Morgan Stanley European Fund Manager Performance Evaluation

EUGAX Fund  USD 24.71  0.24  0.98%   
The fund secures a Beta (Market Risk) of 0.53, 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.

Risk-Adjusted Performance

9 of 100

 
Weak
 
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Compared to the overall equity markets, risk-adjusted returns on investments in Morgan Stanley European are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Morgan Stanley may actually be approaching a critical reversion point that can send shares even higher in January 2025.
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Expense Ratio Date28th of February 2023
Expense Ratio1.3800
  

Morgan Stanley Relative Risk vs. Return Landscape

If you would invest  2,294  in Morgan Stanley European on September 6, 2024 and sell it today you would earn a total of  177.00  from holding Morgan Stanley European or generate 7.72% return on investment over 90 days. Morgan Stanley European is currently producing 0.1232% returns and takes up 1.0193% volatility of returns over 90 trading days. Put another way, 9% of traded mutual funds are less volatile than Morgan, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days horizon Morgan Stanley is expected to generate 1.41 times less return on investment than the market. In addition to that, the company is 1.39 times more volatile than its market benchmark. It trades about 0.12 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.24 per unit of volatility.

Morgan Stanley Current Valuation

Fairly Valued
Today
24.71
Please note that Morgan Stanley's price fluctuation is very steady at this time. At this time, the fund appears to be fairly valued. Morgan Stanley European secures a last-minute Real Value of $24.56 per share. The latest price of the fund is $24.71. We determine the value of Morgan Stanley European from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will merge together.
Since Morgan Stanley is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Morgan Mutual Fund. However, Morgan Stanley's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  24.71 Real  24.56 Hype  24.71 Naive  25.09
The intrinsic value of Morgan Stanley's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Morgan Stanley's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
24.56
Real Value
25.58
Upside
Estimating the potential upside or downside of Morgan Stanley European helps investors to forecast how Morgan mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Morgan Stanley more accurately as focusing exclusively on Morgan Stanley's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
23.5424.0024.46
Details
Hype
Prediction
LowEstimatedHigh
23.6924.7125.73
Details
Naive
Forecast
LowNext ValueHigh
24.0625.0926.11
Details

Morgan Stanley Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Morgan Stanley European, and traders can use it to determine the average amount a Morgan Stanley's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1208

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Estimated Market Risk

 1.02
  actual daily
9
91% of assets are more volatile

Expected Return

 0.12
  actual daily
2
98% of assets have higher returns

Risk-Adjusted Return

 0.12
  actual daily
9
91% of assets perform better
Based on monthly moving average Morgan Stanley is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Morgan Stanley by adding it to a well-diversified portfolio.

Morgan Stanley Fundamentals Growth

Morgan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Morgan Stanley, and Morgan Stanley fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Morgan Mutual Fund performance.

About Morgan Stanley Performance

Evaluating Morgan Stanley's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Morgan Stanley has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Morgan Stanley has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal market conditions, the Adviser seeks to achieve the funds investment objective by investing primarily in high quality established and emerging companies located in Europe that the investment team believes are undervalued at the time of purchase. The Adviser emphasizes a bottom-up stock selection process, seeking attractive investments on an individual company basis. The fund will normally invest at least 80 percent of its assets in equity securities issued by issuers located in European countries.

Things to note about Morgan Stanley European performance evaluation

Checking the ongoing alerts about Morgan Stanley for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Morgan Stanley European help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund generated three year return of -7.0%
Morgan Stanley European retains 97.04% of its assets under management (AUM) in equities
Evaluating Morgan Stanley's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Morgan Stanley's mutual fund performance include:
  • Analyzing Morgan Stanley's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Morgan Stanley's stock is overvalued or undervalued compared to its peers.
  • Examining Morgan Stanley's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Morgan Stanley's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Morgan Stanley's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Morgan Stanley's mutual fund. These opinions can provide insight into Morgan Stanley's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Morgan Stanley's mutual fund performance is not an exact science, and many factors can impact Morgan Stanley's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Morgan Mutual Fund

Morgan Stanley financial ratios help investors to determine whether Morgan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Morgan with respect to the benefits of owning Morgan Stanley security.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Fundamentals Comparison
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