Morgan Stanley Stock Market Value
| MS Stock | USD 139.94 1.23 0.89% |
| Symbol | Morgan |
Morgan Stanley Price To Book Ratio
Is Investment Banking & Brokerage space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Morgan Stanley. If investors know Morgan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Morgan Stanley listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.362 | Earnings Share 7.95 | Revenue Per Share | Quarterly Revenue Growth 0.165 | Return On Assets |
The market value of Morgan Stanley 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. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. 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.
Please note, there is a significant difference between Morgan Stanley's value and its price as these two are different measures arrived at by different means. Investors typically determine if Morgan Stanley is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. 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 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.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Morgan Stanley on September 3, 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 150 days. Morgan Stanley is related to or competes with PJT Partners, Houlihan Lokey, Piper Sandler, Perella Weinberg, Evercore Partners, Jefferies Financial, and Scully Royalty. Morgan Stanley, a financial holding company, provides various financial products and services to corporations, governmen... 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 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 | 1.45 | |||
| Information Ratio | 0.084 | |||
| Maximum Drawdown | 16.86 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 3.08 |
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 | 0.1159 | |||
| Jensen Alpha | 0.2268 | |||
| Total Risk Alpha | 0.0403 | |||
| Sortino Ratio | 0.1216 | |||
| Treynor Ratio | 0.6011 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Morgan Stanley's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Morgan Stanley Backtested Returns
Morgan Stanley appears to be very steady, given 3 months investment horizon. Morgan Stanley has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % 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 exercise Morgan Stanley's Risk Adjusted Performance of 0.1159, downside deviation of 1.45, and Mean Deviation of 1.3 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Morgan Stanley holds a performance score of 12. The company secures a Beta (Market Risk) of 0.44, which conveys possible diversification benefits within a given portfolio. 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. Please check Morgan Stanley's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether Morgan Stanley's current price movements will revert.
Auto-correlation | 0.26 |
Poor predictability
Morgan Stanley has poor predictability. Overlapping area represents the amount of predictability between Morgan Stanley time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st 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 0.26 indicates that nearly 26.0% of current Morgan Stanley price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 24.37 |
Morgan Stanley lagged returns against current returns
Autocorrelation, which is Morgan Stanley 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 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 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 |
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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 stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Morgan Stanley 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 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 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 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 |
Thematic Opportunities
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Additional Tools for Morgan 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.