MDA's market value is the price at which a share of MDA trades on a public exchange. It measures the collective expectations of MDA investors about its performance. MDA is trading at 21.00 as of the 28th of December 2025. This is a 6.28 percent increase since the beginning of the trading day. The stock's lowest day price was 19.9. With this module, you can estimate the performance of a buy and hold strategy of MDA and determine expected loss or profit from investing in MDA over a given investment horizon. Check out MDA Correlation, MDA Volatility and MDA Alpha and Beta module to complement your research on MDA.
Please note, there is a significant difference between MDA's value and its price as these two are different measures arrived at by different means. Investors typically determine if MDA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MDA'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.
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.
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.
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.
MDA retains Efficiency (Sharpe Ratio) of -0.0556, which conveys that the firm had a -0.0556 % return per unit of return volatility over the last 3 months. MDA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MDA's Standard Deviation of 3.75, mean deviation of 2.52, and Market Risk Adjusted Performance of (0.08) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 1.54, 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. At this point, MDA has a negative expected return of -0.21%. Please make sure to verify MDA's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if MDA performance from the past will be repeated in the future.
Auto-correlation
0.88
Very good predictability
MDA has very good predictability. Overlapping area represents the amount of predictability between MDA time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. 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 0.88 indicates that approximately 88.0% of current MDA price fluctuation can be explain by its past prices.
Correlation Coefficient
0.88
Spearman Rank Test
0.64
Residual Average
0.0
Price Variance
1.22
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.
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.