Mda Stock Market Value
| MDALF Stock | USD 26.08 3.39 14.94% |
| Symbol | MDA |
MDA '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 MDA'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 MDA.
| 12/18/2025 |
| 01/17/2026 |
If you would invest 0.00 in MDA on December 18, 2025 and sell it all today you would earn a total of 0.00 from holding MDA or generate 0.0% return on investment in MDA over 30 days. MDA is related to or competes with Lisi SA, Chemring Group, Chemring Group, Tcnicas Reunidas, Austal, Tav Havalimanlari, and Chiyoda Corp. MDA Ltd. designs, manufactures, and services space robotics, satellite systems and components, and intelligence systems ... More
MDA 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 MDA'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 MDA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 18.67 | |||
| Value At Risk | (5.38) | |||
| Potential Upside | 5.84 |
MDA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MDA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MDA's standard deviation. In reality, there are many statistical measures that can use MDA historical prices to predict the future MDA's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.49) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0448 |
MDA Backtested Returns
At this point, MDA is somewhat reliable. MDA retains Efficiency (Sharpe Ratio) of 0.0374, which conveys that the firm had a 0.0374 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for MDA, which you can use to evaluate the volatility of the firm. Please verify MDA's Market Risk Adjusted Performance of 0.0548, mean deviation of 2.81, and Downside Deviation of 4.13 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. MDA has a performance score of 2 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 1.53, 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, MDA will likely underperform. MDA at this time owns a risk of 4.35%. Please verify MDA treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if MDA will be following its current price history.
Auto-correlation | 0.43 |
Average predictability
MDA has average predictability. Overlapping area represents the amount of predictability between MDA time series from 18th of December 2025 to 2nd of January 2026 and 2nd of January 2026 to 17th 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 MDA price movement. The serial correlation of 0.43 indicates that just about 43.0% of current MDA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.92 |
MDA lagged returns against current returns
Autocorrelation, which is MDA pink sheet'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 MDA's pink sheet expected returns. We can calculate the autocorrelation of MDA returns to help us make a trade decision. For example, suppose you find that MDA has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
MDA 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 MDA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MDA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MDA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MDA Lagged Returns
When evaluating MDA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MDA pink sheet have on its future price. MDA 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, MDA autocorrelation shows the relationship between MDA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MDA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in MDA Pink Sheet
MDA financial ratios help investors to determine whether MDA 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 MDA with respect to the benefits of owning MDA security.