Msci Inc Stock Alpha and Beta Analysis
| MSCI Stock | USD 589.76 1.49 0.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MSCI Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in MSCI over a specified time horizon. Remember, high MSCI'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 MSCI's market risk premium analysis include:
Beta 0.75 | Alpha 0.0985 | Risk 1.65 | Sharpe Ratio 0.0863 | Expected Return 0.14 |
Enterprise Value |
|
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 MSCI Backtesting, MSCI Valuation, MSCI Correlation, MSCI Hype Analysis, MSCI Volatility, MSCI History and analyze MSCI Performance. MSCI Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MSCI market risk premium is the additional return an investor will receive from holding MSCI 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 MSCI. 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 MSCI's performance over market.| α | 0.1 | β | 0.75 |
MSCI 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 MSCI's Buy-and-hold return. Our buy-and-hold chart shows how MSCI performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MSCI Market Price Analysis
Market price analysis indicators help investors to evaluate how MSCI stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MSCI shares will generate the highest return on investment. By understating and applying MSCI stock market price indicators, traders can identify MSCI position entry and exit signals to maximize returns.
MSCI Return and Market Media
The median price of MSCI for the period between Sun, Oct 26, 2025 and Sat, Jan 24, 2026 is 570.13 with a coefficient of variation of 3.22. The daily time series for the period is distributed with a sample standard deviation of 18.3, arithmetic mean of 567.53, and mean deviation of 15.68. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| MSCI dividend paid on 28th of November 2025 | 11/28/2025 |
1 | Disposition of tradable shares by Robert Gutowski of MSCI subject to Rule 16b-3 | 12/01/2025 |
2 | Is MSCIs New PublicPrivate Index and Crypto Stance Altering The Investment Case For MSCI | 12/12/2025 |
3 | Acquisition by Henry Fernandez of 547 shares of MSCI at 535.1 subject to Rule 16b-3 | 12/26/2025 |
4 | MSCI Spares MicroStrategy but the Markets War Over Its Bitcoin Premium Remains | 01/07/2026 |
5 | MSCI andSimCorpexpand partnershipto enhancebuy-sideaccess toprivate market data | 01/08/2026 |
6 | Strategy Just Spent 1.25 Billion on 13,627 Bitcoin, Pushing BTC Holdings to 687,410 | 01/12/2026 |
7 | Heres Why Bitcoin Is Increasingly Framed As A Modern Savings Tool | 01/13/2026 |
8 | NYSE Content Advisory Pre-Market Update NYSE to List U.S. Options for Benchmark MSCI Indexes in 2026 | 01/15/2026 |
9 | MSCI Weighs Free Float Shift And Indonesian Index Rebalancing Risks | 01/21/2026 |
10 | Seeking Clues to MSCI Q4 Earnings A Peek Into Wall Street Projections for Key Metrics | 01/23/2026 |
About MSCI 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 MSCI or other stocks. Alpha measures the amount that position in MSCI Inc 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.009811 | 0.0108 | 0.0124 | 0.0118 | Price To Sales Ratio | 17.77 | 16.54 | 14.88 | 8.51 |
MSCI Upcoming Company Events
As portrayed in its financial statements, the presentation of MSCI's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MSCI's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MSCI's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MSCI. Please utilize our Beneish M Score to check the likelihood of MSCI's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with MSCI
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out MSCI Backtesting, MSCI Valuation, MSCI Correlation, MSCI Hype Analysis, MSCI Volatility, MSCI History and analyze MSCI Performance. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
MSCI 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.