Metrovacesa (Germany) Market Value
| MS6N Stock | EUR 9.84 0.16 1.60% |
| Symbol | Metrovacesa |
Metrovacesa '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 Metrovacesa'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 Metrovacesa.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Metrovacesa on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Metrovacesa SA or generate 0.0% return on investment in Metrovacesa over 90 days. Metrovacesa is related to or competes with PACIFIC ONLINE, Gaztransport Technigaz, Liberty Broadband, Lamar Advertising, Gruppo Mutuionline, KAUFMAN ET, and BROADSTNET LEADL-00025. Metrovacesa S.A. operates as a real estate development company in Spain More
Metrovacesa 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 Metrovacesa'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 Metrovacesa SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.3 | |||
| Information Ratio | 0.002 | |||
| Maximum Drawdown | 15.68 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 6.2 |
Metrovacesa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metrovacesa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metrovacesa's standard deviation. In reality, there are many statistical measures that can use Metrovacesa historical prices to predict the future Metrovacesa's volatility.| Risk Adjusted Performance | 0.0207 | |||
| Jensen Alpha | 0.0616 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0022 | |||
| Treynor Ratio | (0.28) |
Metrovacesa February 3, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0207 | |||
| Market Risk Adjusted Performance | (0.27) | |||
| Mean Deviation | 2.91 | |||
| Semi Deviation | 3.11 | |||
| Downside Deviation | 3.3 | |||
| Coefficient Of Variation | 5751.67 | |||
| Standard Deviation | 3.62 | |||
| Variance | 13.14 | |||
| Information Ratio | 0.002 | |||
| Jensen Alpha | 0.0616 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | 0.0022 | |||
| Treynor Ratio | (0.28) | |||
| Maximum Drawdown | 15.68 | |||
| Value At Risk | (4.74) | |||
| Potential Upside | 6.2 | |||
| Downside Variance | 10.88 | |||
| Semi Variance | 9.7 | |||
| Expected Short fall | (3.76) | |||
| Skewness | 0.1194 | |||
| Kurtosis | (0.41) |
Metrovacesa SA Backtested Returns
At this point, Metrovacesa is slightly risky. Metrovacesa SA has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Metrovacesa, which you can use to evaluate the volatility of the firm. Please verify Metrovacesa's Downside Deviation of 3.3, mean deviation of 2.91, and Risk Adjusted Performance of 0.0207 to check out if the risk estimate we provide is consistent with the expected return of 6.0E-4%. The company secures a Beta (Market Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Metrovacesa are expected to decrease at a much lower rate. During the bear market, Metrovacesa is likely to outperform the market. Metrovacesa SA right now secures a risk of 3.77%. Please verify Metrovacesa SA maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Metrovacesa SA will be following its current price movements.
Auto-correlation | -0.51 |
Good reverse predictability
Metrovacesa SA has good reverse predictability. Overlapping area represents the amount of predictability between Metrovacesa time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd 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 Metrovacesa SA price movement. The serial correlation of -0.51 indicates that about 51.0% of current Metrovacesa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
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Other Information on Investing in Metrovacesa Stock
Metrovacesa financial ratios help investors to determine whether Metrovacesa 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 Metrovacesa with respect to the benefits of owning Metrovacesa security.