MORGAN's market value is the price at which a share of MORGAN trades on an exchange. It measures the collective expectations of MORGAN STANLEY investors about the bond's future performance. 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 over a given investment horizon. Check out MORGAN Correlation, MORGAN Volatility and MORGAN Alpha and Beta module to complement your research on MORGAN.
Please note, there is a significant difference between MORGAN's value and its price as these two are different measures arrived at by different means. Investors typically determine if MORGAN is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MORGAN'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 '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.
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 upside and downside potential and time the market with a certain degree of confidence.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as MORGAN. Your research has to be compared to or analyzed against MORGAN's peers to derive any actionable benefits. When done correctly, MORGAN's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in MORGAN STANLEY.
MORGAN STANLEY Backtested Returns
MORGAN STANLEY has Sharpe Ratio of -0.0927, which conveys that the entity had a -0.0927% 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 mean deviation of 0.2538, and Risk Adjusted Performance of (0.03) to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of -0.0106, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MORGAN are expected to decrease at a much lower rate. During the bear market, MORGAN is likely to outperform the market.
Auto-correlation
0.30
Below average predictability
MORGAN STANLEY has below average predictability. Overlapping area represents the amount of predictability between MORGAN time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th 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 0.3 indicates that nearly 30.0% of current MORGAN price fluctuation can be explain by its past prices.
Correlation Coefficient
0.3
Spearman Rank Test
0.27
Residual Average
0.0
Price Variance
0.01
MORGAN STANLEY 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.
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.
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.