Morgan Stanley Backtesting

TLGUX -- USA Fund  

0.77498 Dividend

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Morgan Stanley Pathway Funds and determine expected loss or profit from investing in Morgan Stanley over given investment horizon. Also please take a look at Morgan Stanley Hype Analysis, Morgan Stanley Correlation, Portfolio Optimization, Morgan Stanley Volatility as well as analyze Morgan Stanley Alpha and Beta and Morgan Stanley Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Morgan Stanley 'What if' Analysis

September 13, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
December 12, 2019
0.00
If you would invest  0.00  in Morgan Stanley on September 13, 2019 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley Pathway Funds or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with Vanguard Index, Vanguard 500, Vanguard Institutional, Vanguard Index, Vanguard Total, Vanguard 500, and Vanguard Institutional. The fund normally invests at least 80 percent of its net assets in the equity securities of large capitalization compani...

Morgan Stanley Upside/Downside Indicators

Information Ratio(0.06)
Maximum Drawdown5.4
Value At Risk(1.61)
Potential Upside1.24

Morgan Stanley Market Premium Indicators

Risk Adjusted Performance2.0E-4
Jensen Alpha(0.031072)
Total Risk Alpha(0.1)
Treynor Ratio(0.06)

Morgan Stanley Pathway Backtested Returns

Macroaxis considers Morgan Stanley to be not too volatile. Morgan Stanley Pathway has Sharpe Ratio of -0.0073 which conveys that the entity had -0.0073% of return per unit of risk over the last 3 months. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Morgan Stanley exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Morgan Stanley Pathway Funds Risk Adjusted Performance of 2.0E-4 and Mean Deviation of 0.638 to check out risk estimate we provide. The fund secures Beta (Market Risk) of 0.3002 which conveys that as returns on market increase, Morgan Stanley returns are expected to increase less than the market. However during bear market, the loss on holding Morgan Stanley will be expected to be smaller as well. Even though it is essential to pay attention to Morgan Stanley Pathway price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Morgan Stanley exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.25) 
correlation synergy

Weak reverse predictability

Morgan Stanley Pathway Funds has weak reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from September 13, 2019 to October 28, 2019 and October 28, 2019 to December 12, 2019. 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 Pathway price movement. The serial correlation of -0.25 indicates that over 25.0% of current Morgan Stanley price fluctuation can be explain by its past prices. Given that Morgan Stanley Pathway Funds has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Morgan Stanley for similar time interval.
Correlation Coefficient-0.25
Spearman Rank Test0.02
Residual Average0.0
Price Variance0.04

Morgan Stanley Pathway lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Morgan Stanley regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Morgan Stanley Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TLGUX

Morgan Stanley Pathway Investor Sentiment

Most of Macroaxis users are at this time bullish on Morgan Stanley Pathway Funds. What is your trading attitude regarding investing in Morgan Stanley Pathway Funds? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Also please take a look at Morgan Stanley Hype Analysis, Morgan Stanley Correlation, Portfolio Optimization, Morgan Stanley Volatility as well as analyze Morgan Stanley Alpha and Beta and Morgan Stanley Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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