Morgan Stanley Mutual Fund Forecast - Naive Prediction
MABCX Fund | USD 10.09 0.00 0.00% |
The Naive Prediction forecasted value of Morgan Stanley Institutional on the next trading day is expected to be 10.06 with a mean absolute deviation of 0.05 and the sum of the absolute errors of 3.34. Morgan Mutual Fund Forecast is based on your current time horizon.
Morgan |
Morgan Stanley Naive Prediction Price Forecast For the 30th of December
Given 90 days horizon, the Naive Prediction forecasted value of Morgan Stanley Institutional on the next trading day is expected to be 10.06 with a mean absolute deviation of 0.05, mean absolute percentage error of 0.01, and the sum of the absolute errors of 3.34.Please note that although there have been many attempts to predict Morgan Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Morgan Stanley's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Morgan Stanley Mutual Fund Forecast Pattern
Backtest Morgan Stanley | Morgan Stanley Price Prediction | Buy or Sell Advice |
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Morgan Stanley mutual fund data series using in forecasting. Note that when a statistical model is used to represent Morgan Stanley mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.AIC | Akaike Information Criteria | 112.9133 |
Bias | Arithmetic mean of the errors | None |
MAD | Mean absolute deviation | 0.0547 |
MAPE | Mean absolute percentage error | 0.0055 |
SAE | Sum of the absolute errors | 3.3376 |
Predictive Modules for Morgan Stanley
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Morgan Stanley Insti. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley'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.
Morgan Stanley Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Morgan Stanley mutual fund to make a market-neutral strategy. Peer analysis of Morgan Stanley could also be used in its relative valuation, which is a method of valuing Morgan Stanley by comparing valuation metrics with similar companies.
Risk & Return | Correlation |
Morgan Stanley Market Strength Events
Market strength indicators help investors to evaluate how Morgan Stanley mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Morgan Stanley shares will generate the highest return on investment. By undertsting and applying Morgan Stanley mutual fund market strength indicators, traders can identify Morgan Stanley Institutional entry and exit signals to maximize returns.
Morgan Stanley Risk Indicators
The analysis of Morgan Stanley's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Morgan Stanley's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting morgan mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Mean Deviation | 0.4492 | |||
Semi Deviation | 0.3223 | |||
Standard Deviation | 0.6288 | |||
Variance | 0.3953 | |||
Downside Variance | 0.4285 | |||
Semi Variance | 0.1039 | |||
Expected Short fall | (0.77) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Morgan Mutual Fund
Morgan Stanley financial ratios help investors to determine whether Morgan Mutual Fund 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 Morgan with respect to the benefits of owning Morgan Stanley security.
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format |