MSAD Insurance (Germany) Market Value
| 59M Stock | EUR 22.80 0.40 1.79% |
| Symbol | MSAD |
MSAD Insurance '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 MSAD Insurance'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 MSAD Insurance.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in MSAD Insurance on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding MSAD Insurance Group or generate 0.0% return on investment in MSAD Insurance over 90 days. MSAD Insurance is related to or competes with AUREA SA, Franklin Global, Bitwise Core, Reliance Steel, Toyota Tsusho, SANDVIK, and Fanuc. MSAD Insurance Group Holdings, Inc., an insurance holding company, provides insurance and financial services worldwide More
MSAD Insurance 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 MSAD Insurance'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 MSAD Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.1839 | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.83 |
MSAD Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSAD Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSAD Insurance's standard deviation. In reality, there are many statistical measures that can use MSAD Insurance historical prices to predict the future MSAD Insurance's volatility.| Risk Adjusted Performance | 0.1908 | |||
| Jensen Alpha | 0.3459 | |||
| Total Risk Alpha | 0.2237 | |||
| Sortino Ratio | 0.1797 | |||
| Treynor Ratio | (1.77) |
MSAD Insurance February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1908 | |||
| Market Risk Adjusted Performance | (1.76) | |||
| Mean Deviation | 1.21 | |||
| Semi Deviation | 0.9902 | |||
| Downside Deviation | 1.53 | |||
| Coefficient Of Variation | 433.35 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.23 | |||
| Information Ratio | 0.1839 | |||
| Jensen Alpha | 0.3459 | |||
| Total Risk Alpha | 0.2237 | |||
| Sortino Ratio | 0.1797 | |||
| Treynor Ratio | (1.77) | |||
| Maximum Drawdown | 7.84 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.83 | |||
| Downside Variance | 2.34 | |||
| Semi Variance | 0.9806 | |||
| Expected Short fall | (1.67) | |||
| Skewness | 0.1125 | |||
| Kurtosis | 0.2391 |
MSAD Insurance Group Backtested Returns
MSAD Insurance appears to be very steady, given 3 months investment horizon. MSAD Insurance Group retains Efficiency (Sharpe Ratio) of 0.25, which conveys that the firm had a 0.25 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for MSAD Insurance, which you can use to evaluate the volatility of the firm. Please exercise MSAD Insurance's Market Risk Adjusted Performance of (1.76), mean deviation of 1.21, and Downside Deviation of 1.53 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MSAD Insurance holds a performance score of 19. The company owns a Beta (Systematic Risk) of -0.19, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MSAD Insurance are expected to decrease at a much lower rate. During the bear market, MSAD Insurance is likely to outperform the market. Please check MSAD Insurance's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether MSAD Insurance's current price history will revert.
Auto-correlation | 0.67 |
Good predictability
MSAD Insurance Group has good predictability. Overlapping area represents the amount of predictability between MSAD Insurance time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MSAD Insurance Group price movement. The serial correlation of 0.67 indicates that around 67.0% of current MSAD Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
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Other Information on Investing in MSAD Stock
MSAD Insurance financial ratios help investors to determine whether MSAD Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in MSAD with respect to the benefits of owning MSAD Insurance security.