Morgan Stanley Direct Stock Market Value
| MSDL Stock | 21.34 0.50 2.40% |
| Symbol | Morgan |
Morgan Stanley Direct Price To Book Ratio
Is Diversified Financial Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Morgan Stanley. If investors know Morgan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Morgan Stanley listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Morgan Stanley Direct is measured differently than its book value, which is the value of Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of Morgan Stanley's value that differs from its market value or its book value, called intrinsic value, which is Morgan Stanley's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Morgan Stanley's market value can be influenced by many factors that don't directly affect Morgan Stanley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Morgan Stanley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Morgan Stanley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Morgan Stanley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Morgan Stanley on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley Direct or generate 0.0% return on investment in Morgan Stanley over 360 days. Morgan Stanley is related to or competes with Visa, Diamond Hill, Distoken Acquisition, AllianceBernstein, Associated Capital, Brookfield Corp, and Blackstone. 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 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 Direct upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8709 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 3.91 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 1.81 |
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 | 0.0987 | |||
| Jensen Alpha | 0.0689 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.3318 |
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 Direct Backtested Returns
As of now, Morgan Stock is very steady. Morgan Stanley Direct has Sharpe Ratio of 0.15, which conveys that the firm had a 0.15% 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 firm. Please verify Morgan Stanley's Downside Deviation of 0.8709, risk adjusted performance of 0.0987, and Mean Deviation of 0.7487 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. Morgan Stanley has a performance score of 12 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.34, 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. Morgan Stanley Direct right now secures a risk of 0.91%. Please verify Morgan Stanley Direct value at risk, as well as the relationship between the skewness and day median price , to decide if Morgan Stanley Direct will be following its current price movements.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Morgan Stanley Direct has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 2024. 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 Direct price movement. The serial correlation of -0.77 indicates that around 77.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.47 |
Morgan Stanley Direct 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 Direct.
Regressed Prices |
| Timeline |
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Morgan Stanley technical stock 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, stock market cycles, or different charting patterns.