Metro Performance (Australia) Market Value
| MPP Stock | 0.04 0.00 0.00% |
| Symbol | Metro |
Metro Performance '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 Metro Performance'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 Metro Performance.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Metro Performance on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Metro Performance Glass or generate 0.0% return on investment in Metro Performance over 30 days. Metro Performance is related to or competes with Aneka Tambang, BHP, RIO Tinto, Commonwealth Bank, Commonwealth Bank, Commonwealth Bank, and Commonwealth Bank. Metro Performance is entity of Australia More
Metro Performance 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 Metro Performance'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 Metro Performance Glass upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0722 | |||
| Maximum Drawdown | 29.62 |
Metro Performance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metro Performance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metro Performance's standard deviation. In reality, there are many statistical measures that can use Metro Performance historical prices to predict the future Metro Performance's volatility.| Risk Adjusted Performance | 0.0744 | |||
| Jensen Alpha | 0.3467 | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | 4.35 |
Metro Performance Glass Backtested Returns
Metro Performance appears to be out of control, given 3 months investment horizon. Metro Performance Glass has Sharpe Ratio of 0.0958, which conveys that the firm had a 0.0958 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Metro Performance, which you can use to evaluate the volatility of the firm. Please exercise Metro Performance's Mean Deviation of 1.22, risk adjusted performance of 0.0744, and Standard Deviation of 3.84 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Metro Performance holds a performance score of 7. The company secures a Beta (Market Risk) of 0.081, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Metro Performance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Metro Performance is expected to be smaller as well. Please check Metro Performance's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to make a quick decision on whether Metro Performance's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Metro Performance Glass has no correlation between past and present. Overlapping area represents the amount of predictability between Metro Performance time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Metro Performance Glass price movement. The serial correlation of 0.0 indicates that just 0.0% of current Metro Performance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Metro Performance Glass lagged returns against current returns
Autocorrelation, which is Metro Performance 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 Metro Performance's stock expected returns. We can calculate the autocorrelation of Metro Performance returns to help us make a trade decision. For example, suppose you find that Metro Performance 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 |
Metro Performance 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 Metro Performance stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metro Performance stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metro Performance stock over time.
Current vs Lagged Prices |
| Timeline |
Metro Performance Lagged Returns
When evaluating Metro Performance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metro Performance stock have on its future price. Metro Performance 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, Metro Performance autocorrelation shows the relationship between Metro Performance stock current value and its past values and can show if there is a momentum factor associated with investing in Metro Performance Glass.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Metro Stock Analysis
When running Metro Performance's price analysis, check to measure Metro Performance'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 Metro Performance is operating at the current time. Most of Metro Performance's value examination focuses on studying past and present price action to predict the probability of Metro Performance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metro Performance's price. Additionally, you may evaluate how the addition of Metro Performance to your portfolios can decrease your overall portfolio volatility.