Morgan Stanley Preferred Stock Market Value
| MS-PP Preferred Stock | 25.69 0.04 0.16% |
| Symbol | 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 preferred 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 Morgan Stanley.
| 10/01/2024 |
| 01/29/2025 |
If you would invest 0.00 in Morgan Stanley on October 1, 2024 and sell it all today you would earn a total of 0.00 from holding Morgan Stanley or generate 0.0% return on investment in Morgan Stanley over 120 days. Morgan Stanley is related to or competes with Morgan Stanley, Morgan Stanley, KeyCorp, Bank of America, and Bank of America. 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 preferred 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 Morgan Stanley upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4456 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.5853 |
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 | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.19) | |||
| Treynor Ratio | (0.06) |
Morgan Stanley Backtested Returns
Currently, Morgan Stanley is very steady. Morgan Stanley has Sharpe Ratio of close to zero, which conveys that the firm had a close to zero % 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 firm. Please verify Morgan Stanley's Risk Adjusted Performance of (0.01), mean deviation of 0.3706, and Downside Deviation of 0.4456 to check out if the risk estimate we provide is consistent with the expected return of 0.0012%. The company secures a Beta (Market Risk) of 0.16, 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. Morgan Stanley right now secures a risk of 0.49%. Please verify Morgan Stanley value at risk, as well as the relationship between the skewness and day median price , to decide if Morgan Stanley will be following its current price movements.
Auto-correlation | -0.25 |
Weak reverse predictability
Morgan Stanley has weak reverse predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 1st of October 2024 to 30th of November 2024 and 30th of November 2024 to 29th of January 2025. 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 price movement. The serial correlation of -0.25 indicates that over 25.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Morgan Stanley lagged returns against current returns
Autocorrelation, which is Morgan Stanley preferred 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 Morgan Stanley's preferred stock expected returns. We can calculate the autocorrelation of Morgan Stanley returns to help us make a trade decision. For example, suppose you find that Morgan Stanley has exhibited high autocorrelation historically, and you observe that the preferred 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 |
Morgan Stanley 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 Morgan Stanley preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Morgan Stanley preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Morgan Stanley Lagged Returns
When evaluating Morgan Stanley's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Morgan Stanley preferred stock have on its future price. Morgan Stanley 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, Morgan Stanley autocorrelation shows the relationship between Morgan Stanley preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Morgan Stanley.
Regressed Prices |
| Timeline |
Pair Trading with Morgan Stanley
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Morgan Stanley position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Morgan Stanley will appreciate offsetting losses from the drop in the long position's value.Moving together with Morgan Preferred Stock
Moving against Morgan Preferred Stock
| 0.42 | RJF-PB | Raymond James Financial | PairCorr |
| 0.42 | FUFUW | BitFuFu Warrant | PairCorr |
| 0.4 | FRHC | Freedom Holding Corp | PairCorr |
| 0.36 | HGBL | Heritage Global | PairCorr |
| 0.35 | MFH | Mercurity Fintech Holding | PairCorr |
The ability to find closely correlated positions to Morgan Stanley could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Morgan Stanley when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Morgan Stanley - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Morgan Stanley to buy it.
The correlation of Morgan Stanley is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Morgan Stanley moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Morgan Stanley moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Morgan Stanley can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Morgan Preferred Stock Analysis
When running Morgan Stanley's price analysis, check to measure Morgan Stanley's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Morgan Stanley is operating at the current time. Most of Morgan Stanley's value examination focuses on studying past and present price action to predict the probability of Morgan Stanley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Morgan Stanley's price. Additionally, you may evaluate how the addition of Morgan Stanley to your portfolios can decrease your overall portfolio volatility.