Morgan Stanley (Germany) Alpha and Beta Analysis
| DWD Stock | EUR 129.02 0.82 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Morgan Stanley. 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 (0.18) | Alpha 0.6 | Risk 2.41 | Sharpe Ratio 0.24 | Expected Return 0.57 |
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.
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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 | 0.60 | β | -0.18 |
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 stock 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 stock 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 Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 97.19 with a coefficient of variation of 13.14. The daily time series for the period is distributed with a sample standard deviation of 13.36, arithmetic mean of 101.68, and mean deviation of 11.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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 stocks. Alpha measures the amount that position in Morgan Stanley 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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Additional Information and Resources on Investing in Morgan Stock
When determining whether Morgan Stanley is a strong investment it is important to analyze Morgan Stanley's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Morgan Stanley's future performance. For an informed investment choice regarding Morgan Stock, refer to the following important reports:Check out Morgan Stanley Backtesting, Morgan Stanley Valuation, Morgan Stanley Correlation, Morgan Stanley Hype Analysis, Morgan Stanley Volatility, Morgan Stanley History and analyze Morgan Stanley Performance. For more detail on how to invest in Morgan Stock please use our How to Invest in Morgan Stanley guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Morgan Stanley 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.