Metlife Stock Market Value

MET Stock  USD 72.55  0.16  0.22%   
MetLife's market value is the price at which a share of MetLife stock trades on a public exchange. It measures the collective expectations of MetLife investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of MetLife and determine expected loss or profit from investing in MetLife over a given investment horizon.
Check out MetLife Correlation, MetLife Volatility and MetLife Alpha and Beta module to complement your research on MetLife.
For more information on how to buy MetLife Stock please use our How to Invest in MetLife guide.
Symbol

MetLife Price To Book Ratio

Is MetLife's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MetLife. If investors know MetLife will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MetLife listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
(0.61)
Dividend Share
2.06
Earnings Share
1.81
Revenue Per Share
88.295
Quarterly Revenue Growth
0.219
The market value of MetLife is measured differently than its book value, which is the value of MetLife that is recorded on the company's balance sheet. Investors also form their own opinion of MetLife's value that differs from its market value or its book value, called intrinsic value, which is MetLife's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MetLife's market value can be influenced by many factors that don't directly affect MetLife's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MetLife's value and its price as these two are different measures arrived at by different means. Investors typically determine if MetLife is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MetLife's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

MetLife 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MetLife's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MetLife.
0.00
11/25/2022
No Change 0.00  0.0 
In 1 year 3 months and 25 days
03/19/2024
0.00
If you would invest  0.00  in MetLife on November 25, 2022 and sell it all today you would earn a total of 0.00 from holding MetLife or generate 0.0% return on investment in MetLife over 480 days. MetLife is related to or competes with MetLife Preferred, MetLife Preferred, MetLife Preferred, and Abacus Life. MetLife, Inc., a financial services company, provides insurance, annuities, employee benefits, and asset management serv... More

MetLife Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MetLife's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MetLife upside and downside potential and time the market with a certain degree of confidence.

MetLife Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for MetLife's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MetLife's standard deviation. In reality, there are many statistical measures that can use MetLife historical prices to predict the future MetLife's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of MetLife's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of MetLife in the context of predictive analytics.
Hype
Prediction
LowEstimatedHigh
71.5572.7173.87
Details
Intrinsic
Valuation
LowRealHigh
65.3074.5875.74
Details
16 Analysts
Consensus
LowTargetHigh
71.4478.5087.14
Details
Earnings
Estimates (0)
LowProjected EPSHigh
1.821.962.10
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MetLife. Your research has to be compared to or analyzed against MetLife's peers to derive any actionable benefits. When done correctly, MetLife's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MetLife.

MetLife Backtested Returns

MetLife appears to be very steady, given 3 months investment horizon. MetLife has Sharpe Ratio of 0.17, which conveys that the firm had 0.17% return per unit of risk over the last 3 months. Our standpoint towards estimating the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-nine technical indicators for MetLife, which you can use to evaluate the future volatility of the firm. Please exercise MetLife's Risk Adjusted Performance of 0.1011, mean deviation of 0.8321, and Downside Deviation of 1.52 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MetLife holds a performance score of 13. The company secures a Beta (Market Risk) of 0.62, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MetLife returns are expected to increase less than the market. However, during the bear market, the loss on holding MetLife will be expected to be smaller as well. By analyzing MetLife technical indicators, you can presently evaluate if the expected return of 0.2% will be sustainable into the future. Please exercises MetLife potential upside, as well as the relationship between the kurtosis and day typical price to make a quick decision on whether MetLife current price movements will revert.

Auto-correlation

    
  -0.62  

Very good reverse predictability

MetLife has very good reverse predictability. Overlapping area represents the amount of predictability between MetLife time series from 25th of November 2022 to 23rd of July 2023 and 23rd of July 2023 to 19th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MetLife price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current MetLife price fluctuation can be explain by its past prices.
Correlation Coefficient-0.62
Spearman Rank Test-0.73
Residual Average0.0
Price Variance14.08

MetLife lagged returns against current returns

Autocorrelation, which is MetLife stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MetLife's stock expected returns. We can calculate the autocorrelation of MetLife returns to help us make a trade decision. For example, suppose you find that MetLife stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

MetLife regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MetLife stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MetLife stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MetLife stock over time.
   Current vs Lagged Prices   
       Timeline  

MetLife Lagged Returns

When evaluating MetLife's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MetLife stock have on its future price. MetLife autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MetLife autocorrelation shows the relationship between MetLife stock current value and its past values and can show if there is a momentum factor associated with investing in MetLife.
   Regressed Prices   
       Timeline  

MetLife Investors Sentiment

The influence of MetLife's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in MetLife. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to MetLife's public news can be used to forecast risks associated with an investment in MetLife. The trend in average sentiment can be used to explain how an investor holding MetLife can time the market purely based on public headlines and social activities around MetLife. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
MetLife's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for MetLife's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average MetLife's news discussions. The higher the estimated score, the more favorable is the investor's outlook on MetLife.

MetLife Implied Volatility

    
  29.54  
MetLife's implied volatility exposes the market's sentiment of MetLife stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if MetLife's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that MetLife stock will not fluctuate a lot when MetLife's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MetLife in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MetLife's short interest history, or implied volatility extrapolated from MetLife options trading.

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When determining whether MetLife is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if MetLife Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Metlife Stock. Highlighted below are key reports to facilitate an investment decision about Metlife Stock:
Check out MetLife Correlation, MetLife Volatility and MetLife Alpha and Beta module to complement your research on MetLife.
For more information on how to buy MetLife Stock please use our How to Invest in MetLife guide.
Note that the MetLife information on this page should be used as a complementary analysis to other MetLife's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

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When running MetLife's price analysis, check to measure MetLife's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MetLife is operating at the current time. Most of MetLife's value examination focuses on studying past and present price action to predict the probability of MetLife's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MetLife's price. Additionally, you may evaluate how the addition of MetLife to your portfolios can decrease your overall portfolio volatility.
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MetLife technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of MetLife technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of MetLife trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...