Stock Price Trends

MetLife Inc (MET)

MetLife, Inc. is the holding corporation for the Metropolitan Life Insurance Company (MLIC), better known as MetLife, and its affiliates. MetLife is among the largest global providers of insurance, annuities, and employee benefit programs, with 90 million customers in over 60 countries.

Stock Price Trends

Stock price trends estimated using linear regression.

Key facts

  • The primary trend is increasing.
  • The growth rate of the primary trend is 6.06% per annum.
  • MET price at the close of November 19, 2024 was $82.63 and was higher than the top border of the primary price channel by $2.13 (2.65%).
  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 33.55% per annum.
  • MET price at the close of November 19, 2024 was inside the secondary price channel.

Linear Regression Model

Model equation:
Yi = α + β × Xi + εi

Top border of price channel:
Exp(Yi) = Exp(a + b × Xi + 2 × s)

Bottom border of price channel:
Exp(Yi) = Exp(a + b × Xi – 2 × s)

where:

i - observation number
Yi - natural logarithm of MET price
Xi - time index, 1 day interval
σ - standard deviation of εi
a - estimator of α
b - estimator of β
s - estimator of σ
Exp() - calculates the exponent of e


Primary Trend

Start date: February 19, 2021
End date: August 21, 2024

a = 3.9306

b = 0.0002

s = 0.0818

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0002) – 1
= 6.06%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0818) – 1
= 38.68%

February 19, 2021 calculations

Top border of price channel:

Exp(Y313)
= Exp(a + b × X313 + 2 × s)
= Exp(a + b × 457 + 2 × s)
= Exp(3.9306 + 0.0002 × 457 + 2 × 0.0818)
= Exp(4.1677)
= $64.57

Bottom border of price channel:

Exp(Y313)
= Exp(a + b × X313 – 2 × s)
= Exp(a + b × 457 – 2 × s)
= Exp(3.9306 + 0.0002 × 457 – 2 × 0.0818)
= Exp(3.8407)
= $46.56

August 21, 2024 calculations

Top border of price channel:

Exp(Y1,194)
= Exp(a + b × X1,194 + 2 × s)
= Exp(a + b × 1,736 + 2 × s)
= Exp(3.9306 + 0.0002 × 1,736 + 2 × 0.0818)
= Exp(4.3737)
= $79.34

Bottom border of price channel:

Exp(Y1,194)
= Exp(a + b × X1,194 – 2 × s)
= Exp(a + b × 1,736 – 2 × s)
= Exp(3.9306 + 0.0002 × 1,736 – 2 × 0.0818)
= Exp(4.0467)
= $57.21

Description

  • The primary trend is increasing.
  • The growth rate of the primary trend is 6.06% per annum.
  • MET price at the close of November 19, 2024 was $82.63 and was higher than the top border of the primary price channel by $2.13 (2.65%).

Secondary Trend

Start date: May 3, 2023
End date: November 19, 2024

a = 2.9611

b = 0.0008

s = 0.0443

Annual growth rate:

Exp(365 × b) – 1
= Exp(365 × 0.0008) – 1
= 33.55%

Price channel spread:

Exp(4 × s) – 1
= Exp(4 × 0.0443) – 1
= 19.41%

May 3, 2023 calculations

Top border of price channel:

Exp(Y867)
= Exp(a + b × X867 + 2 × s)
= Exp(a + b × 1,260 + 2 × s)
= Exp(2.9611 + 0.0008 × 1,260 + 2 × 0.0443)
= Exp(4.0484)
= $57.30

Bottom border of price channel:

Exp(Y867)
= Exp(a + b × X867 – 2 × s)
= Exp(a + b × 1,260 – 2 × s)
= Exp(2.9611 + 0.0008 × 1,260 – 2 × 0.0443)
= Exp(3.8710)
= $47.99

November 19, 2024 calculations

Top border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 + 2 × s)
= Exp(a + b × 1,826 + 2 × s)
= Exp(2.9611 + 0.0008 × 1,826 + 2 × 0.0443)
= Exp(4.4969)
= $89.74

Bottom border of price channel:

Exp(Y1,257)
= Exp(a + b × X1,257 – 2 × s)
= Exp(a + b × 1,826 – 2 × s)
= Exp(2.9611 + 0.0008 × 1,826 – 2 × 0.0443)
= Exp(4.3195)
= $75.15

Description

  • The secondary trend is increasing.
  • The growth rate of the secondary trend is 33.55% per annum.
  • MET price at the close of November 19, 2024 was inside the secondary price channel.