Morgan Stanley Stock Market Value
| MS-PQ Stock | 25.36 0.04 0.16% |
| Symbol | Morgan |
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 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 Morgan Stanley.
| 04/12/2025 |
| 05/12/2025 |
If you would invest 0.00 in Morgan Stanley on April 12, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley or generate 0.0% return on investment in Morgan Stanley over 30 days. Morgan Stanley is related to or competes with Sphere Entertainment, Ioneer, US GoldMining, Aldel Financial, and Kartoon Studios,. 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 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 Morgan Stanley upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2033 | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.7087 |
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 | (0.11) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.0021 | |||
| Treynor Ratio | 3.81 |
Morgan Stanley Backtested Returns
Morgan Stanley has Sharpe Ratio of -0.0485, which conveys that the firm had a -0.0485 % return per unit of risk over the last 3 months. Morgan Stanley exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Morgan Stanley's Risk Adjusted Performance of (0.11), mean deviation of 0.3424, and Standard Deviation of 0.4533 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0084, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Morgan Stanley are expected to decrease at a much lower rate. During the bear market, Morgan Stanley is likely to outperform the market. At this point, Morgan Stanley has a negative expected return of -0.022%. Please make sure to verify Morgan Stanley's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Morgan Stanley performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Morgan Stanley has poor reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 12th of April 2025 to 27th of April 2025 and 27th of April 2025 to 12th of May 2025. 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 price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Morgan Stanley lagged returns against current returns
Autocorrelation, which is Morgan Stanley 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 Morgan Stanley's stock expected returns. We can calculate the autocorrelation of Morgan Stanley returns to help us make a trade decision. For example, suppose you find that Morgan Stanley 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 |
Morgan Stanley 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 Morgan Stanley stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley stock over time.
Current vs Lagged Prices |
| Timeline |
Morgan Stanley Lagged Returns
When evaluating Morgan Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Stanley stock have on its future price. Morgan Stanley 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, Morgan Stanley autocorrelation shows the relationship between Morgan Stanley stock current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley.
Regressed Prices |
| Timeline |
Pair Trading with Morgan Stanley
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Morgan Stanley position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Morgan Stanley will appreciate offsetting losses from the drop in the long position's value.Moving against Morgan Stock
| 0.53 | MRX | Marex Group plc Normal Trading | PairCorr |
The ability to find closely correlated positions to Morgan Stanley could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Morgan Stanley when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Morgan Stanley - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Morgan Stanley to buy it.
The correlation of Morgan Stanley is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Morgan Stanley moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Morgan Stanley moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Morgan Stanley can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Morgan Stock Analysis
When running Morgan Stanley's price analysis, check to measure Morgan Stanley'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 Morgan Stanley is operating at the current time. Most of Morgan Stanley's value examination focuses on studying past and present price action to predict the probability of Morgan Stanley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Morgan Stanley's price. Additionally, you may evaluate how the addition of Morgan Stanley to your portfolios can decrease your overall portfolio volatility.