MetLife Risk Analysis And Volatility Evaluation

MET -- USA Stock  

USD 45.73  0.90  1.93%

Macroaxis considers MetLife to be not too risky. MetLife has Sharpe Ratio of -0.1485 which conveys that MetLife had -0.1485% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. MetLife exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MetLife Mean Deviation of 0.9942 and Risk Adjusted Performance of 0.01 to check out risk estimate we provide.
 Time Horizon     30 Days    Login   to change

MetLife Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. MetLife Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Considering 30-days investment horizon, MetLife has beta of 0.0 indicating unless we do not have required data, the returns on DOW and MetLife are completely uncorrelated. Furthermore, MetLifeIt does not look like MetLife alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of MetLife is -673.5. The daily returns are destributed with a variance of 2.36 and standard deviation of 1.54. The mean deviation of MetLife is currently at 1.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.53
Ir
Information ratio =0.12

Actual Return Volatility

MetLife has volatility of 1.535% on return distribution over 30 days investment horizon. DOW inherits 0.6315% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MetLife Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

MetLife Investment Opportunity
MetLife has a volatility of 1.54 and is 2.44 times more volatile than DOW. 14% of all equities and portfolios are less risky than MetLife. Compared to the overall equity markets, volatility of historical daily returns of MetLife is lower than 14 (%) of all global equities and portfolios over the last 30 days.

Total Debt

MetLife Total Debt History

Total Debt

Volatility Indicators

MetLife Current Risk Indicators
Please see also Stocks Correlation. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.