MetLife Alpha and Beta Analysis Overview

MET -- USA Stock  

USD 46.81  0.62  1.34%

This module allows you to check different measures of market premium for MetLife 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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

MetLife Market Premiums

α0.06β0.62
30 days against DJI
Risk Adjusted Performance  

0.0325

Jensen Alpha  

0.0638

Total Risk Alpha  

0.20

Sortino Ratio  

0.030376

Treynor Ratio  

15.46

MetLife expected buy-and-hold returns

MetLife Market Price Analysis

MetLife Return and Market Media

The median price of MetLife for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 46.19 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 0.62, arithmetic mean of 46.16, and mean deviation of 0.52. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Weber Lisa M of 45000 shares of MetLife subje...08/28/2018
2
Payment of 1031 shares by Frans Hijkoop of MetLife subject t...08/31/2018
3
Acquisition by Robert Hubbard of 123 shares of MetLife subje...09/03/2018
4
MetLife exotic insider transaction detected09/06/2018
5
Acquisition or disposition of MetLife securities by Toppeta ...09/10/2018
6
Acquisition by Robert Hubbard of 184 shares of MetLife subje...09/13/2018

MetLife Upcoming Events

MetLife Upcoming Company Events

Upcoming Quarterly ReportMay 3, 2017
Next Earnings ReportAugust 2, 2017

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please see also MetLife Backtesting, MetLife Valuation, MetLife Correlation, MetLife Hype Analysis, MetLife Volatility, MetLife History and analyze MetLife Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Search macroaxis.com