Morgan Stanley China Fund Market Value
| CAF Fund | USD 12.49 0.07 0.56% |
| Symbol | Morgan |
Morgan Stanley '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 Morgan Stanley's fund 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 Morgan Stanley.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Morgan Stanley on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley China or generate 0.0% return on investment in Morgan Stanley over 180 days. Morgan Stanley is related to or competes with Central Europe, Morgan Stanley, Ashmore Group, Nuveen Missouri, China Fund, Gabelli MultiMedia, and Cion Investment. Morgan Stanley China A Share Fund, Inc. is a closed ended equity mutual fund launched and managed by Morgan Stanley Inve... More
Morgan Stanley 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 Morgan Stanley's fund 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 Morgan Stanley China upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.72 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 19.41 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 4.81 |
Morgan Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Stanley's standard deviation. In reality, there are many statistical measures that can use Morgan Stanley historical prices to predict the future Morgan Stanley's volatility.| Risk Adjusted Performance | 0.0438 | |||
| Jensen Alpha | 0.1502 | |||
| Total Risk Alpha | (0.34) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.61) |
Morgan Stanley China Backtested Returns
At this point, Morgan Stanley is not too volatile. Morgan Stanley China has Sharpe Ratio of 0.0508, which conveys that the entity had a 0.0508% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the fund. Please verify Morgan Stanley's Risk Adjusted Performance of 0.0438, mean deviation of 1.81, and Downside Deviation of 2.72 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The fund secures a Beta (Market Risk) of -0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Morgan Stanley are expected to decrease at a much lower rate. During the bear market, Morgan Stanley is likely to outperform the market.
Auto-correlation | -0.53 |
Good reverse predictability
Morgan Stanley China has good reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Morgan Stanley China price movement. The serial correlation of -0.53 indicates that about 53.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.53 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.91 |
Morgan Stanley China lagged returns against current returns
Autocorrelation, which is Morgan Stanley fund'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 Morgan Stanley's fund expected returns. We can calculate the autocorrelation of Morgan Stanley returns to help us make a trade decision. For example, suppose you find that Morgan Stanley has exhibited high autocorrelation historically, and you observe that the fund 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 |
Morgan Stanley 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 Morgan Stanley fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley fund over time.
Current vs Lagged Prices |
| Timeline |
Morgan Stanley Lagged Returns
When evaluating Morgan Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Stanley fund have on its future price. Morgan Stanley 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, Morgan Stanley autocorrelation shows the relationship between Morgan Stanley fund current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley China.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Morgan Fund
Morgan Stanley financial ratios help investors to determine whether Morgan 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.
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