Morgan Stanley European Fund Alpha and Beta Analysis

EUGAX Fund  USD 24.71  0.24  0.98%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Morgan Stanley European. It also helps investors analyze the systematic and unsystematic risks associated with investing in Morgan Stanley over a specified time horizon. Remember, high Morgan Stanley's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Morgan Stanley's market risk premium analysis include:
Beta
0.54
Alpha
(0.04)
Risk
1.03
Sharpe Ratio
0.097
Expected Return
0.0997
Please note that although Morgan Stanley alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Morgan Stanley did 0.04  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Morgan Stanley European fund's relative risk over its benchmark. Morgan Stanley European has a beta of 0.54  . 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. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Morgan Stanley Backtesting, Portfolio Optimization, Morgan Stanley Correlation, Morgan Stanley Hype Analysis, Morgan Stanley Volatility, Morgan Stanley History and analyze Morgan Stanley Performance.
For more information on how to buy Morgan Mutual Fund please use our How to Invest in Morgan Stanley guide.

Morgan Stanley Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Morgan Stanley market risk premium is the additional return an investor will receive from holding Morgan Stanley long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Morgan Stanley. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Morgan Stanley's performance over market.
α-0.04   β0.54

Morgan Stanley expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Morgan Stanley's Buy-and-hold return. Our buy-and-hold chart shows how Morgan Stanley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Morgan Stanley Market Price Analysis

Market price analysis indicators help investors to evaluate how Morgan Stanley mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Morgan Stanley shares will generate the highest return on investment. By understating and applying Morgan Stanley mutual fund market price indicators, traders can identify Morgan Stanley position entry and exit signals to maximize returns.

Morgan Stanley Return and Market Media

The median price of Morgan Stanley for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 23.98 with a coefficient of variation of 2.09. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 23.96, and mean deviation of 0.4. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Morgan Stanley Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Morgan or other funds. Alpha measures the amount that position in Morgan Stanley European has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Morgan Stanley in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Morgan Stanley's short interest history, or implied volatility extrapolated from Morgan Stanley options trading.

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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.
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