Msad Insurance Group Stock Market Value
| MSADF Stock | USD 26.48 0.31 1.18% |
| Symbol | MSAD |
MSAD Insurance '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 MSAD Insurance'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 MSAD Insurance.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in MSAD Insurance on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding MSAD Insurance Group or generate 0.0% return on investment in MSAD Insurance over 90 days. MSAD Insurance is related to or competes with Fairfax Financial, Intact Financial, Talanx AG, Dai-ichi Life, Sompo Holdings, Brookfield Asset, and Swedbank. MSAD Insurance Group Holdings, Inc., an insurance holding company, provides insurance and financial services worldwide More
MSAD Insurance 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 MSAD Insurance'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 MSAD Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.49 | |||
| Information Ratio | 0.0627 | |||
| Maximum Drawdown | 17.82 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 7.33 |
MSAD Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSAD Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSAD Insurance's standard deviation. In reality, there are many statistical measures that can use MSAD Insurance historical prices to predict the future MSAD Insurance's volatility.| Risk Adjusted Performance | 0.0647 | |||
| Jensen Alpha | 0.2455 | |||
| Total Risk Alpha | 0.0879 | |||
| Sortino Ratio | 0.0664 | |||
| Treynor Ratio | 0.4231 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSAD Insurance's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MSAD Insurance March 4, 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 | 0.0647 | |||
| Market Risk Adjusted Performance | 0.4331 | |||
| Mean Deviation | 2.53 | |||
| Semi Deviation | 2.63 | |||
| Downside Deviation | 3.49 | |||
| Coefficient Of Variation | 1328.15 | |||
| Standard Deviation | 3.7 | |||
| Variance | 13.72 | |||
| Information Ratio | 0.0627 | |||
| Jensen Alpha | 0.2455 | |||
| Total Risk Alpha | 0.0879 | |||
| Sortino Ratio | 0.0664 | |||
| Treynor Ratio | 0.4231 | |||
| Maximum Drawdown | 17.82 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 7.33 | |||
| Downside Variance | 12.2 | |||
| Semi Variance | 6.92 | |||
| Expected Short fall | (4.25) | |||
| Skewness | 0.6619 | |||
| Kurtosis | 1.1 |
MSAD Insurance Group Backtested Returns
MSAD Insurance appears to be not too volatile, given 3 months investment horizon. MSAD Insurance Group retains Efficiency (Sharpe Ratio) of 0.0797, which conveys that the firm had a 0.0797 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for MSAD Insurance, which you can use to evaluate the volatility of the firm. Please exercise MSAD Insurance's Mean Deviation of 2.53, market risk adjusted performance of 0.4331, and Downside Deviation of 3.49 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MSAD Insurance holds a performance score of 6. The company owns a Beta (Systematic Risk) of 0.64, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MSAD Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSAD Insurance is expected to be smaller as well. Please check MSAD Insurance's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether MSAD Insurance's current price history will revert.
Auto-correlation | 0.14 |
Insignificant predictability
MSAD Insurance Group has insignificant predictability. Overlapping area represents the amount of predictability between MSAD Insurance time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 MSAD Insurance Group price movement. The serial correlation of 0.14 indicates that less than 14.0% of current MSAD Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.14 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
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Other Information on Investing in MSAD Pink Sheet
MSAD Insurance financial ratios help investors to determine whether MSAD 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 MSAD with respect to the benefits of owning MSAD Insurance security.