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This is a Quantitative Study study.

Evaluating the Effectiveness of Financial Distress Prediction Models in the Property and Real Estate Sector

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Quantitative analysis shows financial distress prediction models differ significantly, with emerging market contexts influencing performance.

Financial distress prediction models show significant accuracy differences, with logistic regression as a key approach.
The Zmijewski X-Score achieved the highest accuracy at 79%, indicating its effectiveness in volatile conditions.
Descriptive statistics and rigorous tests were employed for analysis using data from 30 IDX-listed firms from 2020 to 2024.
Findings stress the importance of continuous validation of models in emerging markets to maintain financial stability.

Setiawan et al. (2025) studied this question.

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Quantitative analysis shows financial distress prediction models differ significantly, with emerging market contexts influencing performance.