Msci Acwi Exauconsumer Stock Market Value
| RWAYL Stock | USD 24.99 0.02 0.08% |
| Symbol | MSCI |
MSCI ACWI exAUCONSUMER Price To Book Ratio
Is Asset Management & Custody Banks 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 MSCI ACWI. If investors know MSCI 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 MSCI ACWI 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 MSCI ACWI exAUCONSUMER is measured differently than its book value, which is the value of MSCI that is recorded on the company's balance sheet. Investors also form their own opinion of MSCI ACWI's value that differs from its market value or its book value, called intrinsic value, which is MSCI ACWI'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 MSCI ACWI's market value can be influenced by many factors that don't directly affect MSCI ACWI'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 MSCI ACWI's value and its price as these two are different measures arrived at by different means. Investors typically determine if MSCI ACWI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MSCI ACWI'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.
MSCI ACWI '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 MSCI ACWI'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 MSCI ACWI.
| 09/03/2024 |
| 12/02/2024 |
If you would invest 0.00 in MSCI ACWI on September 3, 2024 and sell it all today you would earn a total of 0.00 from holding MSCI ACWI exAUCONSUMER or generate 0.0% return on investment in MSCI ACWI over 90 days. MSCI ACWI is related to or competes with Harrow Health, Babcock Wilcox, Babcock Wilcox, TRINL, and Oxford Lane. MSCI ACWI is entity of United States. It is traded as Stock on NASDAQ exchange. More
MSCI ACWI 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 MSCI ACWI'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 MSCI ACWI exAUCONSUMER upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1952 | |||
| Information Ratio | (0.61) | |||
| Maximum Drawdown | 1.2 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2444 |
MSCI ACWI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI ACWI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCI ACWI's standard deviation. In reality, there are many statistical measures that can use MSCI ACWI historical prices to predict the future MSCI ACWI's volatility.| Risk Adjusted Performance | 0.1077 | |||
| Jensen Alpha | 0.0207 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.54) | |||
| Treynor Ratio | 2.14 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MSCI ACWI'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.
MSCI ACWI exAUCONSUMER Backtested Returns
As of now, MSCI Stock is very steady. MSCI ACWI exAUCONSUMER retains Efficiency (Sharpe Ratio) of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for MSCI ACWI, which you can use to evaluate the volatility of the firm. Please verify MSCI ACWI's Mean Deviation of 0.1155, downside deviation of 0.1952, and Market Risk Adjusted Performance of 2.15 to check out if the risk estimate we provide is consistent with the expected return of 0.0305%. MSCI ACWI has a performance score of 13 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.0103, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MSCI ACWI's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSCI ACWI is expected to be smaller as well. MSCI ACWI exAUCONSUMER currently owns a risk of 0.17%. Please verify MSCI ACWI exAUCONSUMER potential upside, and the relationship between the total risk alpha and kurtosis , to decide if MSCI ACWI exAUCONSUMER will be following its current price history.
Auto-correlation | 0.82 |
Very good predictability
MSCI ACWI exAUCONSUMER has very good predictability. Overlapping area represents the amount of predictability between MSCI ACWI time series from 3rd of September 2024 to 18th of October 2024 and 18th of October 2024 to 2nd 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 MSCI ACWI exAUCONSUMER price movement. The serial correlation of 0.82 indicates that around 82.0% of current MSCI ACWI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
MSCI ACWI exAUCONSUMER lagged returns against current returns
Autocorrelation, which is MSCI ACWI 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 MSCI ACWI's stock expected returns. We can calculate the autocorrelation of MSCI ACWI returns to help us make a trade decision. For example, suppose you find that MSCI ACWI 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 |
MSCI ACWI 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 MSCI ACWI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCI ACWI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCI ACWI stock over time.
Current vs Lagged Prices |
| Timeline |
MSCI ACWI Lagged Returns
When evaluating MSCI ACWI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCI ACWI stock have on its future price. MSCI ACWI 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, MSCI ACWI autocorrelation shows the relationship between MSCI ACWI stock current value and its past values and can show if there is a momentum factor associated with investing in MSCI ACWI exAUCONSUMER.
Regressed Prices |
| Timeline |
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MSCI ACWI 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.