Mbia Inc Stock Market Value
| MBI Stock | USD 6.88 0.15 2.13% |
| Symbol | MBIA |
MBIA Inc Price To Book Ratio
Is Property & Casualty Insurance space 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 MBIA. If investors know MBIA 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 MBIA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (11.19) | Revenue Per Share (0.28) | Quarterly Revenue Growth (0.44) | Return On Assets (0.07) |
The market value of MBIA Inc is measured differently than its book value, which is the value of MBIA that is recorded on the company's balance sheet. Investors also form their own opinion of MBIA's value that differs from its market value or its book value, called intrinsic value, which is MBIA'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 MBIA's market value can be influenced by many factors that don't directly affect MBIA'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 MBIA's value and its price as these two are different measures arrived at by different means. Investors typically determine if MBIA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MBIA'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.
MBIA '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 MBIA'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 MBIA.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in MBIA on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding MBIA Inc or generate 0.0% return on investment in MBIA over 30 days. MBIA is related to or competes with Assured Guaranty, AMERISAFE, Enact Holdings, ICC Holdings, MGIC Investment, NMI Holdings, and Essent. MBIA Inc. provides financial guarantee insurance services to public finance markets More
MBIA 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 MBIA'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 MBIA Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.2197 | |||
| Maximum Drawdown | 22.1 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 7.12 |
MBIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MBIA's standard deviation. In reality, there are many statistical measures that can use MBIA historical prices to predict the future MBIA's volatility.| Risk Adjusted Performance | 0.2003 | |||
| Jensen Alpha | 0.7848 | |||
| Total Risk Alpha | 0.3857 | |||
| Sortino Ratio | 0.2903 | |||
| Treynor Ratio | 0.47 |
MBIA Inc Backtested Returns
MBIA is slightly risky given 3 months investment horizon. MBIA Inc has Sharpe Ratio of 0.24, which conveys that the company had a 0.24% return per unit of volatility over the last 3 months. We have analyzed twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use MBIA Inc Mean Deviation of 2.9, market risk adjusted performance of 0.48, and Downside Deviation of 3.22 to evaluate company specific risk that cannot be diversified away. MBIA holds a performance score of 18 on a scale of zero to a hundred. The firm secures a Beta (Market Risk) of 2.25, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, MBIA will likely underperform. Use MBIA Inc total risk alpha, expected short fall, price action indicator, as well as the relationship between the value at risk and daily balance of power , to analyze future returns on MBIA Inc.
Auto-correlation | 0.73 |
Good predictability
MBIA Inc has good predictability. Overlapping area represents the amount of predictability between MBIA time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 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 MBIA Inc price movement. The serial correlation of 0.73 indicates that around 73.0% of current MBIA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.69 |
MBIA Inc lagged returns against current returns
Autocorrelation, which is MBIA 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 MBIA's stock expected returns. We can calculate the autocorrelation of MBIA returns to help us make a trade decision. For example, suppose you find that MBIA 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MBIA 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 MBIA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MBIA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MBIA stock over time.
Current vs Lagged Prices |
| Timeline |
MBIA Lagged Returns
When evaluating MBIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MBIA stock have on its future price. MBIA 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, MBIA autocorrelation shows the relationship between MBIA stock current value and its past values and can show if there is a momentum factor associated with investing in MBIA Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether MBIA Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MBIA's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mbia Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mbia Inc Stock:Check out MBIA Correlation, MBIA Volatility and MBIA Alpha and Beta module to complement your research on MBIA. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
MBIA 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.