MetLife Alpha and Beta Analysis

MetLife Inc -- USA Stock  

USD 47.50  0.30  0.64%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

MetLife Market Premiums

α (average alpha)=0.054323    β (beta)=0.34    
30 days against DJI
Risk Adjusted Performance  0.0594Jensen Alpha  0.0483Total Risk Alpha  0.0709Sortino Ratio  0.0654Treynor Ratio  0.62

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 Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 47.02 with a coefficient of variation of 1.18. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 46.89, and mean deviation of 0.39. The Stock received some media coverage during the period.
 Price Growth (%)  
MetLife exotic insider transaction detected03/20/2018