MetLife Alpha and Beta Analysis

MetLife Inc -- USA Stock  

USD 52.8  0.42  0.8%

This module allows you to check different measures of market premium for MetLife Inc as well as systematic risk associated with investing in MetLife over a specified time horizon. Please see also MetLife Backtesting, MetLife Valuation, MetLife Correlation, MetLife Hype Analysis, MetLife Volatility, MetLife History and analyze MetLife Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

MetLife Market Premiums

α (average alpha)=0.36    β (beta)=0.59    
30 days against DJI
Risk Adjusted Performance  0.114Jensen Alpha  0.3403Total Risk Alpha  (0.055264)Sortino Ratio  0.2428Treynor Ratio  (0.69)

MetLife expected buy-and-hold returns

   

MetLife Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

MetLife Return and Market Media

The median price of MetLife for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 52.4 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 51.96, and mean deviation of 0.87. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Why Investors remained confident on Nxstage Medical, Inc. , ...09/27/2017
2
Sale by Mullaney William J of 425 shares of MetLife10/18/2017