MSCI (Germany) Market Value
| 3HM Stock | EUR 548.60 1.00 0.18% |
| Symbol | MSCI |
MSCI '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 MSCI's stock 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 MSCI.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in MSCI on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding MSCI Inc or generate 0.0% return on investment in MSCI over 30 days. MSCI is related to or competes with COSTCO WHOLESALE, Burlington Stores, Allegheny Technologies, Fast Retailing, and Sunny Optical. MSCI Inc., together with its subsidiaries, provides investment decision support tools for the clients to manage their in... More
MSCI 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 MSCI's stock 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 MSCI Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.64 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.95 |
MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCI's standard deviation. In reality, there are many statistical measures that can use MSCI historical prices to predict the future MSCI's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.22) |
MSCI Inc Backtested Returns
MSCI Inc retains Efficiency (Sharpe Ratio) of -0.0313, which conveys that the firm had a -0.0313 % return per unit of risk over the last 3 months. MSCI exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MSCI's Mean Deviation of 0.9738, coefficient of variation of (7,343), and Market Risk Adjusted Performance of (0.21) to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSCI is expected to be smaller as well. At this point, MSCI Inc has a negative expected return of -0.0451%. Please make sure to verify MSCI's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if MSCI Inc performance from the past will be repeated at future time.
Auto-correlation | 0.52 |
Modest predictability
MSCI Inc has modest predictability. Overlapping area represents the amount of predictability between MSCI time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MSCI Inc price movement. The serial correlation of 0.52 indicates that about 52.0% of current MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 10.18 |
MSCI Inc lagged returns against current returns
Autocorrelation, which is MSCI stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MSCI's stock expected returns. We can calculate the autocorrelation of MSCI returns to help us make a trade decision. For example, suppose you find that MSCI has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MSCI regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MSCI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCI stock over time.
Current vs Lagged Prices |
| Timeline |
MSCI Lagged Returns
When evaluating MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCI stock have on its future price. MSCI autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MSCI autocorrelation shows the relationship between MSCI stock current value and its past values and can show if there is a momentum factor associated with investing in MSCI Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in MSCI Stock
When determining whether MSCI Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Msci Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Msci Inc Stock:Check out MSCI Correlation, MSCI Volatility and MSCI Alpha and Beta module to complement your research on MSCI. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
MSCI technical stock 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, stock market cycles, or different charting patterns.