Morgan Stanley Global Fund Fundamentals
| MSJSX Fund | USD 20.56 0.13 0.64% |
As of the 28th of January, Morgan Stanley secures the Downside Deviation of 1.07, risk adjusted performance of 0.0317, and Mean Deviation of 0.7276. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Morgan Stanley Global, as well as the relationship between them.
Morgan Stanley's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Morgan Stanley's valuation are provided below:Morgan Stanley Global does not presently have any fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Morgan |
Morgan Stanley 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Morgan Stanley's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Morgan Stanley.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Morgan Stanley on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley Global or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with Lord Abbett, Arrow Managed, Altegris Futures, Guggenheim Managed, Asg Managed, and Inflation-protected. Under normal market conditions, the Adviser seeks to achieve the funds investment objective by investing primarily in eq... More
Morgan Stanley Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Morgan Stanley's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Morgan Stanley Global upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.07 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 5.14 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.58 |
Morgan Stanley Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Morgan Stanley's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Morgan Stanley's standard deviation. In reality, there are many statistical measures that can use Morgan Stanley historical prices to predict the future Morgan Stanley's volatility.| Risk Adjusted Performance | 0.0317 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0318 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Morgan Stanley January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0317 | |||
| Market Risk Adjusted Performance | 0.0418 | |||
| Mean Deviation | 0.7276 | |||
| Semi Deviation | 0.9937 | |||
| Downside Deviation | 1.07 | |||
| Coefficient Of Variation | 2503.03 | |||
| Standard Deviation | 0.9515 | |||
| Variance | 0.9054 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0318 | |||
| Maximum Drawdown | 5.14 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.58 | |||
| Downside Variance | 1.14 | |||
| Semi Variance | 0.9874 | |||
| Expected Short fall | (0.74) | |||
| Skewness | (0.74) | |||
| Kurtosis | 1.78 |
Morgan Stanley Global Backtested Returns
At this stage we consider Morgan Mutual Fund to be very steady. Morgan Stanley Global has Sharpe Ratio of 0.0335, which conveys that the entity had a 0.0335 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the fund. Please verify Morgan Stanley's Downside Deviation of 1.07, risk adjusted performance of 0.0317, and Mean Deviation of 0.7276 to check out if the risk estimate we provide is consistent with the expected return of 0.0324%. The fund secures a Beta (Market Risk) of 0.88, which conveys possible diversification benefits within a given portfolio. Morgan Stanley returns are very sensitive to returns on the market. As the market goes up or down, Morgan Stanley is expected to follow.
Auto-correlation | -0.46 |
Modest reverse predictability
Morgan Stanley Global has modest reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Morgan Stanley Global price movement. The serial correlation of -0.46 indicates that about 46.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Year-To-Date typically refers to a period starting from the beginning of the current year and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
| Competition |
Based on the company's disclosures, Morgan Stanley Global has a Year To Date Return of 16.7761%. This is much higher than that of the Morgan Stanley family and significantly higher than that of the World Small/Mid Stock category. The year to date return for all United States funds is notably lower than that of the firm.
Morgan Stanley Global Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Morgan Stanley's current stock value. Our valuation model uses many indicators to compare Morgan Stanley value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Morgan Stanley competition to find correlations between indicators driving Morgan Stanley's intrinsic value. More Info.Morgan Stanley Global is number one fund in annual yield among similar funds. It also is number one fund in year to date return among similar funds creating about 2,843 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Morgan Stanley's earnings, one of the primary drivers of an investment's value.Morgan Year To Date Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Morgan Stanley's direct or indirect competition against its Year To Date Return to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Morgan Stanley could also be used in its relative valuation, which is a method of valuing Morgan Stanley by comparing valuation metrics of similar companies.Morgan Stanley is currently under evaluation in year to date return among similar funds.
Morgan Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Morgan Stanley's current stock value. Our valuation model uses many indicators to compare Morgan Stanley value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Morgan Stanley competition to find correlations between indicators driving Morgan Stanley's intrinsic value. More Info.Morgan Stanley Global is number one fund in annual yield among similar funds. It also is number one fund in year to date return among similar funds creating about 2,843 of Year To Date Return per Annual Yield. The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Morgan Stanley's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Morgan Stanley
The fund consists of 96.44% investments in stocks, with the rest of investments allocated between different money market instruments and various exotic instruments.Asset allocation divides Morgan Stanley's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
Morgan Fundamentals
| Total Asset | 33.37 M | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 16.78 % | ||||
| One Year Return | 7.04 % | ||||
| Three Year Return | 24.76 % | ||||
| Five Year Return | (6.71) % | ||||
| Net Asset | 2.08 M | ||||
| Last Dividend Paid | 0.03 | ||||
| Cash Position Weight | 3.05 % | ||||
| Equity Positions Weight | 96.44 % |
About Morgan Stanley Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Morgan Stanley Global's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Morgan Stanley using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Morgan Stanley Global based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Under normal market conditions, the Adviser seeks to achieve the funds investment objective by investing primarily in equity securities of established and emerging companies located throughout the world, with capitalizations within the range of companies included in the MSCI All Country World Index. The Adviser typically favors companies with rising returns on invested capital, above-average business visibility, strong free cash flow generation and an attractive riskreward.
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| HITI | High Tide | |
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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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