Morgan Stanley Etf Market Value
| EVIM Etf | 53.86 0.04 0.07% |
| Symbol | Morgan |
Morgan Stanley ETF's market price often diverges from its book value, the accounting figure shown on Morgan's balance sheet. Smart investors calculate Morgan Stanley's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Morgan Stanley's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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. However, Morgan Stanley's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Morgan Stanley on November 14, 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 Morgan Stanley, First Trust, Invesco Exchange, First Trust, Goldman Sachs, First Trust, and ProShares Trust. 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 | 0.1039 | |||
| Information Ratio | (0.70) | |||
| Maximum Drawdown | 0.5647 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.1675 |
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 | 0.2066 | |||
| Jensen Alpha | 0.0231 | |||
| Total Risk Alpha | 0.0129 | |||
| Sortino Ratio | (0.66) | |||
| Treynor Ratio | 1.62 |
Morgan Stanley February 12, 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 | 0.2066 | |||
| Market Risk Adjusted Performance | 1.63 | |||
| Mean Deviation | 0.075 | |||
| Downside Deviation | 0.1039 | |||
| Coefficient Of Variation | 286.27 | |||
| Standard Deviation | 0.0988 | |||
| Variance | 0.0098 | |||
| Information Ratio | (0.70) | |||
| Jensen Alpha | 0.0231 | |||
| Total Risk Alpha | 0.0129 | |||
| Sortino Ratio | (0.66) | |||
| Treynor Ratio | 1.62 | |||
| Maximum Drawdown | 0.5647 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.1675 | |||
| Downside Variance | 0.0108 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.09) | |||
| Skewness | 0.1305 | |||
| Kurtosis | 1.1 |
Morgan Stanley ETF Backtested Returns
As of now, Morgan Etf is very steady. Morgan Stanley ETF has Sharpe Ratio of 0.43, which conveys that the entity had a 0.43 % return per unit of risk over the last 3 months. We have found twenty-seven 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 0.2066, mean deviation of 0.075, and Coefficient Of Variation of 286.27 to check out if the risk estimate we provide is consistent with the expected return of 0.0395%. The etf secures a Beta (Market Risk) of 0.0151, 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 | 0.87 |
Very good predictability
Morgan Stanley ETF has very good predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 0.87 indicates that approximately 87.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
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Morgan Stanley technical etf 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, etf market cycles, or different charting patterns.