Metso Outotec Corp Stock Market Value
| OUKPY Stock | USD 8.78 0.22 2.57% |
| Symbol | Metso |
Metso Outotec '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 Metso Outotec'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 Metso Outotec.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Metso Outotec on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Metso Outotec Corp or generate 0.0% return on investment in Metso Outotec over 570 days. Metso Outotec is related to or competes with Epiroc AB, Epiroc AB, CK Hutchison, Daimler Truck, Komatsu, Dassault Aviation, and Komatsu. Metso Outotec Oyj provides technologies, end-to-end solutions, and services for aggregates, minerals processing, and met... More
Metso Outotec 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 Metso Outotec'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 Metso Outotec Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.1244 | |||
| Maximum Drawdown | 16.77 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.5 |
Metso Outotec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Metso Outotec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Metso Outotec's standard deviation. In reality, there are many statistical measures that can use Metso Outotec historical prices to predict the future Metso Outotec's volatility.| Risk Adjusted Performance | 0.1142 | |||
| Jensen Alpha | 0.3105 | |||
| Total Risk Alpha | 0.1553 | |||
| Sortino Ratio | 0.13 | |||
| Treynor Ratio | 0.3811 |
Metso Outotec Corp Backtested Returns
Metso Outotec appears to be somewhat reliable, given 3 months investment horizon. Metso Outotec Corp has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Metso Outotec, which you can use to evaluate the volatility of the firm. Please exercise Metso Outotec's Downside Deviation of 2.37, risk adjusted performance of 0.1142, and Mean Deviation of 1.66 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Metso Outotec holds a performance score of 12. The company secures a Beta (Market Risk) of 0.97, which conveys possible diversification benefits within a given portfolio. Metso Outotec returns are very sensitive to returns on the market. As the market goes up or down, Metso Outotec is expected to follow. Please check Metso Outotec's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Metso Outotec's current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
Metso Outotec Corp has poor predictability. Overlapping area represents the amount of predictability between Metso Outotec time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Metso Outotec Corp price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Metso Outotec price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 1.24 |
Metso Outotec Corp lagged returns against current returns
Autocorrelation, which is Metso Outotec 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 Metso Outotec's pink sheet expected returns. We can calculate the autocorrelation of Metso Outotec returns to help us make a trade decision. For example, suppose you find that Metso Outotec 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 |
Metso Outotec 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 Metso Outotec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Metso Outotec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Metso Outotec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Metso Outotec Lagged Returns
When evaluating Metso Outotec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Metso Outotec pink sheet have on its future price. Metso Outotec 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, Metso Outotec autocorrelation shows the relationship between Metso Outotec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Metso Outotec Corp.
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 Metso Pink Sheet Analysis
When running Metso Outotec's price analysis, check to measure Metso Outotec'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 Metso Outotec is operating at the current time. Most of Metso Outotec's value examination focuses on studying past and present price action to predict the probability of Metso Outotec's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Metso Outotec's price. Additionally, you may evaluate how the addition of Metso Outotec to your portfolios can decrease your overall portfolio volatility.