MetaVia Stock Volatility
| MTVA Stock | 1.41 -0.07 -4.73% |
MetaVia continues to register high price volatility over the last 3 months. Its Sharpe ratio is -0.36, indicating a negative efficiency profile over the last 3 months. This risk assessment is based on 24 technical indicators.
Sharpe Ratio = -0.3585
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| Negative Returns | MTVA |
MetaVia's financial profile includes a Market Risk Adjusted Performance of 5.2%, a Risk of 7.56, and a Risk Adjusted Performance of -0.3%. MetaVia has not yet reached full return potential based on monthly moving average. A well-diversified portfolio context may improve MetaVia risk-adjusted performance.
Key indicators related to MetaVia's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
MetaVia's volatility is not constant and tends to cluster with mean-reversion properties over time. Beta captures the systematic component, while total standard deviation captures both systematic and idiosyncratic risk.
Volatility Strategy
MetaVia variability affects risk-adjusted contribution depending on portfolio structure. Current statistical measures show total volatility near 7.56% with a beta coefficient of -0.52, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.36, evaluates return per unit of total risk. An alpha value of -2.77 reflects performance relative to systematic market exposure. Expected return estimates near -2.71% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Stock volatility often increases around earnings releases and guidance updates.
Main indicators related to MetaVia's market risk premium analysis include:
Beta -0.52 | Alpha -2.77 | Risk 7.56 | Sharpe Ratio -0.36 | Expected Return -2.71 |
Moving together with MetaVia Stock
| 0.75 | DIS | Walt Disney | PairCorr |
| 0.62 | BAC | Bank of America | PairCorr |
| 0.72 | JPM | JPMorgan Chase | PairCorr |
| 0.62 | AXP | American Express | PairCorr |
Moving against MetaVia Stock
| 0.9 | XOM | Exxon Mobil Corp | PairCorr |
| 0.79 | JNJ | Johnson Johnson | PairCorr |
| 0.78 | PFE | Pfizer Inc | PairCorr |
| 0.75 | KO | Coca Cola | PairCorr |
| 0.7 | CAT | Caterpillar | PairCorr |
| 0.65 | VZ | Verizon Communications | PairCorr |
| 0.6 | T | ATT Inc | PairCorr |
| 0.59 | INTC | Intel | PairCorr |
| 0.39 | HD | Home Depot | PairCorr |
| 0.38 | CSCO | Cisco Systems | PairCorr |
Sensitivity To Market
MetaVia systematic risk exposure can be summarized by its beta of -0.52. This metric compares asset return behavior against benchmark returns. Total volatility remains around 7.56%.This volatility note keeps the focus on measured behavior: dispersion, downside movement, and the stability of recent returns for MetaVia. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.
3 Months Beta |Analyze MetaVia Demand TrendCheck current 90 days MetaVia correlation with market (Dow Jones Industrial)Downside Risk
MetaVia standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 7.56 |
Upside risk in MetaVia is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in MetaVia's returns. MetaVia's financial profile includes a Maximum Drawdown of 52.65.
Stock Volatility Analysis
MetaVia stock volatility is a key input for most investment risk models. When MetaVia's volatility is elevated, prices can swing by several percentage points in a single session.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. MetaVia 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.
Projected Return Density Against Market
Given the investment horizon of 90 days MetaVia has a beta of -0.5229 . This indicates that as returns on the benchmark increase, returns on MetaVia tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, MetaVia is likely to outperform the market.The overall risk of MetaVia includes stock market sensitivity and asset-level influences. Diversification addresses specific risk but not systemic exposure. MetaVia's financial profile includes a Mean Deviation of 4.44 and a Standard Deviation of 7.56.
Predicted Return Density |
| Returns |
What Drives MetaVia's Price Volatility?
Several factors can influence MetaVia's market volatility:Industry Dynamics
Sector-level events can directly affect MetaVia's price stability. Regulatory changes, supply disruptions, or shifts in demand within MetaVia's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like MetaVia.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for MetaVia's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward MetaVia. During periods of economic expansion, MetaVia's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.MetaVia's Company-Specific Factors
Volatility can also stem from events unique to MetaVia. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in MetaVia's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on MetaVia's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of MetaVia is -278.95. The daily returns are distributed with a variance of 57.15 and standard deviation of 7.56. The mean deviation of MetaVia is currently at 4.44. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -2.7715 | |
β | Beta against Dow Jones | -0.5229 | |
σ | Overall volatility | 7.56 | |
Ir | Information ratio | -0.3468 |
Stock Return Volatility
Volatility for MetaVia quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 7.5598% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
MetaVia Company may look attractive on headline returns alone, but deeper analysis often tells a different story. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| LSTA | 4.41 | 1.52 | 0.92 | -0.52 | 0.91 | 8.21 | 93.60 | |||
| NCNA | 3.11 | -1.17 | 0.00 | 1.25 | 0.00 | 5.50 | 19.93 | |||
| XCUR | 3.27 | -0.28 | 0.00 | -0.50 | 0.00 | 7.22 | 22.64 | |||
| ENLV | 3.54 | 0.43 | 0.10 | 7.22 | 4.12 | 8.33 | 18.55 | |||
| KLTO | 6.89 | 1.03 | 0.13 | -37.64 | 6.81 | 19.44 | 88.07 | |||
| PASG | 5.17 | -0.24 | 0.00 | 0.53 | 0.00 | 8.68 | 58.13 | |||
| CLSD | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CASI | 5.48 | -0.82 | 0.00 | -0.34 | 0.00 | 13.33 | 98.17 | |||
| SONN | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| CLGN | 4.64 | -1.18 | 0.00 | 0.44 | 0.00 | 8.61 | 77.60 |
Risk Metrics, Assumptions & Methodology
Volatility for MetaVia measures return dispersion and uncertainty over time. Price variability shapes drawdown potential over rolling windows. MetaVia has a market cap of 4.67 M, ROE of -1.68%.
For MetaVia, this section uses periodic company reporting and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardMetaVia Investment Opportunity
MetaVia currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 9.22. Across the current 90-day horizon, that places the security below 67% of the broader equity and portfolio universe on a pure volatility basis.You can use MetaVia to protect the portfolio against small market fluctuations. This move summary looks at how the current session may translate into a basic near-term setup. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative upward sentiment. Check odds of MetaVia to be traded at 1.3395 in 90 days.Very good diversification
Across the chosen horizon, MetaVia and Dow Jones show a correlation of 0.09 and fall into the Very good diversification bucket. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
MetaVia Additional Risk Indicators
A broader risk-indicator set for MetaVia can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.28 | |||
| Market Risk Adjusted Performance | 5.21 | |||
| Mean Deviation | 4.44 | |||
| Coefficient Of Variation | -278.95 | |||
| Standard Deviation | 7.56 | |||
| Variance | 57.15 | |||
| Information Ratio | -0.35 |
MetaVia Suggested Diversification Pairs
A pair strategy built around MetaVia is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. MetaVia's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing MetaVia's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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