MBIA Inc Stock Market Value
| MBI Stock | USD 6.18 0.08 1.31% |
| Symbol | MBIA |
MBIA Inc's market price can diverge from book value, the accounting figure shown on MBIA's balance sheet. MBIA's market capitalization is 290.83 million. With a P/B ratio of 3.52, the market values MBIA well above its book equity. Enterprise value (TTM) stands at 3.6 billion. Intrinsic value represents an estimate of underlying worth and can differ from both market price and book value.
Value and price for MBIA are related but not identical, and they can diverge across cycles. For MBIA, key inputs include a P/B ratio of 3.52, a profit margin of -1.82%, and revenue of 80 million.
What-If Analysis
Historical what-if analysis for MBIA Inc is useful because it converts abstract timing questions into a structured review of past performance under changing entry and holding periods. In practice, this review tests whether MBIA's historical reward profile was stable enough to support the current thesis.
| 02/12/2026 |
| 05/13/2026 |
An initial 0.00 allocation to MBIA on February 12, 2026 held through today would generate 0.00 in net return. The change equals a 0.0% return on investment in MBIA for the period over a 90 day window. MBIA is grouped with peers such as James River, Selectquote, Runway Growth, Sound Point, US Century, and MVB Financial based on business similarity. MBIA Inc. provides financial guarantee insurance services to public finance markets More
Momentum Range Indicators for MBIA Overview
Recent price range behavior for MBIA is summarized through upside and downside momentum indicators. The indicators measure how close price sits to the upper or lower boundary of its recent range.
| Downside Deviation | 2.97 | |||
| Information Ratio | 0.0256 | |||
| Maximum Drawdown | 16.49 | |||
| Value At Risk | -3.70 | |||
| Potential Upside | 4.12 |
MBIA Volatility and Risk Indicators Signals
MBIA's risk profile is reflected through volatility and return variability measures. Drawdown depth and frequency distinguish between volatile-but-recoverable and structurally declining price behavior.| Risk Adjusted Performance | 0.0267 | |||
| Jensen Alpha | 0.0722 | |||
| Total Risk Alpha | 0.1099 | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | 0.0461 |
Tracking mean reversion in MBIA centers on spotting price extremes that have drifted well away from the historical norm. High prices relative to historical norms contrast with unusually low prices, where recovery expectations may emerge. Mean reversion in MBIA is the opposite of trend following: it bets on reversals rather than riding momentum.
Technical Indicators
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| Math Transform | ||
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| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0267 | |||
| Market Risk Adjusted Performance | 0.0561 | |||
| Mean Deviation | 2.03 | |||
| Semi Deviation | 2.82 | |||
| Downside Deviation | 2.97 | |||
| Coefficient Of Variation | 4513.59 | |||
| Standard Deviation | 2.75 | |||
| Variance | 7.54 | |||
| Information Ratio | 0.0256 | |||
| Jensen Alpha | 0.0722 | |||
| Total Risk Alpha | 0.1099 | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | 0.0461 | |||
| Maximum Drawdown | 16.49 | |||
| Value At Risk | -3.70 | |||
| Potential Upside | 4.12 | |||
| Downside Variance | 8.85 | |||
| Semi Variance | 7.93 | |||
| Expected Short fall | -2.13 | |||
| Skewness | -0.60 | |||
| Kurtosis | 2.86 |
MBIA Inc Backtested Returns
MBIA reflects a slightly elevated risk exposure within the chosen horizon. It maintains a Sharpe Ratio (Efficiency) of 0.0222, representing adjusted performance consistency. We identified thirty technical indicators influencing the company's volatility profile. Please evaluate metrics such as mean deviation of 2.03, downside deviation of 2.97, and market risk-adjusted performance of 0.0561 to verify consistency between risk and return assumptions. MBIA has a performance score of 1 on a scale of 0 to 100. The firm maintains a Beta (Market Sensitivity) of 1.1, which attests to elevated sensitivity to broad market movements. MBIA tracks the broader market closely, rising and falling roughly in step with the benchmark. MBIA Inc at this time maintains a risk of 2.75%.
Auto-correlation | 0.03 |
Virtually no predictability
MBIA Inc shows virtually no predictability when comparing price series from 12th of February 2026 to 29th of March 2026 against from 29th of March 2026 to 13th of May 2026. A strong serial relationship would imply that MBIA's recent trajectory contains information about its near-term direction. With a serial correlation of 0.03, only 3.0% of MBIA's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |