Morgan Stanley (Brazil) Market Value
| MSBR34 Stock | BRL 154.06 4.77 3.20% |
| 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.
| 06/28/2024 |
| 12/25/2024 |
If you would invest 0.00 in Morgan Stanley on June 28, 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 180 days. Morgan Stanley is related to or competes with Charles Schwab, Goldman Sachs, Banco BTG, Nomura Holdings, and Xp. 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.
| Downside Deviation | 1.87 | |||
| Information Ratio | 0.2042 | |||
| Maximum Drawdown | 17.57 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 4.14 |
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 | 0.1843 | |||
| Jensen Alpha | 0.5484 | |||
| Total Risk Alpha | 0.4406 | |||
| Sortino Ratio | 0.2764 | |||
| Treynor Ratio | 10.23 |
Morgan Stanley Backtested Returns
Morgan Stanley appears to be very steady, given 3 months investment horizon. Morgan Stanley has Sharpe Ratio of 0.21, which conveys that the firm had a 0.21% return per unit of risk over the last 3 months. By analyzing Morgan Stanley's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please exercise Morgan Stanley's Downside Deviation of 1.87, mean deviation of 1.82, and Risk Adjusted Performance of 0.1843 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 16. The company secures a Beta (Market Risk) of 0.0538, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Morgan Stanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morgan Stanley is expected to be smaller as well. Please check Morgan Stanley's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Morgan Stanley's current price movements will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
Morgan Stanley has very weak reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 28th of June 2024 to 26th of September 2024 and 26th of September 2024 to 25th of December 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 price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 243.35 |
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 |
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.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 information on how to trade Morgan Stock refer to our How to Trade Morgan Stock guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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.