Mazda Motor Stock Technical Analysis
| MZDAF Stock | USD 8.11 0.00 0.00% |
As of the 28th of January, Mazda secures the Mean Deviation of 0.8409, downside deviation of 2.93, and Risk Adjusted Performance of 0.0886. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mazda Motor, as well as the relationship between them. Please verify Mazda Motor jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if Mazda Motor is priced some-what accurately, providing market reflects its recent price of 8.11 per share. Given that Mazda Motor has jensen alpha of 0.1594, we recommend you to check Mazda's last-minute market performance to make sure the company can sustain itself at a future point.
Mazda Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mazda, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MazdaMazda |
Mazda '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 Mazda'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 Mazda.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Mazda on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Mazda Motor or generate 0.0% return on investment in Mazda over 90 days. Mazda is related to or competes with TUI AG, Sime Darby, Iveco, Mitsubishi Motors, Koito Manufacturing, Berkeley Group, and Minth Group. Mazda Motor Corporation manufactures and sells passenger cars and commercial vehicles in Japan, the United States, North... More
Mazda 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 Mazda'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 Mazda Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0622 | |||
| Maximum Drawdown | 8.75 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.45 |
Mazda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mazda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mazda's standard deviation. In reality, there are many statistical measures that can use Mazda historical prices to predict the future Mazda's volatility.| Risk Adjusted Performance | 0.0886 | |||
| Jensen Alpha | 0.1594 | |||
| Total Risk Alpha | 0.0198 | |||
| Sortino Ratio | 0.0329 | |||
| Treynor Ratio | 1.89 |
Mazda January 28, 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 | 0.0886 | |||
| Market Risk Adjusted Performance | 1.9 | |||
| Mean Deviation | 0.8409 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 2.93 | |||
| Coefficient Of Variation | 882.58 | |||
| Standard Deviation | 1.55 | |||
| Variance | 2.4 | |||
| Information Ratio | 0.0622 | |||
| Jensen Alpha | 0.1594 | |||
| Total Risk Alpha | 0.0198 | |||
| Sortino Ratio | 0.0329 | |||
| Treynor Ratio | 1.89 | |||
| Maximum Drawdown | 8.75 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.45 | |||
| Downside Variance | 8.59 | |||
| Semi Variance | 1.0 | |||
| Expected Short fall | (2.16) | |||
| Skewness | 0.1251 | |||
| Kurtosis | 4.49 |
Mazda Motor Backtested Returns
Mazda appears to be not too volatile, given 3 months investment horizon. Mazda Motor has Sharpe Ratio of 0.24, which conveys that the firm had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-five technical indicators for Mazda, which you can use to evaluate the volatility of the firm. Please exercise Mazda's Downside Deviation of 2.93, risk adjusted performance of 0.0886, and Mean Deviation of 0.8409 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mazda holds a performance score of 19. The company secures a Beta (Market Risk) of 0.0876, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mazda's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mazda is expected to be smaller as well. Please check Mazda's expected short fall, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether Mazda's current price movements will revert.
Auto-correlation | 0.68 |
Good predictability
Mazda Motor has good predictability. Overlapping area represents the amount of predictability between Mazda time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 Mazda Motor price movement. The serial correlation of 0.68 indicates that around 68.0% of current Mazda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Mazda technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
Mazda Motor Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Mazda Motor across different markets.
About Mazda Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Mazda Motor on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Mazda Motor based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Mazda Motor price pattern first instead of the macroeconomic environment surrounding Mazda Motor. By analyzing Mazda's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Mazda's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Mazda specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mazda January 28, 2026 Technical Indicators
Most technical analysis of Mazda help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Mazda from various momentum indicators to cycle indicators. When you analyze Mazda charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0886 | |||
| Market Risk Adjusted Performance | 1.9 | |||
| Mean Deviation | 0.8409 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 2.93 | |||
| Coefficient Of Variation | 882.58 | |||
| Standard Deviation | 1.55 | |||
| Variance | 2.4 | |||
| Information Ratio | 0.0622 | |||
| Jensen Alpha | 0.1594 | |||
| Total Risk Alpha | 0.0198 | |||
| Sortino Ratio | 0.0329 | |||
| Treynor Ratio | 1.89 | |||
| Maximum Drawdown | 8.75 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.45 | |||
| Downside Variance | 8.59 | |||
| Semi Variance | 1.0 | |||
| Expected Short fall | (2.16) | |||
| Skewness | 0.1251 | |||
| Kurtosis | 4.49 |
Mazda January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Mazda stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | 0.00 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 8.11 | ||
| Day Typical Price | 8.11 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for Mazda Pink Sheet analysis
When running Mazda's price analysis, check to measure Mazda's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Mazda is operating at the current time. Most of Mazda's value examination focuses on studying past and present price action to predict the probability of Mazda's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mazda's price. Additionally, you may evaluate how the addition of Mazda to your portfolios can decrease your overall portfolio volatility.
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