Final answer:
An HDG DATA INVLD message on the FMA indicates invalid or unreliable heading data, often due to a navigation system malfunction.
Step-by-step explanation:
An HDG DATA INVLD message on the Flight Mode Annunciator (FMA) typically indicates that the heading data being supplied to the autopilot or flight control system is considered invalid or unreliable. This could be due to a failure or malfunction in the aircraft's navigation systems, such as the Attitude and Heading Reference System (AHRS) or the flux valve that feeds magnetic heading information to the system. Pilots encountering this message would usually refer to their standard operating procedures, which may involve switching to an alternate navigation source or manually flying the aircraft if necessary.