Morgan Stanley Correlations

MSDL Stock

15.62 0.23 1.49%

The current 90-days correlation between Morgan Stanley Direct and Oxford Lane Capital is 0.24 (i.e., Modest diversification). 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 Direct moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Morgan Stanley Correlation With Market

Very good diversification

The correlation between Morgan Stanley Direct and DJI is -0.41 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Morgan Stanley Direct and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Morgan Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Morgan Stanley Direct. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in small area income & poverty estimates.

For more information on how to buy Morgan Stock please use our How to buy in Morgan Stock guide.

Moving together with Morgan Stock

0.64	EQH	Axa Equitable Holdings	Pair Corr
0.82	GEMI	Gemini Space Station	Pair Corr
0.66	JZCP	JZ Capital Partners	Pair Corr
0.63	AMP	AMP	Pair Corr
0.66	COG	COG Financial Services	Pair Corr
0.72	BKNG	Booking Holdings	Pair Corr

Moving against Morgan Stock

0.72	CTY	City Of London	Pair Corr
0.63	IX	Orix Corp Ads	Pair Corr
0.63	FSHP	Flag Ship Acquisition	Pair Corr
0.63	GPAT	GP Act III	Pair Corr
0.59	PDO	Pimco Dynamic Income	Pair Corr
0.58	NMP	NMP	Pair Corr
0.56	NEWTG	NewtekOne 850 percent	Pair Corr
0.49	JXN	Jackson Financial Earnings Call This Week	Pair Corr
0.49	ABDN	Abrdn PLC Earnings Call This Week	Pair Corr
0.37	NEWT	Newtek Business Services	Pair Corr
0.77	ITT	ITT Inc	Pair Corr
0.72	RBGPF	Reckitt Benckiser Earnings Call This Week	Pair Corr
0.68	FBNC	First Bancorp	Pair Corr
0.65	CIZN	Citizens Holding	Pair Corr
0.64	SMFG	Sumitomo Mitsui Financial	Pair Corr
0.62	ALRS	Alerus Financial Corp	Pair Corr
0.59	THRG	Throgmorton Trust Plc	Pair Corr
0.54	JHG	Janus Henderson Group	Pair Corr
0.53	MOHCF	Motor Oil Corinth	Pair Corr
0.5	AMKBY	AP Moeller Maersk	Pair Corr
0.43	CPAY	Corpay Inc	Pair Corr
0.35	PSGTF	PT Semen Indonesia Earnings Call This Week	Pair Corr
0.35	NVR	NVR Inc	Pair Corr

Related Correlations Analysis

	OXLC	GAM	FRME	CET	SRCE	MBIN	TCBK	STBA	QFIN	FINV
OXLC		-0.49	-0.77	-0.21	-0.76	-0.84	-0.46	-0.77	0.65	-0.63	OXLC
GAM	-0.49		0.76	0.88	0.77	0.79	0.66	0.7	-0.84	0.53	GAM
FRME	-0.77	0.76		0.65	0.96	0.95	0.85	0.94	-0.72	0.63	FRME
CET	-0.21	0.88	0.65		0.63	0.59	0.66	0.57	-0.67	0.39	CET
SRCE	-0.76	0.77	0.96	0.63		0.93	0.89	0.97	-0.76	0.58	SRCE
MBIN	-0.84	0.79	0.95	0.59	0.93		0.75	0.9	-0.77	0.66	MBIN
TCBK	-0.46	0.66	0.85	0.66	0.89	0.75		0.87	-0.58	0.32	TCBK
STBA	-0.77	0.7	0.94	0.57	0.97	0.9	0.87		-0.71	0.57	STBA
QFIN	0.65	-0.84	-0.72	-0.67	-0.76	-0.77	-0.58	-0.71		-0.37	QFIN
FINV	-0.63	0.53	0.63	0.39	0.58	0.66	0.32	0.57	-0.37		FINV
	OXLC	GAM	FRME	CET	SRCE	MBIN	TCBK	STBA	QFIN	FINV

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

STBA	+ 0.97	SRCE
SRCE	+ 0.96	FRME
MBIN	+ 0.95	FRME
STBA	+ 0.94	FRME
MBIN	+ 0.93	SRCE
STBA	+ 0.9	MBIN

High negative correlations

QFIN	- 0.84	GAM
MBIN	- 0.84	OXLC
QFIN	- 0.77	MBIN
STBA	- 0.77	OXLC
FRME	- 0.77	OXLC
QFIN	- 0.76	SRCE

Risk-Adjusted Indicators

There is a big difference between Morgan Stock performing well and Morgan Stanley Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Morgan Stanley's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
OXLC	1.79	(0.46)	0.00	(0.61)	0.00	0.00	2.84	(5.87)	20.94
GAM	0.48	0.14	0.05	(1.42)	0.33	(0.52)	1.29	(0.88)	2.76
FRME	1.17	0.14	0.12	0.23	1.01	(1.40)	2.84	(1.50)	8.32
CET	0.55	0.05	0.03	0.17	0.47	(0.60)	1.23	(1.05)	3.44
SRCE	1.04	0.16	0.10	0.34	0.95	(1.25)	2.21	(2.02)	7.05
MBIN	1.90	0.40	0.20	0.39	1.80	(2.22)	4.26	(3.62)	20.34
TCBK	1.14	0.06	0.05	0.15	1.07	(1.30)	3.41	(1.65)	7.18
STBA	1.11	0.16	0.10	0.28	1.26	(1.25)	2.62	(1.63)	9.20
QFIN	1.63	(0.54)	0.00	(0.29)	0.00	0.00	3.31	(3.26)	11.81
FINV	1.97	(0.04)	0.00	0.07	3.12	(2.13)	4.43	(3.87)	13.90

Morgan Stanley Corporate Management

David Pessah	Chief Officer	Profile
Jonathan Frohlinger	Principal Officer	Profile
Hope Saxton	Chief Officer	Profile
Gauranga Pal	Chief Officer	Profile

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC