Morgan Stanley Etf Z Score
| PAPI Etf | 28.20 0.35 1.26% |
What is Altman Z-Score?
The Altman Z-Score is one of the most widely-used financial formulas to predict bankruptcy risk. Developed by Edward Altman in 1968, this model combines five key financial ratios to generate a single score that indicates the likelihood of financial distress within two years.
How to Interpret Morgan Stanley Z-Score
Z-Score above 3.0: Safe zone - Low bankruptcy risk
Z-Score 2.7 - 3.0: Gray zone - Moderate risk
Z-Score 1.8 - 2.7: Warning zone - Elevated risk
Z-Score below 1.8: Distress zone - High bankruptcy risk
Why Morgan Stanley Z-Score Matters
Investors use the Z-Score to assess financial health before making investment decisions. A declining Z-Score over time may signal deteriorating fundamentals, while an improving score suggests strengthening financial position. The model evaluates five critical metrics: working capital to assets, retained earnings to assets, EBIT to assets, market value of equity to total liabilities, and sales to assets.
Morgan Stanley Z-Score Analysis
The module uses available fundamental data of Morgan Stanley to calculate the Altman Z score based on five fundamental metrics from the company's most recent public disclosure documents. Check out
The market value of Morgan Stanley ETF is measured differently than its book value, which is the value of Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of Morgan Stanley's value that differs from its market value or its book value, called intrinsic value, which is Morgan Stanley's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Morgan Stanley's market value can be influenced by many factors that don't directly affect Morgan Stanley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Morgan Stanley's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Morgan Stanley should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Morgan Stanley's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
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 etf 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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Morgan Stanley on November 12, 2025 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley ETF or generate 0.0% return on investment in Morgan Stanley over 90 days. Morgan Stanley is related to or competes with 2023 EFT, Russell Equity, OneAscent International, JP Morgan, Aptus Drawdown, Northern Lights, and Morgan Stanley. Morgan Stanley is entity of United States 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 etf 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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5587 | |||
| Information Ratio | 0.151 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.43 |
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 | 0.2382 | |||
| Jensen Alpha | 0.1797 | |||
| Total Risk Alpha | 0.1154 | |||
| Sortino Ratio | 0.1788 | |||
| Treynor Ratio | 1.94 |
Morgan Stanley February 10, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.2382 | |||
| Market Risk Adjusted Performance | 1.95 | |||
| Mean Deviation | 0.5174 | |||
| Semi Deviation | 0.1002 | |||
| Downside Deviation | 0.5587 | |||
| Coefficient Of Variation | 333.66 | |||
| Standard Deviation | 0.6614 | |||
| Variance | 0.4374 | |||
| Information Ratio | 0.151 | |||
| Jensen Alpha | 0.1797 | |||
| Total Risk Alpha | 0.1154 | |||
| Sortino Ratio | 0.1788 | |||
| Treynor Ratio | 1.94 | |||
| Maximum Drawdown | 2.85 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.3122 | |||
| Semi Variance | 0.01 | |||
| Expected Short fall | (0.62) | |||
| Skewness | 0.3388 | |||
| Kurtosis | 0.0063 |
Morgan Stanley ETF Backtested Returns
Morgan Stanley is very steady at the moment. Morgan Stanley ETF has Sharpe Ratio of 0.25, which conveys that the entity had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Morgan Stanley, which you can use to evaluate the volatility of the etf. Please verify Morgan Stanley's Risk Adjusted Performance of 0.2382, mean deviation of 0.5174, and Downside Deviation of 0.5587 to check out if the risk estimate we provide is consistent with the expected return of 0.17%. The etf secures a Beta (Market Risk) of 0.0968, which conveys not very significant fluctuations relative to the market. 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.
Auto-correlation | 0.73 |
Good predictability
Morgan Stanley ETF has good predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 ETF price movement. The serial correlation of 0.73 indicates that around 73.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.48 |
To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.
| Competition |
Based on the company's disclosures, Morgan Stanley ETF has a Z Score of 0.0. This indicator is about the same for the average (which is currently at 0.0) family and about the same as Derivative Income (which currently averages 0.0) category. This indicator is about the same for all United States etfs average (which is currently at 0.0).
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About Morgan Stanley Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Morgan Stanley ETF'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 ETF based on its fundamental data. In general, a quantitative approach, as applied to this etf, 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.
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Check out For more detail on how to invest in Morgan Etf please use our How to Invest in Morgan Stanley guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
The market value of Morgan Stanley ETF is measured differently than its book value, which is the value of Morgan that is recorded on the company's balance sheet. Investors also form their own opinion of Morgan Stanley's value that differs from its market value or its book value, called intrinsic value, which is Morgan Stanley's true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Morgan Stanley's market value can be influenced by many factors that don't directly affect Morgan Stanley's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Morgan Stanley's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Morgan Stanley should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Morgan Stanley's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.