Magellan Aerospace Stock Market Value
| MALJF Stock | USD 16.86 0.18 1.06% |
| Symbol | Magellan |
Magellan Aerospace '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 Magellan Aerospace's pink sheet 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 Magellan Aerospace.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Magellan Aerospace on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Magellan Aerospace or generate 0.0% return on investment in Magellan Aerospace over 90 days. Magellan Aerospace is related to or competes with Black Diamond, PVA TePla, Mersen, Heidelberger Druckmaschinen, Reysas Tasimacilik, Yit Oyj, and PAX Global. Magellan Aerospace Corporation, through its subsidiaries, designs, engineers, manufactures, and sells aero engine and st... More
Magellan Aerospace 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 Magellan Aerospace's pink sheet 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 Magellan Aerospace upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.2446 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 4.85 |
Magellan Aerospace Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Magellan Aerospace's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Magellan Aerospace's standard deviation. In reality, there are many statistical measures that can use Magellan Aerospace historical prices to predict the future Magellan Aerospace's volatility.| Risk Adjusted Performance | 0.2116 | |||
| Jensen Alpha | 0.5612 | |||
| Total Risk Alpha | 0.4041 | |||
| Sortino Ratio | 0.2448 | |||
| Treynor Ratio | 0.8328 |
Magellan Aerospace January 23, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2116 | |||
| Market Risk Adjusted Performance | 0.8428 | |||
| Mean Deviation | 1.54 | |||
| Semi Deviation | 1.22 | |||
| Downside Deviation | 2.22 | |||
| Coefficient Of Variation | 357.33 | |||
| Standard Deviation | 2.22 | |||
| Variance | 4.93 | |||
| Information Ratio | 0.2446 | |||
| Jensen Alpha | 0.5612 | |||
| Total Risk Alpha | 0.4041 | |||
| Sortino Ratio | 0.2448 | |||
| Treynor Ratio | 0.8328 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (2.63) | |||
| Potential Upside | 4.85 | |||
| Downside Variance | 4.92 | |||
| Semi Variance | 1.49 | |||
| Expected Short fall | (1.85) | |||
| Skewness | 0.5056 | |||
| Kurtosis | 1.79 |
Magellan Aerospace Backtested Returns
Magellan Aerospace appears to be not too volatile, given 3 months investment horizon. Magellan Aerospace has Sharpe Ratio of 0.23, which conveys that the firm had a 0.23 % return per unit of risk over the last 3 months. By analyzing Magellan Aerospace's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please exercise Magellan Aerospace's Mean Deviation of 1.54, risk adjusted performance of 0.2116, and Downside Deviation of 2.22 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Magellan Aerospace holds a performance score of 18. The company secures a Beta (Market Risk) of 0.73, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Magellan Aerospace's returns are expected to increase less than the market. However, during the bear market, the loss of holding Magellan Aerospace is expected to be smaller as well. Please check Magellan Aerospace's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Magellan Aerospace's current price movements will revert.
Auto-correlation | -0.47 |
Modest reverse predictability
Magellan Aerospace has modest reverse predictability. Overlapping area represents the amount of predictability between Magellan Aerospace time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Magellan Aerospace price movement. The serial correlation of -0.47 indicates that about 47.0% of current Magellan Aerospace price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.92 |
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Other Information on Investing in Magellan Pink Sheet
Magellan Aerospace financial ratios help investors to determine whether Magellan Pink Sheet 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 Magellan with respect to the benefits of owning Magellan Aerospace security.