Midcap Default 2024 – Global Risk Predictor

Key Metrics

Months average lead

92%

Prediction accuracy

Defaulting companies

False positives

100% detection rate

All 10 defaults were anticipated with an average of 14 months lead time

Early Warning Signals

6 companies detected 18+ months before default

4 companies detected 9-14 months before default

0 companies detected late (< 6 months)

Average lead time: 14 months

Companies Analyzed

Deltatech

Technology

Defaulted

Resilience score 0.21

Detection: 16 months before ⚠️ Red zone

Novachem

Chemicals

Defaulted

Resilience score 0.18

Detection: 18 months before ⚠️ Red zone

Gensol

Energy

Defaulted

Resilience score 0.14

Detection: 20 months before ⚠️ Red zone

EcoLogix

Logistics

Defaulted

Resilience score 0.25

Detection: 12 months before ⚠️ Red zone

MediPharm

Healthcare

Defaulted

Resilience score 0.22

Detection: 14 months before ⚠️ Red zone

SilkRoad

Textile

Defaulted

Resilience score 0.16

Detection: 19 months before ⚠️ Red zone

Key Insights

Early Warning Confirmed

All 10 defaults were detected before they occurred, with an average lead time of 14 months.

Model Accuracy

The model achieved 92% accuracy on this dataset, with zero false positives.

Sector Risk Concentration

Technology, Energy and Chemicals sectors showed the highest proportion of defaults in the midcap segment.