Metropolitan Bank (Philippines) Market Value
| MBT Stock | 68.85 1.35 1.92% |
| Symbol | Metropolitan |
Metropolitan Bank '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 Metropolitan Bank'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 Metropolitan Bank.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Metropolitan Bank on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Metropolitan Bank Trust or generate 0.0% return on investment in Metropolitan Bank over 30 days. Metropolitan Bank is related to or competes with Philex Mining, Atlas Consolidated, Robinsons Retail, Concepcion Industrial, and SM Investments. More
Metropolitan Bank 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 Metropolitan Bank'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 Metropolitan Bank Trust upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 9.57 | |||
| Value At Risk | (3.84) | |||
| Potential Upside | 2.68 |
Metropolitan Bank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metropolitan Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metropolitan Bank's standard deviation. In reality, there are many statistical measures that can use Metropolitan Bank historical prices to predict the future Metropolitan Bank's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.41) | |||
| Treynor Ratio | 0.4608 |
Metropolitan Bank Trust Backtested Returns
Metropolitan Bank Trust has Sharpe Ratio of -0.081, which conveys that the firm had a -0.081 % return per unit of risk over the last 3 months. Metropolitan Bank exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Metropolitan Bank's Mean Deviation of 1.46, risk adjusted performance of (0.08), and Standard Deviation of 1.96 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.43, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Metropolitan Bank are expected to decrease at a much lower rate. During the bear market, Metropolitan Bank is likely to outperform the market. At this point, Metropolitan Bank Trust has a negative expected return of -0.14%. Please make sure to verify Metropolitan Bank's skewness, as well as the relationship between the daily balance of power and day typical price , to decide if Metropolitan Bank Trust performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.63 |
Good predictability
Metropolitan Bank Trust has good predictability. Overlapping area represents the amount of predictability between Metropolitan Bank time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Metropolitan Bank Trust price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Metropolitan Bank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
Metropolitan Bank Trust lagged returns against current returns
Autocorrelation, which is Metropolitan Bank 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 Metropolitan Bank's stock expected returns. We can calculate the autocorrelation of Metropolitan Bank returns to help us make a trade decision. For example, suppose you find that Metropolitan Bank 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 |
Metropolitan Bank 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 Metropolitan Bank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metropolitan Bank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metropolitan Bank stock over time.
Current vs Lagged Prices |
| Timeline |
Metropolitan Bank Lagged Returns
When evaluating Metropolitan Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metropolitan Bank stock have on its future price. Metropolitan Bank 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, Metropolitan Bank autocorrelation shows the relationship between Metropolitan Bank stock current value and its past values and can show if there is a momentum factor associated with investing in Metropolitan Bank Trust.
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 Metropolitan Stock
Metropolitan Bank financial ratios help investors to determine whether Metropolitan 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 Metropolitan with respect to the benefits of owning Metropolitan Bank security.