Meta Platforms (Mexico) Market Value
| META Stock | 12,517 203.65 1.60% |
| 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.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Meta Platforms on November 4, 2025 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 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.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.035 | |||
| Maximum Drawdown | 11.95 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 2.88 |
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 | 0.0474 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0481 | |||
| Treynor Ratio | (0.99) |
Meta Platforms February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0474 | |||
| Market Risk Adjusted Performance | (0.98) | |||
| Mean Deviation | 1.42 | |||
| Semi Deviation | 1.43 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 1769.12 | |||
| Standard Deviation | 2.09 | |||
| Variance | 4.35 | |||
| Information Ratio | 0.035 | |||
| Jensen Alpha | 0.1117 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.0481 | |||
| Treynor Ratio | (0.99) | |||
| Maximum Drawdown | 11.95 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 2.88 | |||
| Downside Variance | 2.3 | |||
| Semi Variance | 2.05 | |||
| Expected Short fall | (1.81) | |||
| Skewness | 2.02 | |||
| Kurtosis | 8.6 |
Meta Platforms Backtested Returns
At this stage we consider Meta Stock to be very steady. Meta Platforms has Sharpe Ratio of 0.0602, which conveys that the firm had a 0.0602 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Meta Platforms, which you can use to evaluate the volatility of the firm. Please verify Meta Platforms' Downside Deviation of 1.52, risk adjusted performance of 0.0474, and Mean Deviation of 1.42 to check out if the risk estimate we provide is consistent with the expected return of 0.13%. Meta Platforms has a performance score of 4 on a scale of 0 to 100. 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 Platforms are expected to decrease at a much lower rate. During the bear market, Meta Platforms is likely to outperform the market. Meta Platforms right now secures a risk of 2.1%. Please verify Meta Platforms sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Meta Platforms will be following its current price movements.
Auto-correlation | -0.26 |
Weak reverse predictability
Meta Platforms has weak reverse predictability. Overlapping area represents the amount of predictability between Meta Platforms time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 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 Meta Platforms price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Meta Platforms price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 246.5 K |
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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 Meta Stock Analysis
When running Meta Platforms' price analysis, check to measure Meta Platforms' 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 Meta Platforms is operating at the current time. Most of Meta Platforms' value examination focuses on studying past and present price action to predict the probability of Meta Platforms' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Meta Platforms' price. Additionally, you may evaluate how the addition of Meta Platforms to your portfolios can decrease your overall portfolio volatility.