Morgan Stanley (Germany) Market Value

DWD Stock  EUR 102.80  1.10  1.06%   
Morgan Stanley's market value is the price at which a share of Morgan Stanley trades on a public exchange. It measures the collective expectations of Morgan Stanley investors about its performance. Morgan Stanley is trading at 102.80 as of the 15th of March 2025. This is a 1.06% down since the beginning of the trading day. The stock's lowest day price was 102.8.
With this module, you can estimate the performance of a buy and hold strategy of Morgan Stanley and determine expected loss or profit from investing in Morgan Stanley over a given investment horizon. Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Alpha and Beta module to complement your research on Morgan Stanley.
For more detail on how to invest in Morgan Stock please use our How to Invest in Morgan Stanley guide.
Symbol

Please note, there is a significant difference between Morgan Stanley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Morgan Stanley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morgan Stanley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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 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 Morgan Stanley.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
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If you would invest  0.00  in Morgan Stanley on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with GOLDQUEST MINING, MAG SILVER, Perseus Mining, STRAYER EDUCATION, Harmony Gold, and MINCO SILVER. Morgan Stanley, a financial holding company, provides various financial products and services to corporations, governmen... 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 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 Morgan Stanley upside and downside potential and time the market with a certain degree of confidence.

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.
Hype
Prediction
LowEstimatedHigh
5.14102.8010,383
Details
Intrinsic
Valuation
LowRealHigh
79.681,59411,874
Details

Morgan Stanley Backtested Returns

Morgan Stanley is abnormally volatile given 3 months investment horizon. Morgan Stanley has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 14.83% are justified by taking the suggested risk. Use Morgan Stanley Downside Deviation of 17.96, mean deviation of 286.29, and Risk Adjusted Performance of 0.1159 to evaluate company specific risk that cannot be diversified away. Morgan Stanley holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -300.52, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Morgan Stanley are expected to decrease by larger amounts. On the other hand, during market turmoil, Morgan Stanley is expected to outperform it. Use Morgan Stanley sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to analyze future returns on Morgan Stanley.

Auto-correlation

    
  0.16  

Very weak predictability

Morgan Stanley has very weak predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Morgan Stanley price movement. The serial correlation of 0.16 indicates that over 16.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
Correlation Coefficient0.16
Spearman Rank Test-0.69
Residual Average0.0
Price Variance56.26

Morgan Stanley lagged returns against current returns

Autocorrelation, which is Morgan Stanley 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 Morgan Stanley's stock 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 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  

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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley stock 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 stock 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 stock current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley.
   Regressed Prices   
       Timeline  

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Additional Information and Resources on Investing in Morgan Stock

When determining whether Morgan Stanley is a strong investment it is important to analyze Morgan Stanley's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Morgan Stanley's future performance. For an informed investment choice regarding Morgan Stock, refer to the following important reports:
Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Alpha and Beta module to complement your research on Morgan Stanley.
For more detail on how to invest in Morgan Stock please use our How to Invest in Morgan Stanley guide.
You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Morgan Stanley 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.
A focus of Morgan Stanley technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Morgan Stanley trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...