MSCI (Germany) Performance
| 3HM Stock | EUR 518.00 2.00 0.38% |
The company owns a Beta (Systematic Risk) of 0.24, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSCI is expected to be smaller as well. At this point, MSCI Inc has a negative expected return of -0.17%. Please make sure to verify MSCI's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if MSCI Inc performance from the past will be repeated at future time.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days MSCI Inc has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest fragile performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more
| Begin Period Cash Flow | 1.4 B |
MSCI |
MSCI Relative Risk vs. Return Landscape
If you would invest 57,698 in MSCI Inc on December 19, 2024 and sell it today you would lose (5,898) from holding MSCI Inc or give up 10.22% of portfolio value over 90 days. MSCI Inc is currently producing negative expected returns and takes up 1.6463% volatility of returns over 90 trading days. Put another way, 14% of traded stocks are less volatile than MSCI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as MSCI Inc, and traders can use it to determine the average amount a MSCI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1027
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 3HM |
Estimated Market Risk
| 1.65 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.17 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MSCI is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of MSCI by adding MSCI to a well-diversified portfolio.
MSCI Fundamentals Growth
MSCI Stock prices reflect investors' perceptions of the future prospects and financial health of MSCI, and MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on MSCI Stock performance.
| Return On Asset | 0.14 | |||
| Profit Margin | 0.39 % | |||
| Operating Margin | 0.54 % | |||
| Current Valuation | 41.4 B | |||
| Shares Outstanding | 79.96 M | |||
| Price To Earning | 31.44 X | |||
| Price To Sales | 16.23 X | |||
| Revenue | 2.25 B | |||
| EBITDA | 1.36 B | |||
| Cash And Equivalents | 642.78 M | |||
| Cash Per Share | 7.59 X | |||
| Total Debt | 4.5 B | |||
| Debt To Equity | 680.30 % | |||
| Book Value Per Share | (12.61) X | |||
| Cash Flow From Operations | 1.1 B | |||
| Earnings Per Share | 10.08 X | |||
| Total Asset | 5 B | |||
About MSCI Performance
By analyzing MSCI's fundamental ratios, stakeholders can gain valuable insights into MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if MSCI has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
MSCI Inc., together with its subsidiaries, provides investment decision support tools for the clients to manage their investment processes worldwide. MSCI Inc. was founded in 1998 and is headquartered in New York, New York. MSCI INC operates under Capital Markets classification in Germany and is traded on Frankfurt Stock Exchange. It employs 3179 people.Things to note about MSCI Inc performance evaluation
Checking the ongoing alerts about MSCI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for MSCI Inc help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| MSCI Inc generated a negative expected return over the last 90 days | |
| MSCI Inc has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Over 93.0% of the company shares are owned by institutions such as pension funds |
- Analyzing MSCI's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether MSCI's stock is overvalued or undervalued compared to its peers.
- Examining MSCI's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating MSCI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of MSCI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of MSCI's stock. These opinions can provide insight into MSCI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for MSCI Stock analysis
When running MSCI's price analysis, check to measure MSCI's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MSCI is operating at the current time. Most of MSCI's value examination focuses on studying past and present price action to predict the probability of MSCI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MSCI's price. Additionally, you may evaluate how the addition of MSCI to your portfolios can decrease your overall portfolio volatility.
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