Morgan Stanley Etf Market Value
| PHEQ Etf | 32.54 0.11 0.34% |
| 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. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. 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.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Morgan Stanley on November 1, 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 Blackrock ETF, Simplify Equity, TrueShares Structured, Pacer Lunt, KraneShares MSCI, Pacer Benchmark, and Cabana Target. 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 | 0.3549 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 1.95 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5296 |
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 | 0.0394 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.041 |
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 January 30, 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 | 0.0394 | |||
| Market Risk Adjusted Performance | 0.051 | |||
| Mean Deviation | 0.2452 | |||
| Semi Deviation | 0.2924 | |||
| Downside Deviation | 0.3549 | |||
| Coefficient Of Variation | 1417.88 | |||
| Standard Deviation | 0.3326 | |||
| Variance | 0.1106 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.041 | |||
| Maximum Drawdown | 1.95 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.5296 | |||
| Downside Variance | 0.1259 | |||
| Semi Variance | 0.0855 | |||
| Expected Short fall | (0.26) | |||
| Skewness | (0.21) | |||
| Kurtosis | 1.44 |
Morgan Stanley ETF Backtested Returns
Currently, Morgan Stanley ETF is very steady. Morgan Stanley ETF has Sharpe Ratio of 0.0595, which conveys that the entity had a 0.0595 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the etf. Please verify Morgan Stanley's Downside Deviation of 0.3549, risk adjusted performance of 0.0394, and Mean Deviation of 0.2452 to check out if the risk estimate we provide is consistent with the expected return of 0.0197%. The etf secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. 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 | -0.04 |
Very weak reverse predictability
Morgan Stanley ETF has very weak reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 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 -0.04 indicates that only as little as 4.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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 together with Morgan Etf
| 0.63 | ACIO | Aptus Collared Income | PairCorr |
| 0.62 | CCOR | Core Alternative ETF | PairCorr |
| 0.76 | ADME | Aptus Drawdown Managed | PairCorr |
| 0.69 | SWAN | Amplify BlackSwan Growth | 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 ETF 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 ETF 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.Check out Morgan Stanley Correlation, Morgan Stanley Volatility and Morgan Stanley Performance module to complement your research on Morgan Stanley. To learn how to invest in Morgan Etf, please use our How to Invest in Morgan Stanley guide.You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
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.