Msci Inc Stock Market Value
| MSCI Stock | USD 464.65 18.65 4.18% |
| Symbol | MSCI |
MSCI Inc Price To Book Ratio
Is MSCI's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of MSCI. If investors know MSCI will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about MSCI listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.902 | Dividend Share 5.52 | Earnings Share 14.37 | Revenue Per Share 31.826 | Quarterly Revenue Growth 0.198 |
The market value of MSCI Inc is measured differently than its book value, which is the value of MSCI that is recorded on the company's balance sheet. Investors also form their own opinion of MSCI's value that differs from its market value or its book value, called intrinsic value, which is MSCI's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MSCI's market value can be influenced by many factors that don't directly affect MSCI's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MSCI's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSCI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSCI'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.
MSCI '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 MSCI'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 MSCI.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in MSCI on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding MSCI Inc or generate 0.0% return on investment in MSCI over 30 days. MSCI is related to or competes with Dun Bradstreet, Intercontinental, Nasdaq, and CME. MSCI Inc., together with its subsidiaries, provides investment decision support tools for the clients to manage their in... More
MSCI 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 MSCI'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 MSCI Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 13.22 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 1.81 |
MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCI's standard deviation. In reality, there are many statistical measures that can use MSCI historical prices to predict the future MSCI's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (1.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSCI's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MSCI Inc Backtested Returns
MSCI Inc retains Efficiency (Sharpe Ratio) of -0.0917, which conveys that the firm had a -0.0917% return per unit of risk over the last 3 months. MSCI exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MSCI's Coefficient Of Variation of (725.77), market risk adjusted performance of (1.58), and Mean Deviation of 1.34 to check out the risk estimate we provide. The company owns a Beta (Systematic Risk) of 0.21, 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. MSCI Inc has an expected return of -0.23%. Please make sure to verify MSCI Inc potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if MSCI Inc performance from the past will be repeated at future time.
Auto-correlation | 0.10 |
Insignificant predictability
MSCI Inc has insignificant predictability. Overlapping area represents the amount of predictability between MSCI time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 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 MSCI Inc price movement. The serial correlation of 0.1 indicates that less than 10.0% of current MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 682.92 |
MSCI Inc lagged returns against current returns
Autocorrelation, which is MSCI 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 MSCI's stock expected returns. We can calculate the autocorrelation of MSCI returns to help us make a trade decision. For example, suppose you find that MSCI 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 |
MSCI 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 MSCI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCI stock over time.
Current vs Lagged Prices |
| Timeline |
MSCI Lagged Returns
When evaluating MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCI stock have on its future price. MSCI 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, MSCI autocorrelation shows the relationship between MSCI stock current value and its past values and can show if there is a momentum factor associated with investing in MSCI Inc.
Regressed Prices |
| Timeline |
MSCI Investors Sentiment
The influence of MSCI's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in MSCI. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to MSCI's public news can be used to forecast risks associated with an investment in MSCI. The trend in average sentiment can be used to explain how an investor holding MSCI can time the market purely based on public headlines and social activities around MSCI Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
MSCI's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for MSCI's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average MSCI's news discussions. The higher the estimated score, the more favorable is the investor's outlook on MSCI.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards MSCI in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, MSCI's short interest history, or implied volatility extrapolated from MSCI options trading.
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Try AI Portfolio ArchitectCheck out MSCI Correlation, MSCI Volatility and MSCI Alpha and Beta module to complement your research on MSCI. Note that the MSCI Inc information on this page should be used as a complementary analysis to other MSCI's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
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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