Metlife Stock Market Value
| MET Stock | USD 81.70 0.64 0.78% |
| Symbol | MetLife |
MetLife Price To Book Ratio
Is Life & Health Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MetLife. If investors know MetLife will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MetLife listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.311 | Dividend Share 2.155 | Earnings Share 6.14 | Revenue Per Share | Quarterly Revenue Growth (0.02) |
The market value of MetLife is measured differently than its book value, which is the value of MetLife that is recorded on the company's balance sheet. Investors also form their own opinion of MetLife's value that differs from its market value or its book value, called intrinsic value, which is MetLife's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MetLife's market value can be influenced by many factors that don't directly affect MetLife's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MetLife's value and its price as these two are different measures arrived at by different means. Investors typically determine if MetLife is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MetLife's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
MetLife '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 MetLife'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 MetLife.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in MetLife on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding MetLife or generate 0.0% return on investment in MetLife over 30 days. MetLife is related to or competes with Lincoln National, Aflac Incorporated, Unum, Manulife Financial, Prudential Financial, Jackson Financial, and Globe Life. MetLife, Inc., a financial services company, provides insurance, annuities, employee benefits, and asset management serv... More
MetLife 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 MetLife'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 MetLife upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.0151 | |||
| Maximum Drawdown | 6.71 | |||
| Value At Risk | (1.80) | |||
| Potential Upside | 2.07 |
MetLife Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MetLife's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MetLife's standard deviation. In reality, there are many statistical measures that can use MetLife historical prices to predict the future MetLife's volatility.| Risk Adjusted Performance | 0.0213 | |||
| Jensen Alpha | 0.0199 | |||
| Total Risk Alpha | 0.0188 | |||
| Sortino Ratio | 0.0145 | |||
| Treynor Ratio | 0.025 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MetLife's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MetLife Backtested Returns
MetLife has Sharpe Ratio of -0.0102, which conveys that the firm had a -0.0102 % return per unit of risk over the last 3 months. MetLife exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MetLife's Mean Deviation of 0.9837, risk adjusted performance of 0.0213, and Downside Deviation of 1.36 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MetLife's returns are expected to increase less than the market. However, during the bear market, the loss of holding MetLife is expected to be smaller as well. At this point, MetLife has a negative expected return of -0.0137%. Please make sure to verify MetLife's potential upside, as well as the relationship between the kurtosis and day typical price , to decide if MetLife performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.09 |
Virtually no predictability
MetLife has virtually no predictability. Overlapping area represents the amount of predictability between MetLife time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 MetLife price movement. The serial correlation of 0.09 indicates that less than 9.0% of current MetLife price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.3 |
MetLife lagged returns against current returns
Autocorrelation, which is MetLife 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 MetLife's stock expected returns. We can calculate the autocorrelation of MetLife returns to help us make a trade decision. For example, suppose you find that MetLife 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 |
MetLife 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 MetLife stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MetLife stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MetLife stock over time.
Current vs Lagged Prices |
| Timeline |
MetLife Lagged Returns
When evaluating MetLife's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MetLife stock have on its future price. MetLife 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, MetLife autocorrelation shows the relationship between MetLife stock current value and its past values and can show if there is a momentum factor associated with investing in MetLife.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MetLife Stock Analysis
When running MetLife's price analysis, check to measure MetLife'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 MetLife is operating at the current time. Most of MetLife's value examination focuses on studying past and present price action to predict the probability of MetLife's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MetLife's price. Additionally, you may evaluate how the addition of MetLife to your portfolios can decrease your overall portfolio volatility.