Morgan Stanley Kurtosis
| MS Stock | | | USD 190.17 -0.42 -0.22% |
Kurtosis is a measure of the return distribution. In a similar way to the concept of skewness, kurtosis is a descriptor of the shape of a return distribution. There are various interpretations of kurtosis, and of how particular measures should be interpreted; these are primarily peakedness (width of peak), tail weight, and lack of shoulders (distribution primarily peak and tails, not in between). Below is Morgan Stanley's current Kurtosis with peer comparisons and related risk metrics.
Current Kurtosis Value
At 1.15, Morgan Stanley exhibits thin tails relative to a normal distribution in Kurtosis. Morgan Stanley's returns cluster closer to the mean with fewer extreme moves than a normal distribution.
Kurtosis Peers Comparison
Relative to peers, Morgan Stanley's Kurtosis is below the group average of 3.75. Peer readings range from 0.3723 (Netcapital) to 18.18 (Magic Empire Global), reflecting wide dispersion across the sector.
Kurtosis Relative To Other Indicators
The chart below plots Kurtosis against Maximum Drawdown for Morgan Stanley and its peers. Each point represents one equity — position along the horizontal axis shows Kurtosis while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Kurtosis (
1.15 ) to Maximum Drawdown (
9.13 ) for Morgan Stanley yields a
7.97 multiple. This indicates Maximum Drawdown substantially exceeds Kurtosis for Morgan Stanley.
Methodology, Assumptions & Data Sources
Morgan Stanley has a current Kurtosis reading of 1.15. The Kurtosis for Morgan Stanley is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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