metavisio 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 Metavisio stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metavisio stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metavisio stock over time.
Current vs Lagged Prices |
| Timeline |
Metavisio Lagged Returns
When evaluating Metavisio's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metavisio stock have on its future price. Metavisio 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, Metavisio autocorrelation shows the relationship between Metavisio stock current value and its past values and can show if there is a momentum factor associated with investing in Metavisio.
Regressed Prices |
| Timeline |
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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 Tools for Metavisio Stock Analysis
When running Metavisio's price analysis, check to measure Metavisio's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Metavisio is operating at the current time. Most of Metavisio's value examination focuses on studying past and present price action to predict the probability of Metavisio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metavisio's price. Additionally, you may evaluate how the addition of Metavisio to your portfolios can decrease your overall portfolio volatility.