MSCI (Germany) Market Value
| 3HM Stock | EUR 573.00 8.40 1.49% |
| Symbol | MSCI |
MSCI '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 MSCI's stock 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 MSCI.
| 10/28/2024 |
| 11/27/2024 |
MSCI 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 MSCI's stock 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 MSCI Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.3 | |||
| Information Ratio | 0.0198 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (2.13) | |||
| Potential Upside | 2.7 |
MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MSCI's standard deviation. In reality, there are many statistical measures that can use MSCI historical prices to predict the future MSCI's volatility.| Risk Adjusted Performance | 0.092 | |||
| Jensen Alpha | 0.1084 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0209 | |||
| Treynor Ratio | 0.4532 |
MSCI Inc Backtested Returns
At this point, MSCI is very steady. MSCI Inc retains Efficiency (Sharpe Ratio) of 0.0994, which conveys that the firm had a 0.0994% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for MSCI, which you can use to evaluate the volatility of the firm. Please verify MSCI's Semi Deviation of 1.12, mean deviation of 1.04, and Market Risk Adjusted Performance of 0.4632 to check out if the risk estimate we provide is consistent with the expected return of 0.14%. MSCI has a performance score of 7 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding MSCI is expected to be smaller as well. MSCI Inc currently owns a risk of 1.37%. Please verify MSCI Inc downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if MSCI Inc will be following its current price history.
Auto-correlation | -0.14 |
Insignificant reverse predictability
MSCI Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between MSCI time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MSCI Inc price movement. The serial correlation of -0.14 indicates that less than 14.0% of current MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 46.46 |
MSCI Inc lagged returns against current returns
Autocorrelation, which is MSCI stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MSCI's stock expected returns. We can calculate the autocorrelation of MSCI returns to help us make a trade decision. For example, suppose you find that MSCI has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
MSCI regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MSCI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MSCI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MSCI stock over time.
Current vs Lagged Prices |
| Timeline |
MSCI Lagged Returns
When evaluating MSCI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MSCI stock have on its future price. MSCI autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MSCI autocorrelation shows the relationship between MSCI stock current value and its past values and can show if there is a momentum factor associated with investing in MSCI Inc.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in MSCI Stock
When determining whether MSCI Inc offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of MSCI's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Msci Inc Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Msci Inc Stock:Check out MSCI Correlation, MSCI Volatility and MSCI Alpha and Beta module to complement your research on MSCI. You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.