Morgan Stanley (Germany) Market Value
| DWD Stock | EUR 121.42 1.44 1.17% |
| 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 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.
| 12/07/2024 |
| 01/06/2025 |
If you would invest 0.00 in Morgan Stanley on December 7, 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 30 days. Morgan Stanley is related to or competes with Cogent Communications, Charter Communications, Cairo Communication, COMBA TELECOM, USU Software, Check Point, and CITIC Telecom. 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.
| Downside Deviation | 1.07 | |||
| Information Ratio | 0.16 | |||
| Maximum Drawdown | 16.96 | |||
| Value At Risk | (1.62) | |||
| Potential Upside | 2.8 |
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 | 0.1441 | |||
| Jensen Alpha | 0.3821 | |||
| Total Risk Alpha | 0.3468 | |||
| Sortino Ratio | 0.3463 | |||
| Treynor Ratio | (33.21) |
Morgan Stanley Backtested Returns
Morgan Stanley appears to be very steady, given 3 months investment horizon. Morgan Stanley has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the firm. Please exercise Morgan Stanley's Risk Adjusted Performance of 0.1441, downside deviation of 1.07, and Mean Deviation of 1.28 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Morgan Stanley holds a performance score of 13. The company secures a Beta (Market Risk) of -0.0115, 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. Please check Morgan Stanley's value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to make a quick decision on whether Morgan Stanley's current price movements will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
Morgan Stanley has modest reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 7th of December 2024 to 22nd of December 2024 and 22nd of December 2024 to 6th of January 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 -0.41 indicates that just about 41.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.54 |
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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Try AI Portfolio ArchitectAdditional 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. To learn how to invest in Morgan Stock, please use our How to Invest in Morgan Stanley guide.You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
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.