MORGAN STANLEY MTN Market Value
| 6174468Q5 | 93.05 5.91 5.97% |
| Symbol | MORGAN |
MORGAN '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's bond 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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in MORGAN on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding MORGAN STANLEY MTN or generate 0.0% return on investment in MORGAN over 30 days. MORGAN is related to or competes with Papaya Growth, Cedar Realty, Marfrig Global, Equinix, FitLife Brands,, Stepstone, and SEI Investments. More
MORGAN 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's bond 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 MTN upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (0.16) | |||
| Potential Upside | 0.3042 |
MORGAN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MORGAN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MORGAN's standard deviation. In reality, there are many statistical measures that can use MORGAN historical prices to predict the future MORGAN's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.62) |
MORGAN STANLEY MTN Backtested Returns
MORGAN STANLEY MTN has Sharpe Ratio of -0.11, which conveys that the entity had a -0.11% return per unit of volatility over the last 3 months. MORGAN exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MORGAN's risk adjusted performance of (0.07), and Mean Deviation of 0.3096 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.14, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MORGAN's returns are expected to increase less than the market. However, during the bear market, the loss of holding MORGAN is expected to be smaller as well.
Auto-correlation | -0.16 |
Insignificant reverse predictability
MORGAN STANLEY MTN has insignificant reverse predictability. Overlapping area represents the amount of predictability between MORGAN time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 MTN price movement. The serial correlation of -0.16 indicates that over 16.0% of current MORGAN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 2.74 |
MORGAN STANLEY MTN lagged returns against current returns
Autocorrelation, which is MORGAN bond'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's bond expected returns. We can calculate the autocorrelation of MORGAN returns to help us make a trade decision. For example, suppose you find that MORGAN has exhibited high autocorrelation historically, and you observe that the bond 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 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MORGAN bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MORGAN bond over time.
Current vs Lagged Prices |
| Timeline |
MORGAN Lagged Returns
When evaluating MORGAN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MORGAN bond have on its future price. MORGAN 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 autocorrelation shows the relationship between MORGAN bond current value and its past values and can show if there is a momentum factor associated with investing in MORGAN STANLEY MTN.
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.Other Information on Investing in MORGAN Bond
MORGAN financial ratios help investors to determine whether MORGAN Bond 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 security.