Metropolitan Bank And Stock Market Value
| MTPOY Stock | USD 27.74 0.00 0.00% |
| 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 pink sheet 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.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Metropolitan Bank on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Metropolitan Bank and or generate 0.0% return on investment in Metropolitan Bank over 30 days. Metropolitan Bank is related to or competes with Piraeus Bank, Turkiye Garanti, and Uwharrie Capital. Metropolitan Bank Trust Company, together with its subsidiaries, provides various commercial and investment banking prod... 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 pink sheet 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 and upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1198 | |||
| Maximum Drawdown | 16.91 |
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 | 0.1441 | |||
| Jensen Alpha | 0.4849 | |||
| Total Risk Alpha | 0.0194 | |||
| Treynor Ratio | (0.62) |
Metropolitan Bank Backtested Returns
Metropolitan Bank appears to be not too volatile, given 3 months investment horizon. Metropolitan Bank has Sharpe Ratio of 0.18, which conveys that the firm had a 0.18% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Metropolitan Bank, which you can use to evaluate the volatility of the firm. Please exercise Metropolitan Bank's Standard Deviation of 2.3, mean deviation of 0.7877, and Risk Adjusted Performance of 0.1441 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Metropolitan Bank holds a performance score of 14. The company secures a Beta (Market Risk) of -0.64, 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. Please check Metropolitan Bank's risk adjusted performance, information ratio, as well as the relationship between the Information Ratio and day median price , to make a quick decision on whether Metropolitan Bank's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Metropolitan Bank and has no correlation between past and present. Overlapping area represents the amount of predictability between Metropolitan Bank time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. 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 price movement. The serial correlation of 0.0 indicates that just 0.0% of current Metropolitan Bank 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 |
Metropolitan Bank lagged returns against current returns
Autocorrelation, which is Metropolitan Bank pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metropolitan Bank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metropolitan Bank pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Metropolitan Bank and.
Regressed Prices |
| Timeline |
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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 Metropolitan Pink Sheet Analysis
When running Metropolitan Bank's price analysis, check to measure Metropolitan Bank'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 Metropolitan Bank is operating at the current time. Most of Metropolitan Bank's value examination focuses on studying past and present price action to predict the probability of Metropolitan Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metropolitan Bank's price. Additionally, you may evaluate how the addition of Metropolitan Bank to your portfolios can decrease your overall portfolio volatility.