Mda Stock Market Value
| MDALF Stock | USD 25.72 1.02 4.13% |
| 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.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in MDA on November 17, 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 90 days. MDA is related to or competes with Lisi SA, Chemring Group, Chemring Group, Técnicas 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 | 3.04 | |||
| Information Ratio | 0.1823 | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | (5.15) | |||
| Potential Upside | 6.28 |
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 | 0.1695 | |||
| Jensen Alpha | 0.7826 | |||
| Total Risk Alpha | 0.4802 | |||
| Sortino Ratio | 0.2334 | |||
| Treynor Ratio | (3.44) |
MDA February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1695 | |||
| Market Risk Adjusted Performance | (3.43) | |||
| Mean Deviation | 2.93 | |||
| Semi Deviation | 2.55 | |||
| Downside Deviation | 3.04 | |||
| Coefficient Of Variation | 499.29 | |||
| Standard Deviation | 3.89 | |||
| Variance | 15.14 | |||
| Information Ratio | 0.1823 | |||
| Jensen Alpha | 0.7826 | |||
| Total Risk Alpha | 0.4802 | |||
| Sortino Ratio | 0.2334 | |||
| Treynor Ratio | (3.44) | |||
| Maximum Drawdown | 21.07 | |||
| Value At Risk | (5.15) | |||
| Potential Upside | 6.28 | |||
| Downside Variance | 9.24 | |||
| Semi Variance | 6.48 | |||
| Expected Short fall | (3.57) | |||
| Skewness | 0.8492 | |||
| Kurtosis | 1.91 |
MDA Backtested Returns
MDA appears to be not too volatile, given 3 months investment horizon. MDA retains Efficiency (Sharpe Ratio) of 0.24, which conveys that the firm had a 0.24 % return per unit of return volatility over the last 3 months. By inspecting MDA's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please exercise MDA's Mean Deviation of 2.93, market risk adjusted performance of (3.43), and Downside Deviation of 3.04 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MDA holds a performance score of 18. The company owns a Beta (Systematic Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MDA are expected to decrease at a much lower rate. During the bear market, MDA is likely to outperform the market. Please check MDA's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether MDA's current price history will revert.
Auto-correlation | 0.65 |
Good predictability
MDA has good predictability. Overlapping area represents the amount of predictability between MDA time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 0.65 indicates that roughly 65.0% of current MDA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 9.22 |
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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.