MetLife Performance

MetLife Inc -- USA Stock  

USD 52.95  0.4  0.76%

MetLife has performance score of 12 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.3001 which conveys that as returns on market increase, returns on owning MetLife are expected to decrease at a much smaller rate. During bear market, MetLife is likely to outperform the market.. Although it is extremely important to respect MetLife Inc price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing MetLife Inc technical indicators you can presently evaluate if the expected return of 0.1913% will be sustainable into the future. MetLife Inc right now secures a risk of 0.9725%. Please verify MetLife Inc Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if MetLife Inc will be following its current price movements.
 Time Horizon     30 Days    Login   to change

MetLife Inc Relative Risk vs. Return Landscape

If you would invest  5,101  in MetLife Inc on December 20, 2017 and sell it today you would earn a total of  194  from holding MetLife Inc or generate 3.8% return on investment over 30 days. MetLife Inc is generating 0.1913% of daily returns assuming volatility of 0.9725% on return distribution over 30 days investment horizon. In other words, 9% of equities are less volatile than the company and above 97% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, MetLife Inc is expected to generate 1.51 times less return on investment than the market. In addition to that, the company is 2.22 times more volatile than its market benchmark. It trades about 0.2 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.66 per unit of volatility.

Operating Margin

MetLife Inc Operating Margin
Based on recorded statements MetLife Inc has Operating Margin of -2.96%. This is 43.4% lower than that of the Services sector, and significantly lower than that of Insurance - General industry, The Operating Margin for all stocks is 72.87% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

MetLife Daily Price Distribution

The median price of MetLife for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 51.36 with a coefficient of variation of 1.95. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 51.55, and mean deviation of 0.85. The Stock received some media coverage during the period.
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MetLife Inc are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

MetLife Sharpe Ratio = 0.1967
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Estimated Market Risk

 0.97
  actual daily
 
 92 %
of total potential
  

Expected Return

 0.19
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average MetLife is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MetLife by adding it to a well-diversified portfolio.

Dividends

MetLife Inc Dividends Analysis
Check MetLife Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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