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MSCI Performance

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MSCI -- USA Stock  

Fiscal Quarter End: March 31, 2020  

On a scale of 0 to 100 MSCI holds performance score of 18. The company owns Beta (Systematic Risk) of 0.3536 which conveys that as returns on market increase, MSCI returns are expected to increase less than the market. However during bear market, the loss on holding MSCI will be expected to be smaller as well. Although it is vital to follow to MSCI existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. The philosophy in estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing MSCI technical indicators you can now evaluate if the expected return of 0.3793% will be sustainable into the future. Please exercises MSCI Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to make a quick decision on weather MSCI current price history will revert.
1818

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in MSCI are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days. Despite nearly unsteady fundamental indicators, MSCI layed out solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low169.21
Target High Price336.00
Payout Ratio38.24%
Fifty Two Week High304.57
Target Low Price258.00
Trailing Annual Dividend Yield0.84%

MSCI Relative Risk vs. Return Landscape

If you would invest  25,750  in MSCI on January 18, 2020 and sell it today you would earn a total of  6,506  from holding MSCI or generate 25.27% return on investment over 30 days. MSCI is currently generating 0.3793% of daily expected returns and assumes 1.3785% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than MSCI and 93% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
    
  Risk (%) 
Given the investment horizon of 30 days, MSCI is expected to generate 1.74 times more return on investment than the market. However, the company is 1.74 times more volatile than its market benchmark. It trades about 0.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of risk.

MSCI Market Risk Analysis

Sharpe Ratio = 0.2751
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MSCI Relative Performance Indicators

Estimated Market Risk
 1.38
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.38
  actual daily
 
 7 %
of total potential
 
77
Risk-Adjusted Return
 0.28
  actual daily
 
 18 %
of total potential
 
1818
Based on monthly moving average MSCI is performing at about 18% of its full potential. 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 it to a well-diversified portfolio.

MSCI Alerts

Equity Alerts and Improvement Suggestions

MSCI has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Over 95.0% of the company shares are owned by institutional investors
Latest headline from MacroaxisInsider: Payment of 2122 shares by Retelny Gary of MSCI subject to Rule 16b-3

MSCI Dividends

MSCI Dividends Analysis

Check MSCI dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Additionally see Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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