Morgan Stanley Etf Market Value
| EVSB Etf | 50.96 0.00 0.00% |
| Symbol | Morgan |
Investors evaluate Morgan Stanley ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Morgan Stanley's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. External factors like market trends, sector rotation, and investor psychology can cause Morgan Stanley's market price to deviate significantly from intrinsic value.
It's important to distinguish between Morgan Stanley's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Morgan Stanley should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Morgan Stanley's market price signifies the transaction level at which participants voluntarily complete trades.
Morgan Stanley '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 Stanley's etf 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 Stanley.
| 11/04/2025 |
| 02/02/2026 |
If you would invest 0.00 in Morgan Stanley on November 4, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley ETF or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with Xtrackers Short, BNY Mellon, Thornburg International, IShares MSCI, OneAscent International, Fidelity Emerging, and Aptus Drawdown. Morgan Stanley is entity of United States More
Morgan Stanley 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 Morgan Stanley's etf 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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.0902 | |||
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 0.4917 | |||
| Value At Risk | (0.06) | |||
| Potential Upside | 0.0796 |
Morgan Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Stanley's standard deviation. In reality, there are many statistical measures that can use Morgan Stanley historical prices to predict the future Morgan Stanley's volatility.| Risk Adjusted Performance | 0.1195 | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 3.39 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley'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.
Morgan Stanley February 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1195 | |||
| Market Risk Adjusted Performance | 3.4 | |||
| Mean Deviation | 0.0392 | |||
| Downside Deviation | 0.0902 | |||
| Coefficient Of Variation | 358.59 | |||
| Standard Deviation | 0.0785 | |||
| Variance | 0.0062 | |||
| Information Ratio | (0.29) | |||
| Jensen Alpha | 0.0118 | |||
| Total Risk Alpha | 0.0081 | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 3.39 | |||
| Maximum Drawdown | 0.4917 | |||
| Value At Risk | (0.06) | |||
| Potential Upside | 0.0796 | |||
| Downside Variance | 0.0081 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.05) | |||
| Skewness | 2.5 | |||
| Kurtosis | 22.18 |
Morgan Stanley ETF Backtested Returns
At this point, Morgan Stanley is very steady. Morgan Stanley ETF has Sharpe Ratio of 0.25, which conveys that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the etf. Please verify Morgan Stanley's Mean Deviation of 0.0392, coefficient of variation of 358.59, and Risk Adjusted Performance of 0.1195 to check out if the risk estimate we provide is consistent with the expected return of 0.0203%. The etf secures a Beta (Market Risk) of 0.0035, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Morgan Stanley's returns are expected to increase less than the market. However, during the bear market, the loss of holding Morgan Stanley is expected to be smaller as well.
Auto-correlation | 0.87 |
Very good predictability
Morgan Stanley ETF has very good predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 4th of November 2025 to 19th of December 2025 and 19th of December 2025 to 2nd of February 2026. 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 ETF price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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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.When determining whether Morgan Stanley ETF is a strong investment it is important to analyze Morgan Stanley's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Morgan Stanley's future performance. For an informed investment choice regarding Morgan Etf, refer to the following important reports:Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Performance module to complement your research on Morgan Stanley. For information on how to trade Morgan Etf refer to our How to Trade Morgan Etf guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Morgan Stanley technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.